|
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
| Form N-CEN Filer Information |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-CEN ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES | OMB APPROVAL |
| OMB Number: 3235-0729 Estimated average burden hours per response: 19.04 |
| All? | ☒ |
| a. Report for period ending: | 2025-05-31 |
| b. Does this report cover a period of less than 12 months? | ☐ Yes ☒ No |
| a. Full name of Registrant | ProShares Trust |
|
b. Investment Company Act file number ( e.g., 811-) | 811-21114 |
| c. CIK | 0001174610 |
| d. LEI | 5493005D9DS7C1P5AM59 |
| a. Street 1 | 7272 Wisconsin Avenue |
| Street 2 | |
| b. City | Bethesda |
| c. State, if applicable |
MARYLAND
|
| d. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| e. Zip code and zip code extension, or foreign postal code | 20814 |
| f. Telephone number (including country code if foreign) | 240-497-6400 |
| g. Public Website, if any | https://www.proshares.com |
| Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section. |
| Location Books Record |
Name of person (e.g., a custodian of records) | Telephone | Address | Briefly describe books and records kept at this location |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | 800-935-9935 | 70 Fargo Street Boston, MASSACHUSETTS 02210 UNITED STATES OF AMERICA | Records relating to its functions as administrator |
| #2 | ProShare Advisors LLC | 240-497-6400 | 7272 Wisconsin Avenue 21st Floor Bethesda, MARYLAND 20814 UNITED STATES OF AMERICA | Records relating to its functions as advisor |
| #3 | Citi Fund Services Ohio, Inc. | 617-859-3417 | 800 Boylston Street 24th Floor Boston, MASSACHUSETTS 02199 UNITED STATES OF AMERICA | Records relating to its functions as regulatory administrator until 12/31/2024. |
| #4 | Ultimus Fund Solutions, LLC | 513-587-3400 | 2 Easton Oval Suite 300 Columbus, OHIO 43219 UNITED STATES OF AMERICA | Records relating to its function as regulatory administrator effective 1/1/2025. |
| #5 | SEI Investments Distribution Co. | 610-676-2318 | One Freedom Valley Drive Oaks, PENNSYLVANIA 19456 UNITED STATES OF AMERICA | Records relating to its functions as distributor and underwriter |
| #6 | JPMorgan Chase Bank, N.A. | 718-242-0609 | 4 MetroTech Center Brooklyn, NEW YORK 11245 UNITED STATES OF AMERICA | Records relating to its functions as custodian |
| Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form. |
| a. Is this the first filing on this form by the Registrant? | ☐ Yes ☒ No |
| b. Is this the last filing on this form by the Registrant? | ☐ Yes ☒ No |
| Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services. In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically. |
| Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar. |
| a. Is the Registrant part of a family of investment companies? | ☒ Yes ☐ No |
| i. Full name of family of investment companies | ProShares Trust |
| Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act). |
| a. Indicate the classification of the Registrant by checking the applicable item | ☒
a. Open-end management investment company registered under the Act on Form N-1A
☐ b. Closed-end management investment company registered under the Act on Form N-2 ☐ c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 ☐ d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 ☐ e. Small business investment company registered under the Act on Form N-5 ☐ f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 ☐ g. Unit investment trust registered under the Act on Form N-8B-2 |
| i. Total number of Series of the Registrant | 131 |
| ii. If a Series of the Registrant with a fiscal year end covered by the report was terminated during the reporting period, provide the following information: |
| Terminated Organization Record | Name of the Series | Series identification number | Date of termination (month/year) |
|---|---|---|---|
| — | — | — | — |
| a. Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? | ☒ Yes ☐ No |
| a. Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
| Director Record | Full Name | CRD number, if any | Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-): |
|---|---|---|---|---|
| #1 | William D. Fertig | 000871951 | No | 811-08239 811-21634 |
| #2 | Michael C. Wachs | N/A | No | 811-21634 811-08239 |
| #3 | Russell S. Reynolds, III | N/A | No | 811-21634 811-08239 |
| #4 | Michael L. Sapir | N/A | Yes | 811-21634 811-08239 |
| a. Provide the information requested below about each person serving as chief compliance officer (CCO) of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
| Chief Compliance Officer Record | Full Name | CRD Number, if any | Telephone | Address | Has the CCO changed since the last filing? | If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
|---|---|---|---|---|---|---|
| #1 | Victor M. Frye, Esq. | 001253717 | XXXXXX | 7272 Wisconsin Avenue 21st Floor Bethesda, MARYLAND 20814 UNITED STATES OF AMERICA | No |
|
| Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters. |
| a. Were any matters submitted by the Registrant for its security holders' vote during the reporting period? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities. |
| a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? | ☐ Yes ☒ No |
| b. Has any proceeding previously reported been terminated? | ☐ Yes ☒ No |
| a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? | ☐ Yes ☒ No |
| a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? | ☒ Yes ☐ No |
| i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. |
| a. Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? | ☐ Yes ☒ No |
| a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? | ☒ Yes ☐ No |
| i. If yes, provide the release number for each order: |
|
| a. Provide the information requested below about each principal underwriter: |
| Principal Underwriter Record | Full Name | SEC file number (e.g., 8-) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? |
|---|---|---|---|---|---|---|---|
| #1 | SEI INVESTMENTS DISTRIBUTION CO. | 8-13329 | 000010690 | LEI: 5LJTIFADGZ6XH1RVOC11 | PENNSYLVANIA | UNITED STATES OF AMERICA | No |
| b. Have any principal underwriters been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each independent public accountant: |
| Public Accountant Record | Full Name | PCAOB Number | Identifying number(s) | State, if applicable | Foreign country, if applicable |
|---|---|---|---|---|---|
| #1 | PRICEWATERHOUSECOOPERS, LLP | 238 | LEI: 5493002GVO7EO8RNNS37 | MARYLAND | UNITED STATES OF AMERICA |
| b. Has the independent public accountant changed since the last filing? | ☐ Yes ☒ No |
| Instruction. Small business investment companies are not required to respond to this item. |
| a. For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? | ☐ Yes ☒ No |
| a. For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? | ☐ Yes ☒ No |
| Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category. |
| a. Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? | ☐ Yes ☒ No |
| a. Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? | ☐ Yes ☒ No |
| a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? | ☐ Yes ☒ No |
| a. During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? | ☒ Yes ☐ No |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Payment dividend series info Record | Series name | Series identification number |
|---|---|---|
| #1 | ProShares Nasdaq-100 High Income ETF | S000083818 |
| #2 | ProShares UltraShort Bitcoin ETF | S000084462 |
| #3 | ProShares Russell 2000 High Income ETF | S000087688 |
| #4 | ProShares S&P Kensho Smart Factories ETF | S000073417 |
| #5 | ProShares Ether ETF | S000074165 |
| #6 | ProShares Bitcoin & Ether Equal Weight ETF | S000082365 |
| #7 | ProShares Nanotechnology ETF | S000073421 |
| #8 | ProShares S&P 500 High Income ETF | S000081387 |
| Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below. |
| Management Investment Record: 1 |
| a. Full Name of the Fund | ProShares UltraShort FTSE China 50 |
| b. Series identication number, if any | S000018731 |
| c. LEI | 0JW1Z7SKXK3844HL0923 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort FTSE China 50 | C000051861 | FXP |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -94.84977599 |
| 2. After Fund fees and expenses (i.e., net asset value): | -95.28000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 95.29724308 |
| 2. After Fund fees and expenses (i.e., net asset value): | 95.29548945 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 7,995,667.99000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 7,263,609.50000000 | |
| #3 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 4,967,111.67000000 |
| #4 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 6,464,125.21000000 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 18,272,965.73999999 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 134,511,970.77000001 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 179,475,450.88000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10,908,587.18999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 2 |
| a. Full Name of the Fund | ProShares UltraPro Short MidCap400 |
| b. Series identication number, if any | S000024912 |
| c. LEI | G7H12I5OU2R7Z0LCU994 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short MidCap400 | C000074102 | SMDD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -17.81706600 |
| 2. After Fund fees and expenses (i.e., net asset value): | -18.64000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 87.46745896 |
| 2. After Fund fees and expenses (i.e., net asset value): | 87.46575314 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 17.51000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17.51000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 596,533.51000000 | |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 28,963,155.35999999 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,092,179.55000000 |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,484,141.25000000 |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 1,737,240.31000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 37,873,249.97999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,299,890.59000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 3 |
| a. Full Name of the Fund | ProShares UltraShort Semiconductors |
| b. Series identication number, if any | S000014307 |
| c. LEI | V3STKZPD7B71017ZEE51 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Semiconductors | C000038866 | SSG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -72.30326800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -72.70000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 150.13119506 |
| 2. After Fund fees and expenses (i.e., net asset value): | 150.12859076 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 8,728,879.39000000 | |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 5,150,482.08000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 9,408,618.25000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 993,016.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 102,322,194.54000000 |
| #6 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 1,988,247.22000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 128,591,437.48000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7,838,302.51000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 4 |
| a. Full Name of the Fund | ProShares S&P Kensho Smart Factories ETF |
| b. Series identication number, if any | S000073417 |
| c. LEI | 549300GUHFMKDS1TUG22 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P Kensho Smart Factories ETF | C000230304 | MAKX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.40461100 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.78999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.94287633 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.94288338 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,854.07000000 |
| g. Provide the net income from securities lending activities | 83.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 93.75000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 93.75000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 35.08000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 35.08000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 965,300.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 5 |
| a. Full Name of the Fund | ProShares UltraShort S&P500 |
| b. Series identication number, if any | S000006832 |
| c. LEI | 1X5PN4N7IS336EIQEE06 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort S&P500 | C000018470 | SDS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -33.72713499 |
| 2. After Fund fees and expenses (i.e., net asset value): | -34.46000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 58.98224336 |
| 2. After Fund fees and expenses (i.e., net asset value): | 58.98126276 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 5,043.14000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 5,043.14000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,596,041,279.79000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 370,628,918.05000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 99,303,888.89000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 49,118,888.89000000 |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 749,944,645.15000000 |
| #6 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 178,714,862.85000000 |
| #7 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 268,967,128.47000000 |
| #8 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 496,456,497.92000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 7,809,176,110.01000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 454,129,783.93000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 6 |
| a. Full Name of the Fund | ProShares MSCI EAFE Dividend Growers ETF |
| b. Series identication number, if any | S000046273 |
| c. LEI | 549300OBHWKSYHFZ1343 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares MSCI EAFE Dividend Growers ETF | C000144590 | EFAD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.04869599 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.51000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.20682152 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.20698227 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,080,962.74000000 |
| g. Provide the net income from securities lending activities | 4,707.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW ZEALAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | IRELAND | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | JPMorgan Chase Bank, N.A. | LEI: 95980020140005970915 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 11,538.87000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 11,538.87000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 995,193.53000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 17,843,684.12000000 |
| #3 | Mizuho Securities USA LLC | 8-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 449,629.98000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 19,288,507.63000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 71,715,779.69000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 7 |
| a. Full Name of the Fund | ProShares S&P 500 Ex-Energy ETF |
| b. Series identication number, if any | S000050775 |
| c. LEI | 549300TNY0VNIXW5FJ64 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 Ex-Energy ETF | C000160294 | SPXE |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.03678099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.13999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05628501 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05631347 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 13,217.74000000 |
| g. Provide the net income from securities lending activities | 39.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 109.40000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 5.96999999 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 464.79000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 580.16000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 5,483.09000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 603,344.18999999 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,854,179.49000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,094.45000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,247,481.34000000 |
| #6 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 7,088,242.33000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12,799,824.89000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 58,342,032.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 8 |
| a. Full Name of the Fund | ProShares S&P 500 Ex-Health Care ETF |
| b. Series identication number, if any | S000050777 |
| c. LEI | 5493001L2ZGJ40PRHY65 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 Ex-Health Care ETF | C000160296 | SPXV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.02564500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.13000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06813410 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.06817075 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,873.91000000 |
| g. Provide the net income from securities lending activities | 14.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 61.04000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 203.88000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 264.92000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 9,946.28000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,168.31000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,618,978.92000000 |
| #4 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 3,661,884.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 583,115.91000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,253,978.39999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 7,130,071.82000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 24,492,719.64000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 9 |
| a. Full Name of the Fund | ProShares Ultra Nasdaq Cloud Computing |
| b. Series identication number, if any | S000070720 |
| c. LEI | 549300M1LSU3OHT2VE23 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Nasdaq Cloud Computing | C000224815 | SKYU |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 13.43077500 |
| 2. After Fund fees and expenses (i.e., net asset value): | 12.10000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 30.18977535 |
| 2. After Fund fees and expenses (i.e., net asset value): | 30.18820805 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5,009.42000000 |
| g. Provide the net income from securities lending activities | 16.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 153.03000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 142.18000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 295.21000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,626,838.16000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 296,604.18000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 1,242,187.75000000 |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 348,866.81000000 |
| #5 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 745.65000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 3,227,584.50000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 10,742,827.05000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,734,613.38000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 10 |
| a. Full Name of the Fund | ProShares UltraShort FTSE Europe |
| b. Series identication number, if any | S000022292 |
| c. LEI | I5P8CWQ9REYR8K9HN560 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort FTSE Europe | C000063930 | EPV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -34.39798299 |
| 2. After Fund fees and expenses (i.e., net asset value): | -35.16000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 47.96136056 |
| 2. After Fund fees and expenses (i.e., net asset value): | 47.96049141 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 209,965,360.56000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 19,640,155.55000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 24,919,698.34000000 |
| #4 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 496,898.76000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 255,022,113.21000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 20,020,666.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 11 |
| a. Full Name of the Fund | ProShares UltraShort Russell2000 |
| b. Series identication number, if any | S000014287 |
| c. LEI | 75HGN5OSF2FQ1L7JNK61 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Russell2000 | C000038846 | TWM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -7.90453500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -8.79999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 73.63379471 |
| 2. After Fund fees and expenses (i.e., net asset value): | 73.63252040 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,618.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,618.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 19,864,419.44000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 643,511,438.00000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 94,371,765.28000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 63,097,691.75000000 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 24,861,561.10999999 | |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 9,938,159.72000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 855,645,035.30000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 51,509,079.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 12 |
| a. Full Name of the Fund | ProShares Ultra 7-10 Year Treasury |
| b. Series identication number, if any | S000027192 |
| c. LEI | 69FVKV7C7KHD1L0XZB62 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra 7-10 Year Treasury | C000082080 | UST |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.19780300 |
| 2. After Fund fees and expenses (i.e., net asset value): | -4.32000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 6.60372157 |
| 2. After Fund fees and expenses (i.e., net asset value): | 6.60337188 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 72.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 72.80000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 17,933,131.10999999 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 14,955,524.31000000 |
| #3 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 39,892,643.32999999 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 14,847,931.25000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 316,308,650.98000002 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 403,937,880.98000002 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 27,303,585.10000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 13 |
| a. Full Name of the Fund | ProShares S&P MidCap 400 Dividend Aristocrats ETF |
| b. Series identication number, if any | S000047884 |
| c. LEI | 549300VCJLJM17R2FP84 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P MidCap 400 Dividend Aristocrats ETF | C000150377 | REGL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.02215700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.45999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06195260 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.06206344 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,483,948.45000000 |
| g. Provide the net income from securities lending activities | 3,297.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 77,405.38000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 990.40000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,972.41000000 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 58,252.06000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 139,620.25000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 62,913,999.10999999 |
| #2 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,396,556.29000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 248,235,326.00000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 1,691,736.40000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 246,695,556.00000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 83,883,339.64000000 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 392,779,147.49000001 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,038,595,660.93000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,614,049,487.61000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 14 |
| a. Full Name of the Fund | ProShares UltraShort 7-10 Year Treasury |
| b. Series identication number, if any | S000018732 |
| c. LEI | 0PVI6JVXQCFJKOBIKO48 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort 7-10 Year Treasury | C000051862 | PST |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -5.79053600 |
| 2. After Fund fees and expenses (i.e., net asset value): | -6.74000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 19.78098711 |
| 2. After Fund fees and expenses (i.e., net asset value): | 19.78065163 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 60.06000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 60.06000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 89,316,647.81999999 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 12,886,698.06000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 9,877,143.67999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 112,080,489.56000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15,063,867.64000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 15 |
| a. Full Name of the Fund | ProShares UltraPro Dow30 |
| b. Series identication number, if any | S000024918 |
| c. LEI | L3Y0M1NGO52I2PZ6P085 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Dow30 | C000074108 | UDOW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.06711300 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.02999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 34.36905210 |
| 2. After Fund fees and expenses (i.e., net asset value): | 34.36771315 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 337,998.96000000 |
| g. Provide the net income from securities lending activities | 1,021.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☒ Yes ☐ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 8,389.51000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 18,098.20000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 31,288.62000000 |
| #4 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 19,255.20000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 77,031.53000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 102,942,877.70000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 2,326,616,248.92000010 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 71,093,383.98999999 |
| #4 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 19,946,321.67000000 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 238,998,584.90000001 | |
| #6 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 478,440,495.67000002 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 385,686,666.23000002 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 64,570,802.77000000 |
| #9 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 109,022,731.04000001 |
| #10 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 783,873,460.64999998 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,612,769,848.21000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 699,871,930.66999996 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 16 |
| a. Full Name of the Fund | ProShares UltraPro Short 20+ Year Treasury |
| b. Series identication number, if any | S000024917 |
| c. LEI | Z0SKYMVDUZNKXP7CCC49 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short 20+ Year Treasury | C000074107 | TTT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 7.39676399 |
| 2. After Fund fees and expenses (i.e., net asset value): | 6.38000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 56.88758505 |
| 2. After Fund fees and expenses (i.e., net asset value): | 56.88648505 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 192.78000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 192.78000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 20,020,277.32999999 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 5,953,355.00000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 320,778,251.23000002 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 4,969,064.93000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 351,720,948.49000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 31,299,350.17000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 17 |
| a. Full Name of the Fund | ProShares K-1 Free Crude Oil ETF |
| b. Series identication number, if any | S000054590 |
| c. LEI | 549300FKX6EV0GS5PS44 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares K-1 Free Crude Oil Strategy ETF | C000171471 | OILK |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.34 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.78 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.14169087 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.14177236 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Cayman Crude Oil Strategy Portfolio | LEI: 549300VBNA17IB9RGM85 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 19,024.75999999 | |
| #2 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 17,292.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 36,316.76000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 314,071,529.89000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 314,071,529.89000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 88,862,845.52000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 18 |
| a. Full Name of the Fund | ProShares Hedge Replication ETF |
| b. Series identication number, if any | S000031041 |
| c. LEI | ADUJ68TGZBVW30IQNE81 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Hedge Replication ETF | C000096244 | HDG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.12850500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -1.10999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 3.33216724 |
| 2. After Fund fees and expenses (i.e., net asset value): | 3.33206142 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 35.00000000 |
| g. Provide the net income from securities lending activities | 2.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 217.86000000 |
| #2 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,247.29000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 416.17999999 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,881.32999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 35,458,449.00000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 103,314,279.23999999 | |
| #3 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 335,853.25000000 |
| #4 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 206,704.20000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | NEW YORK | UNITED STATES OF AMERICA | 178,462.89000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 18,536,949.27000000 |
| #7 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 54,662,821.74000000 |
| #8 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 38,526,639.39999999 |
| #9 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 72,237,446.12999999 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 145,522,570.93000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 469,077,730.45000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 26,644,984.42000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 19 |
| a. Full Name of the Fund | ProShares Supply Chain Logistics ETF |
| b. Series identication number, if any | S000075630 |
| c. LEI | 5493003OUX1USAS4J011 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Supply Chain Logistics ETF | C000234857 | SUPL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.45955800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.11000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.43459668 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.43461539 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 19,160.93573881 |
| g. Provide the net income from securities lending activities | 188.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 267.73000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 267.73000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 56,404.61000000 |
| #2 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 489,104.29000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 379,605.14000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 925,114.04000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,371,157.71000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 20 |
| a. Full Name of the Fund | ProShares Ultra MSCI Brazil Capped |
| b. Series identication number, if any | S000028919 |
| c. LEI | GTCVAZ1J0WWQQV5M4K81 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra MSCI Brazil Capped | C000088638 | UBR |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -12.47067800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -13.30999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 31.08944006 |
| 2. After Fund fees and expenses (i.e., net asset value): | 31.08819351 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 597,095.63000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 14,330,587.68999999 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 396,698.50000000 | |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,037,119.45000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 19,361,501.27000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,331,849.30000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 21 |
| a. Full Name of the Fund | ProShares UltraPro Short Russell2000 |
| b. Series identication number, if any | S000024913 |
| c. LEI | W7KXLPGRRLQIN28WC263 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short Russell2000 | C000074103 | SRTY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -20.70156699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -21.49000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 98.19772924 |
| 2. After Fund fees and expenses (i.e., net asset value): | 98.19581734 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,429.86000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,429.86000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 39,780,480.99000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 80,860,394.20999999 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 70,452,134.62000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,083,362,672.71000000 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 93,165,534.67000000 |
| #6 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 49,865,804.17000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,417,487,021.37000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 86,541,061.29000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 22 |
| a. Full Name of the Fund | ProShares Ultra QQQ |
| b. Series identication number, if any | S000006827 |
| c. LEI | BB4MTKSM4GAKW287HJ60 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra QQQ | C000018465 | QLD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.20090699 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.07999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 25.52236559 |
| 2. After Fund fees and expenses (i.e., net asset value): | 25.52103817 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,402,529.65000000 |
| g. Provide the net income from securities lending activities | 27,503.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☒ Yes ☐ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 16,095.24000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 77,245.81000000 |
| #3 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 43,117.76000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 131,725.71000000 |
| #5 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 215,018.34000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 483,202.86000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 345,412,651.45999998 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 9,270,822,969.56999970 |
| #3 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 228,329,513.84999999 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 731,317,765.15999901 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,075,925,053.78000000 | |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 780,760,161.11000001 |
| #7 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 248,649,344.44999999 |
| #8 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 1,749,336,922.09999990 |
| #9 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 7,882,445,011.26000020 |
| #10 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 340,966,783.41000003 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 22,980,025,089.36999900 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,970,728,820.27000050 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 23 |
| a. Full Name of the Fund | ProShares Russell 2000 Dividend Growers ETF |
| b. Series identication number, if any | S000047885 |
| c. LEI | 549300MVQ2FQVKTSHR36 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Russell 2000 Dividend Growers ETF | C000150378 | SMDV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.02377699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.39000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.07069103 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07084886 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,181,695.49000000 |
| g. Provide the net income from securities lending activities | 196,387.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 33,884.37999999 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 431.23000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 8,496.03000000 |
| #4 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 20,971.71000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 63,783.35000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 78,945,774.70000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 128,697,358.30000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 59,768,612.71000000 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 50,542,841.02000000 |
| #5 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 32,412,843.07999999 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 14,929,807.85000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 365,297,237.66000003 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 705,569,535.18000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 24 |
| a. Full Name of the Fund | ProShares Ultra 20+ Year Treasury |
| b. Series identication number, if any | S000027193 |
| c. LEI | O4SM0OE1AXZJ6OR80Y45 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra 20+ Year Treasury | C000082081 | UBT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -6.72840699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -7.60000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 14.26233232 |
| 2. After Fund fees and expenses (i.e., net asset value): | 14.26158590 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 403,094.40000000 |
| g. Provide the net income from securities lending activities | 1,947.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 395.01000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 395.01000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 19,873,670.00000000 | |
| #2 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 49,661,048.60999999 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 901,737,798.65999997 |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 273,410,295.14999998 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 24,835,986.10999999 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 69,207,696.25000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,338,726,494.78000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 120,672,826.32000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 25 |
| a. Full Name of the Fund | ProShares UltraShort Utilities |
| b. Series identication number, if any | S000014310 |
| c. LEI | WW08P0ORVY40TNO1X304 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Utilities | C000038869 | SDP |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -38.43110899 |
| 2. After Fund fees and expenses (i.e., net asset value): | -39.18000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 51.65259245 |
| 2. After Fund fees and expenses (i.e., net asset value): | 51.65169680 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,043,113.27000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 18,164,696.69000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,280,640.83000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 20,488,450.79000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,791,254.92000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 26 |
| a. Full Name of the Fund | ProShares Ultra Communication Services |
| b. Series identication number, if any | S000014261 |
| c. LEI | MRQ4JPGFGVU5YUA1O213 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Communication Services | C000038820 | LTL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 14.15881299 |
| 2. After Fund fees and expenses (i.e., net asset value): | 12.89000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 19.50027038 |
| 2. After Fund fees and expenses (i.e., net asset value): | 19.49925787 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,196.48000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 585.55999999 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,782.04000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 11,750,449.81000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 373,341.15000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 768,770.64000000 |
| #4 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 2,658,893.71000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 15,551,455.31000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,897,809.96000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 27 |
| a. Full Name of the Fund | ProShares Large Cap Core Plus |
| b. Series identication number, if any | S000020962 |
| c. LEI | 37E0KTDC3GUWOZOYE729 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Large Cap Core Plus | C000059344 | CSM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.27959999 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.78999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05421727 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05424625 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 210,014.88000000 |
| g. Provide the net income from securities lending activities | 431.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 37,024.04000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 33,096.51000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 70,120.55000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 136,711,042.09999999 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 117.07000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 32,965,953.32999999 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 14,889,006.81000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,152,861.92000000 |
| #6 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,247,746.82000000 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 119,722,555.47000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 308,689,283.52000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 453,545,111.05000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 28 |
| a. Full Name of the Fund | ProShares Ether ETF |
| b. Series identication number, if any | S000074165 |
| c. LEI | 5299004ANMHA84WMXW84 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ether Strategy ETF | C000231749 | EETH |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Proshares Cayman Ether Strategy Portfolio | LEI: 254900JCT5HMOKJOEK92 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 135,979.53000000 |
| #2 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 60,555.66000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 196,535.19000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 856,657,538.73000000 |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 16,711,568.90000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 22,927,008.33000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 188,787,819.52000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,085,083,935.48000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 73,284,084.76000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 29 |
| a. Full Name of the Fund | ProShares Merger ETF |
| b. Series identication number, if any | S000037318 |
| c. LEI | 5493004THPTEQ37G4572 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Merger ETF | C000115055 | MRGR |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.02804200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.84000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.31204792 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.31203456 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 246,720.05000000 |
| g. Provide the net income from securities lending activities | 24,796.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #11 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW ZEALAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: ZAYQDKTCATIXF9OQY690 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | JPMorgan Chase Bank, N.A. | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | UniCredit Bank Austria AG | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | JPMorgan Chase Bank, N.A. | LEI: 95980020140005970915 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #25 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 4,849.75000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,849.75000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 51,697.87000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 33,935,695.79999999 |
| #3 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 1,449,495.75000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 35,436,889.42000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10,618,855.29000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 30 |
| a. Full Name of the Fund | ProShares Smart Materials ETF |
| b. Series identication number, if any | S000073416 |
| c. LEI | 5493002YSY5PL4HENM62 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Smart Materials ETF | C000230303 | TINT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.66830099 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.15999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.44950755 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.44954666 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5,516.96000000 |
| g. Provide the net income from securities lending activities | 24.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #7 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 355.14000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 355.14000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 249.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 249.60000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,558,295.32000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 31 |
| a. Full Name of the Fund | ProShares MSCI Transformational Changes ETF |
| b. Series identication number, if any | S000069834 |
| c. LEI | 549300T6OZWBESPF1K65 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares MSCI Transformational Changes ETF | C000222595 | ANEW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.23829300 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.28999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.66113714 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.66119002 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 10,661.63000000 |
| g. Provide the net income from securities lending activities | 40.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: ZAYQDKTCATIXF9OQY690 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300HST49806XTCK29 | SAUDI ARABIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 213800HW5IDIRLWH1203 | INDONESIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | IRELAND | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW ZEALAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: 549300O1LQYCQ7G1IM57 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: 549300QJEO1B92LSHZ06 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | JPMorgan Chase Bank, N.A. | LEI: 5493001LS7J56NZZ3G07 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #24 | JPMorgan Chase Bank, N.A. | LEI: 549300OL514RA0SXJJ44 | LUXEMBOURG | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #25 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #26 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,161.66000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,161.66000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 12,821,990.11999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12,821,990.11999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,328,948.94000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 32 |
| a. Full Name of the Fund | ProShares Ultra Russell2000 |
| b. Series identication number, if any | S000014248 |
| c. LEI | 9PQYJGVJO8FNJLFCK011 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Russell2000 | C000038807 | UWM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -10.02266199 |
| 2. After Fund fees and expenses (i.e., net asset value): | -10.88000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 24.52675788 |
| 2. After Fund fees and expenses (i.e., net asset value): | 24.52548334 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5,010,347.74000000 |
| g. Provide the net income from securities lending activities | 173,273.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 10,146.62000000 |
| #2 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 12,987.58000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 36,250.99000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 9,153.84000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 68,539.03000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 4,476.33000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 66,051,963.46999999 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 4,580.82000000 |
| #4 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 14,959,741.25000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,288,134,601.89000010 |
| #6 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 39,714,531.25000000 | |
| #7 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 521.40000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,408,870,416.41000010 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 356,238,048.63000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 33 |
| a. Full Name of the Fund | ProShares UltraPro QQQ |
| b. Series identication number, if any | S000024908 |
| c. LEI | 03026FQTQRJ0JSTBI779 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro QQQ | C000074098 | TQQQ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -1.26501700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -2.20000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 51.11495498 |
| 2. After Fund fees and expenses (i.e., net asset value): | 51.11323462 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 6,549,917.20000000 |
| g. Provide the net income from securities lending activities | 45,443.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,556,373.94000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 327,442.10000000 |
| #3 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 247,185.00000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 381,726.18000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 72,156.25000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,584,883.47000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 6,512,425,713.37001040 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 9,211,011,739.29999920 | |
| #3 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 2,476,021,533.67000010 |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 8,750,344,155.56999970 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 25,361,958,876.47000100 |
| #6 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 1,892,640,836.79000000 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 17,676,745,773.11999900 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 1,240,078,833.33999990 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 61,947,099,144.97000100 |
| #10 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 1,161,321,760.80999990 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 140,137,270,687.57000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 23,145,139,614.39000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 34 |
| a. Full Name of the Fund | ProShares UltraShort MSCI Emerging Markets |
| b. Series identication number, if any | S000018727 |
| c. LEI | YKYO515QG76GHEKZ9D12 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort MSCI Emerging Markets | C000051857 | EEV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -31.62868999 |
| 2. After Fund fees and expenses (i.e., net asset value): | -32.40000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 49.32576713 |
| 2. After Fund fees and expenses (i.e., net asset value): | 49.32481371 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 3,979,117.09000000 | |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,454,305.63000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 945,033.51000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 30,826,142.16000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 1,986,032.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 42,190,630.39000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,878,715.58000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 35 |
| a. Full Name of the Fund | ProShares UltraShort MidCap400 |
| b. Series identication number, if any | S000006822 |
| c. LEI | 0OXEXR3RP7GYKFC5IO85 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort MidCap400 | C000018460 | MZZ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -7.00403700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -7.92000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 65.57096536 |
| 2. After Fund fees and expenses (i.e., net asset value): | 65.56983056 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 5.99000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 5.99000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 395,858.61000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 8,781,674.74000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9,177,533.35000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,320,693.29000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 36 |
| a. Full Name of the Fund | ProShares Ultra MSCI Emerging Markets |
| b. Series identication number, if any | S000022303 |
| c. LEI | FODQHN5VAHVQHJ7VUE83 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra MSCI Emerging Markets | C000063941 | EET |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.21917100 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.84999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 32.34554585 |
| 2. After Fund fees and expenses (i.e., net asset value): | 32.34464152 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 246,995.49000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 9,843,709.16999999 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,967,100.00000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 12,916,075.42000000 | |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 154,516,600.44999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 182,490,480.53000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 17,275,612.74000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 37 |
| a. Full Name of the Fund | ProShares Ultra MSCI EAFE |
| b. Series identication number, if any | S000022302 |
| c. LEI | DNBQXQ8DQYLHXB1XYT46 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra MSCI EAFE | C000063940 | EFO |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.22426000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.14000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 30.09805077 |
| 2. After Fund fees and expenses (i.e., net asset value): | 30.09725440 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 2,981,447.92000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 2,680,217.69000000 | |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 10,408,527.22000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 39,079,542.57999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 55,149,735.40999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 9,995,837.68000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 38 |
| a. Full Name of the Fund | ProShares Short 7-10 Year Treasury |
| b. Series identication number, if any | S000018720 |
| c. LEI | ASRYSFYKVTZZ4UGDCQ51 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short 7-10 Year Treasury | C000051850 | TBX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -3.34816200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -4.32000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 13.18814233 |
| 2. After Fund fees and expenses (i.e., net asset value): | 13.18798398 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 47.32000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 47.32000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,944,044.48000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 103,822,426.95000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,980,514.58000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,989,450.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 113,736,436.01000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 13,932,721.52000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 39 |
| a. Full Name of the Fund | ProShares Inflation Expectations ETF |
| b. Series identication number, if any | S000035008 |
| c. LEI | R3XNF7PTC3C8WDXTVN76 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Inflation Expectations ETF | C000107655 | RINF |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 6.04591600 |
| 2. After Fund fees and expenses (i.e., net asset value): | 5.74000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.58129226 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.58129251 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 9,741,534.72000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 89,154,479.40000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 3,966,985.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 102,862,999.12000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 22,525,601.60000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 40 |
| a. Full Name of the Fund | ProShares UltraShort Consumer Discretionary |
| b. Series identication number, if any | S000014299 |
| c. LEI | C52L906VB1MRG2CNI959 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Consumer Discretionary | C000038858 | SCC |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -60.49144799 |
| 2. After Fund fees and expenses (i.e., net asset value): | -61.09000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 77.01414617 |
| 2. After Fund fees and expenses (i.e., net asset value): | 77.01280776 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,487,838.67000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,587,114.45000000 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 496,471.67000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 21,240,174.32000000 |
| #5 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 347,697.82000000 |
| #6 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 298,547.81000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 25,457,844.74000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,068,049.00000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 41 |
| a. Full Name of the Fund | ProShares S&P Global Core Battery Metals ETF |
| b. Series identication number, if any | S000078011 |
| c. LEI | 549300W9OSPNV8CVI013 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P Global Core Battery Metals ETF | C000238747 | ION |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.17746500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.34000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 3.49142410 |
| 2. After Fund fees and expenses (i.e., net asset value): | 3.49143699 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 120,959.15999999 |
| g. Provide the net income from securities lending activities | 7,078.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,612.79000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,612.79000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 559,683.35000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 559,683.35000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,602,023.36000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 42 |
| a. Full Name of the Fund | ProShares Ultra Dow30 |
| b. Series identication number, if any | S000006826 |
| c. LEI | 7N3EJP31CN65H4G3UK92 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Dow30 | C000018464 | DDM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 2.06323 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.01 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 17.19032577 |
| 2. After Fund fees and expenses (i.e., net asset value): | 17.18943382 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 30,075.55000000 |
| g. Provide the net income from securities lending activities | 104.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 8,522.35000000 |
| #2 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 9,520.79999999 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 19,448.37000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 239.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 37,731.32000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 7,620,278.25999999 |
| #2 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 19,946,321.67000000 |
| #3 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 44,613,343.10000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 20,287,313.96000000 | |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 655,147,161.61000001 |
| #6 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 9,029,008.93999999 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 61,934,748.60000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 9,207,419.03999999 |
| #9 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 68,451,204.90999999 |
| #10 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 55,709,347.49000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 951,946,147.58000004 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 424,530,238.13000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 43 |
| a. Full Name of the Fund | ProShares UltraShort Technology |
| b. Series identication number, if any | S000014308 |
| c. LEI | 1HZ2QLWEZGI7735DTS61 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Technology | C000038867 | REW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -40.14716299 |
| 2. After Fund fees and expenses (i.e., net asset value): | -40.82000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 91.25237986 |
| 2. After Fund fees and expenses (i.e., net asset value): | 91.25079651 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,791,055.88000000 | |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,263,529.76999999 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,737,650.83000000 |
| #4 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 1,990,318.76000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 30,756,638.48999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 40,539,193.72999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,405,677.23000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 44 |
| a. Full Name of the Fund | ProShares UltraShort Financials |
| b. Series identication number, if any | S000014300 |
| c. LEI | YOJN1DKAU7JWI16N8H58 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Financials | C000038859 | SKF |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -58.50213399 |
| 2. After Fund fees and expenses (i.e., net asset value): | -59.15000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 60.75533002 |
| 2. After Fund fees and expenses (i.e., net asset value): | 60.75427848 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 109,703,500.20000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 14,348,210.90000000 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,769,345.69000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,949,310.42000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 131,770,367.21000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11,831,633.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 45 |
| a. Full Name of the Fund | ProShares Ultra Nasdaq Biotechnology |
| b. Series identication number, if any | S000018718 |
| c. LEI | SL5GC2XPBUL7EXVSNF27 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Nasdaq Biotechnology | C000051848 | BIB |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -14.66917799 |
| 2. After Fund fees and expenses (i.e., net asset value): | -15.41000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 22.53272741 |
| 2. After Fund fees and expenses (i.e., net asset value): | 22.53155513 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 983,808.90000000 |
| g. Provide the net income from securities lending activities | 38,809.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,494.56000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,221.81000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,716.37000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 9,843,709.16999999 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 6,206,813.40000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 34,575,486.71999999 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 8,439,623.73000000 | |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 125,012,569.56999999 |
| #6 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 72.88000000 |
| #7 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 11,437,518.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 800.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 195,516,594.33000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 73,095,513.54000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 46 |
| a. Full Name of the Fund | ProShares Short QQQ |
| b. Series identication number, if any | S000006831 |
| c. LEI | Q95Y09OLRIOMH8CB3M62 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short QQQ | C000018469 | PSQ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -27.11595600 |
| 2. After Fund fees and expenses (i.e., net asset value): | -27.96000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 51.11548205 |
| 2. After Fund fees and expenses (i.e., net asset value): | 51.11481584 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,174.76000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,174.76000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | TD SECURITIES (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 49,670,922.22000000 |
| #2 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 69,812,125.83000000 |
| #3 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 148,963,827.08000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 695,880,330.43000000 | |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 148,658,583.33000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 849,089,525.51000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,674,216,662.27000000 |
| #8 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 844,770,288.22000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 8,481,062,264.89000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 566,760,856.02000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 47 |
| a. Full Name of the Fund | ProShares Ultra S&P500 |
| b. Series identication number, if any | S000006821 |
| c. LEI | UT59PM4NN1V3JAKZPS19 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra S&P500 | C000018459 | SSO |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.51564100 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.51000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 19.72483521 |
| 2. After Fund fees and expenses (i.e., net asset value): | 19.72389761 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,155,115.42000000 |
| g. Provide the net income from securities lending activities | 4,465.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 53,035.31000000 | |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 183,680.55000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 16,549.23000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 98,014.67000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 3,001.22000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 354,280.98000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,036,447,740.61998990 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,054,041,168.76000000 |
| #3 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 398,364,377.75999999 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 780,863,492.38000095 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 920,560,681.69000006 | |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 1,299,081,645.11999010 |
| #7 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 231,237,390.50999999 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 9,036,869,610.29999920 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 185,476,674.41000000 |
| #10 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 2,231,004,061.92000010 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 19,347,285,560.00999800 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,325,186,657.23999980 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 48 |
| a. Full Name of the Fund | ProShares Ultra High Yield |
| b. Series identication number, if any | S000031635 |
| c. LEI | H62TZPTGJYN1WPUZQP47 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra High Yield | C000098413 | UJB |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.97595899 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.91000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 8.54642401 |
| 2. After Fund fees and expenses (i.e., net asset value): | 8.54613557 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 978.06000000 |
| g. Provide the net income from securities lending activities | 2.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,476,556.38000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 277,445,990.67000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,382,260.83000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 11,398,183.33000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 292,702,991.21000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 13,599,584.65000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 49 |
| a. Full Name of the Fund | ProShares Big Data Refiners ETF |
| b. Series identication number, if any | S000073423 |
| c. LEI | 549300TWVJSNY7YRKI45 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Big Data Refiners ETF | C000230310 | DAT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.10315399 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.65999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.73538463 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.73522197 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 323,933.00000000 |
| g. Provide the net income from securities lending activities | 3,259.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: XLEZHWWOI4HFQDGL4793 | POLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #4 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 549300O1LQYCQ7G1IM57 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 561.17999999 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 561.17999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 833,837.32000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 35,958.35000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 885,881.27000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,755,676.94000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,257,409.44000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 50 |
| a. Full Name of the Fund | ProShares Short High Yield |
| b. Series identication number, if any | S000018723 |
| c. LEI | W4E5OYBUX8BV1ZKG2H85 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short High Yield | C000051853 | SJB |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -11.18314900 |
| 2. After Fund fees and expenses (i.e., net asset value): | -12.11000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 9.06392941 |
| 2. After Fund fees and expenses (i.e., net asset value): | 9.06379186 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 179,807,855.69999999 | |
| #2 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 54,815,601.25000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 81,787,908.17000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 54,488,265.27000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 558,570,317.38999999 |
| #6 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 24,809,965.28000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 954,279,913.06000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 84,594,816.02000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 51 |
| a. Full Name of the Fund | ProShares Short MSCI EAFE |
| b. Series identication number, if any | S000018742 |
| c. LEI | E9YLGGCRV6TSIDLNI588 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short MSCI EAFE | C000051872 | EFZ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -19.88803799 |
| 2. After Fund fees and expenses (i.e., net asset value): | -20.77999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 29.91156870 |
| 2. After Fund fees and expenses (i.e., net asset value): | 29.91118166 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 206,271,360.59000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 54,259,997.35000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 260,531,357.94000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 17,787,664.90000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 52 |
| a. Full Name of the Fund | ProShares UltraShort Health Care |
| b. Series identication number, if any | S000014301 |
| c. LEI | DRLI0TXPR5167FL54L31 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Health Care | C000038860 | RXD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 26.73400799 |
| 2. After Fund fees and expenses (i.e., net asset value): | 25.58000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 47.22344666 |
| 2. After Fund fees and expenses (i.e., net asset value): | 47.22262948 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 197,929.31000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 9,402,397.25000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9,600,326.56000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,254,632.07000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 53 |
| a. Full Name of the Fund | ProShares Decline of the Retail Store ETF |
| b. Series identication number, if any | S000059653 |
| c. LEI | 5493002U6CHMD65I8F67 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Decline of the Retail Store ETF | C000195295 | EMTY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.15965500 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.49000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 44.28208680 |
| 2. After Fund fees and expenses (i.e., net asset value): | 44.28169412 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,085,181.00000000 |
| #2 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 2,086,186.90000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 25,914,343.05000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,055,164.04000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 32,140,874.99000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,835,950.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 54 |
| a. Full Name of the Fund | ProShares Short Real Estate |
| b. Series identication number, if any | S000014282 |
| c. LEI | OO8MK7CY8LDH7ZASHT92 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Real Estate | C000038841 | REK |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -20.21658100 |
| 2. After Fund fees and expenses (i.e., net asset value): | -21.11000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 35.95547575 |
| 2. After Fund fees and expenses (i.e., net asset value): | 35.95500854 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 6,894,551.38999999 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 93,468,265.98000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 10,645,177.41000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 111,007,994.78000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 12,488,612.26000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 55 |
| a. Full Name of the Fund | ProShares UltraShort 20+ Year Treasury |
| b. Series identication number, if any | S000018733 |
| c. LEI | PQTQB8I6TMT6W5YFAJ57 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort 20+ Year Treasury | C000051863 | TBT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 9.31464199 |
| 2. After Fund fees and expenses (i.e., net asset value): | 8.30999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 42.66972638 |
| 2. After Fund fees and expenses (i.e., net asset value): | 42.66901164 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,050.65000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,050.65000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 446,627,901.04000002 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 69,653,772.21999999 |
| #3 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 124,132,062.50000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 179,039,828.88999999 | |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 49,865,804.17000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 49,118,888.89000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 2,248,372,419.19999980 |
| #8 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 295,617,969.81000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,462,428,646.71999980 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 296,906,650.77999997 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 56 |
| a. Full Name of the Fund | ProShares Nasdaq-100 Dorsey Wright Momentum ETF |
| b. Series identication number, if any | S000071850 |
| c. LEI | 549300A9NYN5L3FFX416 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | C000227376 | QQQA |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.03889099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.63000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06865986 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.06891010 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 160,043.96000000 |
| g. Provide the net income from securities lending activities | 382.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 370.88000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 3,087.59000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,458.47000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 2,812,217.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 245,501.26000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 434,788.90000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,492,507.16000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11,616,680.53999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 57 |
| a. Full Name of the Fund | ProShares Ultra Consumer Staples |
| b. Series identication number, if any | S000014250 |
| c. LEI | 1M6RW6Q5D0LPJ2MSS486 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Consumer Staples | C000038809 | UGE |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 2.02832100 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.98000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 13.13764273 |
| 2. After Fund fees and expenses (i.e., net asset value): | 13.13695822 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,035.04000000 |
| g. Provide the net income from securities lending activities | 2.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 176.54000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,186.98000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,363.52000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 20,109,399.10000000 |
| #2 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 21,758,175.82000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 214.10000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 988,782.09000000 |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 615,479.43000000 |
| #6 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,292,295.79000000 | |
| #7 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 23,274,674.64000000 |
| #8 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 858,830.40000000 |
| #9 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,957,740.85000000 |
| #10 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 692,752.57000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 71,548,344.79000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,999,953.07000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 58 |
| a. Full Name of the Fund | ProShares UltraShort MSCI Japan |
| b. Series identication number, if any | S000018728 |
| c. LEI | KZU4C19RPVWWUXE45Q21 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort MSCI Japan | C000051858 | EWV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -29.57574100 |
| 2. After Fund fees and expenses (i.e., net asset value): | -30.36999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 56.15950863 |
| 2. After Fund fees and expenses (i.e., net asset value): | 56.15854657 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,973,972.50000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 6,950,997.23000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 49,623,043.89000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 58,548,013.62000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,359,057.14000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 59 |
| a. Full Name of the Fund | ProShares Ultra Industrials |
| b. Series identication number, if any | S000014254 |
| c. LEI | OGTGSEPIVKMSM78CHD88 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Industrials | C000038813 | UXI |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 7.55199599 |
| 2. After Fund fees and expenses (i.e., net asset value): | 6.39000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 19.96571056 |
| 2. After Fund fees and expenses (i.e., net asset value): | 19.96467068 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 6,496.57000000 |
| g. Provide the net income from securities lending activities | 18.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 155.68000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 482.03000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 637.71000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 36,234,649.43000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 109.12000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 2,975,238.75000000 | |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 989,646.53000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 496,884.78000000 |
| #6 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 5,936,947.03000000 |
| #7 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 29.04000000 |
| #8 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,051,887.63000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 49,685,392.31000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 23,160,697.03999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 60 |
| a. Full Name of the Fund | ProShares Short Bitcoin ETF |
| b. Series identication number, if any | S000076601 |
| c. LEI | 549300GXECIOZMG55H68 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Bitcoin Strategy ETF | C000236586 | BITI |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -99.12719200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -99.69000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 104.92135458 |
| 2. After Fund fees and expenses (i.e., net asset value): | 104.91987891 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | ProShares Cayman Bitcoin Inverse Strategy Portfolio | LEI: 549300KV5PW7HZBIW477 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 75,184.42000000 |
| #2 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 42,145.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 117,330.35000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 979,043,964.59000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 169,055,898.75000000 | |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 9,975,500.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,158,075,363.34000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 82,881,340.64000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 61 |
| a. Full Name of the Fund | ProShares UltraPro Short Dow30 |
| b. Series identication number, if any | S000024910 |
| c. LEI | LIZENFIQJTTT2RI1UP54 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short Dow30 | C000074100 | SDOW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -37.27586699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -37.99000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 68.71937723 |
| 2. After Fund fees and expenses (i.e., net asset value): | 68.71803699 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 5,116.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 5,116.80000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 263,125,083.56000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 247,776,795.13999999 | |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 39,640,550.00000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 400,416,720.56000000 |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 582,425,464.38999999 |
| #6 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 9,975,066.66999999 |
| #7 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 24,809,965.28000000 |
| #8 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 24,578,541.67000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,098,040,886.04000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,690,789,073.31000040 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 270,204,588.24000001 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 62 |
| a. Full Name of the Fund | ProShares Equities for Rising Rates ETF |
| b. Series identication number, if any | S000057332 |
| c. LEI | 549300ONGJC47EH4UP44 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Equities for Rising Rates ETF | C000182948 | EQRR |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.01992000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.31999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.07160471 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07172363 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5,021.18000000 |
| g. Provide the net income from securities lending activities | 5.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 3.61000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,118.17000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,563.72000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,685.50000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,151,877.03000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,362,104.88000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 1,147,848.72000000 |
| #4 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 2,312,808.08000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6,974,638.71000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 13,372,210.07000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 63 |
| a. Full Name of the Fund | ProShares Short FTSE China 50 |
| b. Series identication number, if any | S000018719 |
| c. LEI | 4FS46YNFSZ3Y6KBFLS21 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short FTSE China 50 | C000051849 | YXI |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -66.72597799 |
| 2. After Fund fees and expenses (i.e., net asset value): | -67.41000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 62.01352079 |
| 2. After Fund fees and expenses (i.e., net asset value): | 62.01267708 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 1,490,723.96000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 29,468,564.00000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,589,654.24000000 | |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,546,806.13999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 37,095,748.34000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,996,505.06000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 64 |
| a. Full Name of the Fund | ProShares Short Financials |
| b. Series identication number, if any | S000014276 |
| c. LEI | GK4TU6C1B5LXPX6BWP64 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Financials | C000038835 | SEF |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -39.58201900 |
| 2. After Fund fees and expenses (i.e., net asset value): | -40.39000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 40.46122456 |
| 2. After Fund fees and expenses (i.e., net asset value): | 40.46070014 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,969,586.25000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 9,875,006.50000000 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 987,981.94000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 116,867,368.54000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 130,699,943.23000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11,552,562.81000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 65 |
| a. Full Name of the Fund | ProShares UltraPro Russell2000 |
| b. Series identication number, if any | S000024921 |
| c. LEI | 5YNMV3LERCU7E6E3H465 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Russell2000 | C000074111 | URTY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -23.97129700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -24.70000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 49.08068093 |
| 2. After Fund fees and expenses (i.e., net asset value): | 49.07876828 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,685,042.03000000 |
| g. Provide the net income from securities lending activities | 159,507.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 20,899.25999999 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 13,572.19000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 3,359.83000000 |
| #4 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 36,281.87000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 74,113.15000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 33,317,751.03000000 | |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 259,119,535.15000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 44,739,613.33000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 4,942.06000000 |
| #5 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 4,432.30000000 |
| #6 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 24,578,541.67000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 2,055,734,128.16000000 |
| #8 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 9,986,981.81000000 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 582.71000000 |
| #10 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 53,072,039.24000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,480,558,547.46000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 421,500,353.45000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 66 |
| a. Full Name of the Fund | ProShares UltraShort Consumer Staples |
| b. Series identication number, if any | S000014298 |
| c. LEI | RXMAZ23155OIUVZG6Z64 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Consumer Staples | C000038857 | SZK |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -20.06997099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -20.93000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 39.44816757 |
| 2. After Fund fees and expenses (i.e., net asset value): | 39.44748486 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 4,289,878.57000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 197,929.31000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,487,807.88000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 685,694.68000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 67 |
| a. Full Name of the Fund | ProShares UltraShort SmallCap600 |
| b. Series identication number, if any | S000014288 |
| c. LEI | 713DOEKWJEIFDGYIFD21 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort SmallCap600 | C000038847 | SDD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.05855700 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 72.57789384 |
| 2. After Fund fees and expenses (i.e., net asset value): | 72.57663666 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,386,663.60000000 |
| #2 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 497,579.69000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 19,482,819.82999999 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 495,873.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 21,862,936.25000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,018,154.07999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 68 |
| a. Full Name of the Fund | ProShares S&P 500 Ex-Technology ETF |
| b. Series identication number, if any | S000050780 |
| c. LEI | 5493001I18EDIH1SXT13 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 Ex-Technology ETF | C000160299 | SPXT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.02647600 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.13000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05726038 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05728442 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 10,930.83000000 |
| g. Provide the net income from securities lending activities | 33.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 141.03000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,918.51999999 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 57.85000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,117.39999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 168,850,224.59000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 11,850,941.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 13,316,666.14000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 745.55000000 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 6,340,227.04000000 |
| #6 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 9,375,246.20000000 |
| #7 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 5,615.17000000 |
| #8 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 804,876.66000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 210,544,542.35000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 133,893,905.79000001 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 69 |
| a. Full Name of the Fund | ProShares Short SmallCap600 |
| b. Series identication number, if any | S000014264 |
| c. LEI | 3JSQYJMW6PVD4VIYNG53 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short SmallCap600 | C000038823 | SBB |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 6.53185400 |
| 2. After Fund fees and expenses (i.e., net asset value): | 5.54000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 48.37868766 |
| 2. After Fund fees and expenses (i.e., net asset value): | 48.37805886 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,941,868.50000000 |
| #2 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 2,949,425.00000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 38,721,883.21000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 45,613,176.71000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,521,487.44000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 70 |
| a. Full Name of the Fund | ProShares UltraShort Ether ETF |
| b. Series identication number, if any | S000084463 |
| c. LEI | 529900UXRBTITWHZ2A11 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Ether ETF | C000248848 | ETHD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -17.39653500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -17.92000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 218.8049078 |
| 2. After Fund fees and expenses (i.e., net asset value): | 218.800922 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | ProShares Cayman UltraShort Ether Portfolio | LEI: 254900II3R6BLDS38L96 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 80,126.66000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 80,126.66000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 148,393,908.72000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 5,195,066.75000000 | |
| #3 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 2,423,269.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 156,012,245.07000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7,170,708.77923076 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 71 |
| a. Full Name of the Fund | ProShares Ultra Materials |
| b. Series identication number, if any | S000014313 |
| c. LEI | 57BSEOSJBOOM11VOKX24 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Materials | C000038872 | UYM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -29.21215200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -30.0000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 19.44679054 |
| 2. After Fund fees and expenses (i.e., net asset value): | 19.44577614 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 23,789.52000000 |
| g. Provide the net income from securities lending activities | 91.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 462.97000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,376.77000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,839.74000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 2,978,084.03000000 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 3,971,699.44000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 4,455,816.82000000 | |
| #4 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 9,691,182.68999999 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 399,905.46000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 55,368,214.25999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 76,864,902.70000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 39,800,410.19000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 72 |
| a. Full Name of the Fund | ProShares Short Russell2000 |
| b. Series identication number, if any | S000014263 |
| c. LEI | YGKIXS4FSM8OUIQK9X25 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Russell2000 | C000038822 | RWM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.99043699 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.01999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 49.09806772 |
| 2. After Fund fees and expenses (i.e., net asset value): | 49.09743115 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 3,770.12000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,770.12000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 162,800,900.00000000 |
| #2 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 74,798,706.25000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 99,245,802.09000000 |
| #4 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 44,706,687.50000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 99,343,944.43999999 |
| #6 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 100,215,827.88000000 | |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,950,162,901.66000010 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,531,274,769.82000020 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 163,943,070.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 73 |
| a. Full Name of the Fund | ProShares MSCI Emerging Markets Dividend Growers ETF |
| b. Series identication number, if any | S000046274 |
| c. LEI | 549300M7R19HIH2U6V88 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares MSCI Emerging Markets Dividend Growers ETF | C000144591 | EMDV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.42525399 |
| 2. After Fund fees and expenses (i.e., net asset value): | -1.05000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.88888232 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.88891269 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 35,065.31000000 |
| g. Provide the net income from securities lending activities | 326.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 549300O1LQYCQ7G1IM57 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300F99IL9YJDWH369 | QATAR | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | GREECE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 529900H31AYI6WA1J534 | MEXICO | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 213800HW5IDIRLWH1203 | INDONESIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | HUNGARY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: P3RPN9OJFCXUPJWB1Q09 | MALAYSIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: 549300QJEO1B92LSHZ06 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: E57ODZWZ7FF32TWEFA76 | EGYPT | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: CWZ8NZDH5SKY12Q4US31 | TURKEY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: 549300F99IL9YJDWH369 | UNITED ARAB EMIRATES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: 549300OL514RA0SXJJ44 | LUXEMBOURG | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #18 | JPMorgan Chase Bank, N.A. | LEI: 2CZOJRADNJXBLT55G526 | CHINA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | JPMorgan Chase Bank, N.A. | LEI: 95980020140005970915 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #21 | JPMorgan Chase Bank, N.A. | LEI: 3YJP8HORPAEXJ80D6368 | CHILE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | JPMorgan Chase Bank, N.A. | LEI: 549300F99IL9YJDWH369 | KUWAIT | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | JPMorgan Chase Bank, N.A. | LEI: 5493001LS7J56NZZ3G07 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #25 | JPMorgan Chase Bank, N.A. | LEI: 549300242J3IJCOSGI49 | COLOMBIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #26 | JPMorgan Chase Bank, N.A. | LEI: XLEZHWWOI4HFQDGL4793 | POLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #27 | JPMorgan Chase Bank, N.A. | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #28 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #29 | JPMorgan Chase Bank, N.A. | LEI: KR6LSKV3BTSJRD41IF75 | CZECHIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #30 | JPMorgan Chase Bank, N.A. | LEI: 549300B831LSRSI6RA15 | RUSSIAN FEDERATION | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #31 | JPMorgan Chase Bank, N.A. | LEI: MYTK5NHHP1G8TVFGT193 | PERU | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #32 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | PHILIPPINES | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #33 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #34 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #35 | JPMorgan Chase Bank, N.A. | LEI: 549300HST49806XTCK29 | SAUDI ARABIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #36 | JPMorgan Chase Bank, N.A. | LEI: ZAYQDKTCATIXF9OQY690 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #37 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #38 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #39 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 10,708.38000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 10,708.38000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 484,320.48000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 13,423,048.01000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 13,907,368.49000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8,709,197.74000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 74 |
| a. Full Name of the Fund | ProShares Ultra Bitcoin ETF |
| b. Series identication number, if any | S000084466 |
| c. LEI | 529900I1J407FO4X3C73 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Bitcoin ETF | C000248851 | BITU |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -2.21510300 |
| 2. After Fund fees and expenses (i.e., net asset value): | -3.73000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 54.87937123 |
| 2. After Fund fees and expenses (i.e., net asset value): | 54.87653690 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Proshares Cayman Ultra Bitcoin Portfolio | LEI: 2549008H7I25TG8MYG28 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | ADM Investor Services International Ltd. | N/A | N/A | LEI: 213800GNABQM2M887812 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | 182,539.84000000 | |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 5,485.00000000 |
| #3 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 298,234.82000000 |
| #4 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 413,351.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 899,611.46000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 369,612,644.63000000 | |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 149,820,100.00000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,015,258,937.64000030 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 5,534,691,682.27000050 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 726,736,442.23000002 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 75 |
| a. Full Name of the Fund | ProShares Ultra MSCI Japan |
| b. Series identication number, if any | S000022304 |
| c. LEI | X88CXJ6GMOK5KGHOH810 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra MSCI Japan | C000063942 | EZJ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -2.37825299 |
| 2. After Fund fees and expenses (i.e., net asset value): | -3.39000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 45.10204258 |
| 2. After Fund fees and expenses (i.e., net asset value): | 45.10116268 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 494,340.31000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 2,263,503.98000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 29,697,871.07000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 542,923.90000000 | |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,692,493.08000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 99,976.36000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 34,791,108.70000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7,300,103.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 76 |
| a. Full Name of the Fund | ProShares Ultra Ether ETF |
| b. Series identication number, if any | S000084465 |
| c. LEI | 529900BL75KI5DP4SC65 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Ether ETF | C000248850 | ETHT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -46.01791600 |
| 2. After Fund fees and expenses (i.e., net asset value): | -46.23000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 75.04389152 |
| 2. After Fund fees and expenses (i.e., net asset value): | 75.0401205 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | ProShares Cayman Ultra Ether Portfolio | LEI: 25490073HSEIDUVD4A41 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 360,876.06000000 |
| #2 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 256,102.75000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 616,978.81000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 901,689,504.51999998 |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 19,729,595.87000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 44,458,862.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 965,877,962.51999998 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 86,208,969.74307693 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 77 |
| a. Full Name of the Fund | ProShares Pet Care ETF |
| b. Series identication number, if any | S000062559 |
| c. LEI | 549300SJHELHWEOX6S65 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Pet Care ETF | C000202974 | PAWZ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.19000599 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.73999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.26264011 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.26266189 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,583,357.43000000 |
| g. Provide the net income from securities lending activities | 17,054.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 5493001LS7J56NZZ3G07 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 549300O1LQYCQ7G1IM57 | THAILAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 16,486.09000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 16,486.09000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 3,767,567.26000000 |
| #2 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 319,054.43000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 1,690,876.79000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 26,024,257.34000000 |
| #5 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 886,555.18000000 |
| #6 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 7,492,145.83999999 |
| #7 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 3,191,207.93000000 | |
| #8 | Mizuho Securities USA LLC | 8-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 1,141,884.44000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 44,513,549.21000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 64,205,080.14999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 78 |
| a. Full Name of the Fund | ProShares Short Ether ETF |
| b. Series identication number, if any | S000082336 |
| c. LEI | 5299008DZZXCBON0MU08 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Ether Strategy ETF | C000245638 | SETH |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 28.54338000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 27.62000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 145.97370501 |
| 2. After Fund fees and expenses (i.e., net asset value): | 145.97178945 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Proshares Cayman Short Ether Strategy Portfolio | LEI: 254900CG25UKQVYE3O46 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 22,108.63999999 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 22,108.63999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 6,609,684.34999999 | |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 48,586,903.70000000 |
| #3 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 2,567,201.87000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,895,459.89000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 59,659,249.81000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,524,163.43000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 79 |
| a. Full Name of the Fund | ProShares Ultra SmallCap600 |
| b. Series identication number, if any | S000014259 |
| c. LEI | QOEPI3XUDE1M6I02XL90 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra SmallCap600 | C000038818 | SAA |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -12.32636499 |
| 2. After Fund fees and expenses (i.e., net asset value): | -13.12999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 24.18467654 |
| 2. After Fund fees and expenses (i.e., net asset value): | 24.18341999 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 213,098.07000000 |
| g. Provide the net income from securities lending activities | 3,190.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,229.72000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,186.66999999 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,416.38999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 890,681.88000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 43,033,366.46999999 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,490,130.00000000 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 735,471.79000000 |
| #5 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 994,123.61000000 |
| #6 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 6,889.94000000 |
| #7 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 2,577,440.29999999 | |
| #8 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 5,863,307.45000001 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 2,971,852.76000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 58,563,264.20000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 34,567,318.82000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 80 |
| a. Full Name of the Fund | ProShares Short Dow30 |
| b. Series identication number, if any | S000006830 |
| c. LEI | 2M4TNNGAB88L4FX7KA15 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short Dow30 | C000018468 | DOG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -14.90091700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -15.82000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 34.35359401 |
| 2. After Fund fees and expenses (i.e., net asset value): | 34.35314732 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,492.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,492.80000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,302,082,835.83000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 24,670,914.93000000 | |
| #3 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 98,437,091.67000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 49,493,104.17000000 |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 149,208,895.83000000 |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 99,123,861.11000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,723,016,703.54000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 146,505,787.00000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 81 |
| a. Full Name of the Fund | ProShares UltraShort Energy |
| b. Series identication number, if any | S000014304 |
| c. LEI | FQG71REHBHQSGRANGU57 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Energy | C000038863 | DUG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 26.58242000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 25.47000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 74.16369860 |
| 2. After Fund fees and expenses (i.e., net asset value): | 74.16241653 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 6,988,253.28000000 | |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 14,883,510.42000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 170,985,701.27000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 8,367,152.79000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 201,224,617.76000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15,951,290.68000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 82 |
| a. Full Name of the Fund | ProShares Ultra Real Estate |
| b. Series identication number, if any | S000014257 |
| c. LEI | YRKWC4M5QHXPXFYQ4650 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | Proshares Ultra Real Estate | C000038816 | URE |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 4.50796499 |
| 2. After Fund fees and expenses (i.e., net asset value): | 3.41000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 17.97523822 |
| 2. After Fund fees and expenses (i.e., net asset value): | 17.97430362 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,657.35000000 |
| g. Provide the net income from securities lending activities | 2.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,087.65000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 725.04000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,812.69000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 128,683,349.47000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 23,139,766.46999999 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,966,041.83000000 |
| #4 | TD SECURITIES (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 2,483,546.11000000 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 9,323,283.60999999 | |
| #6 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 26,024,741.07999999 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 3,475,237.01000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 196,095,965.58000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 68,453,809.46999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 83 |
| a. Full Name of the Fund | ProShares Short MidCap400 |
| b. Series identication number, if any | S000006829 |
| c. LEI | 7J4H8PLHWHA7W5UBMW09 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short MidCap400 | C000018467 | MYY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.20763399 |
| 2. After Fund fees and expenses (i.e., net asset value): | -1.18000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 43.74051598 |
| 2. After Fund fees and expenses (i.e., net asset value): | 43.73994840 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 30.72000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 30.72000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 494,823.26000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 99,495.07000000 | |
| #3 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 2,949,425.00000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,463,667.81000000 |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 995,063.25000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 60,603,380.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 67,605,854.99000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,001,991.25000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 84 |
| a. Full Name of the Fund | ProShares Ultra FTSE China 50 |
| b. Series identication number, if any | S000022299 |
| c. LEI | K6HKT6UET9OI1CJXNG49 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra FTSE China 50 | C000063937 | XPP |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 11.48244900 |
| 2. After Fund fees and expenses (i.e., net asset value): | 10.08000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 51.13120857 |
| 2. After Fund fees and expenses (i.e., net asset value): | 51.12957511 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 123,276,633.31999999 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 22,286,865.57000000 |
| #3 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 1,492,739.07000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 11,920,191.85999999 |
| #5 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 8,704,561.60999999 | |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 4,977,780.55999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 172,658,771.99000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15,696,138.08000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 85 |
| a. Full Name of the Fund | ProShares Ultra Nasdaq Cybersecurity |
| b. Series identication number, if any | S000070718 |
| c. LEI | 549300W3DOIV3TG4MW19 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Nasdaq Cybersecurity | C000224813 | UCYB |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 25.00029200 |
| 2. After Fund fees and expenses (i.e., net asset value): | 23.50000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 25.08456865 |
| 2. After Fund fees and expenses (i.e., net asset value): | 25.08330617 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 16,614,772.27999999 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,967,435.00000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 18,582,207.28000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4,066,931.06000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 86 |
| a. Full Name of the Fund | ProShares Bitcoin & Ether Market Cap Weight ETF |
| b. Series identication number, if any | S000082352 |
| c. LEI | 5299001LY7GNOC302Z21 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Bitcoin & Ether Market Cap Weight Strategy ETF | C000245659 | BETH |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Proshares Cayman Bitcoin & Either Market Cap Weight Strategy Portfolio | LEI: N/A |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 13,944.13000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 13,944.13000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 2,497,217.50000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 7,981,261.66999999 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 26,164,484.10000000 | |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 104,620,728.20000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 141,263,691.47000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10,928,706.22000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 87 |
| a. Full Name of the Fund | ProShares Investment Grade-Interest Rate Hedged |
| b. Series identication number, if any | S000042798 |
| c. LEI | 549300QI16S9YVH36114 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Investment Grade-Interest Rate Hedged | C000132381 | IGHG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.60760499 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.28999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.21353908 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.21353483 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 887,078.91000000 |
| g. Provide the net income from securities lending activities | 5,711.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 4,471.18999999 | |
| #2 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 34,287.76000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 38,758.94999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 12,432,165.32000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 372,770,997.06999999 |
| #3 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 12,583,677.97000000 |
| #4 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 94,220,932.76000000 |
| #5 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 6,062,429.11000000 |
| #6 | MarketAxess Corporation | 8-50727 | 000044542 | LEI: GPSMMRI21JE7ZCVYF972 | NEW YORK | UNITED STATES OF AMERICA | 14,660,506.47000000 |
| #7 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 19,621,832.30000000 |
| #8 | Jane Street Execution Services, LLC | 8-69254 | 000167280 | LEI: 549300HXJLXCPDWAH070 | NEW YORK | UNITED STATES OF AMERICA | 78,207,980.07999999 |
| #9 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 94,667,606.98000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 737,862,344.99000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 259,685,317.49000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 88 |
| a. Full Name of the Fund | ProShares S&P 500 Ex-Financials ETF |
| b. Series identication number, if any | S000050776 |
| c. LEI | 549300U5AKS5ZG8E7M64 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 Ex-Financials ETF | C000160295 | SPXN |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.09905999 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.19999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.07997055 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07999240 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,040.75000000 |
| g. Provide the net income from securities lending activities | 36.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 782.08999999 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 196.60000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 248.02000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,226.71000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,363,030.37000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 2,890.70000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,450.34000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 62.51000000 |
| #5 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 8,443,611.74000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 2,335,206.42000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 14,146,252.08000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 59,830,555.35999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 89 |
| a. Full Name of the Fund | ProShares Long Online/Short Stores ETF |
| b. Series identication number, if any | S000059656 |
| c. LEI | 549300QP6J13R5VAMZ44 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Long Online/Short Stores ETF | C000195298 | CLIX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 1.46995900 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.68999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06994858 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07000385 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 361,569.43000000 |
| g. Provide the net income from securities lending activities | 4,999.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,096.27000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,096.27000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 3,215,593.82000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,731,667.00999999 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 818,141.66000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 1,347,532.61000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 11,112,935.10000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 9,099,262.14000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 90 |
| a. Full Name of the Fund | ProShares UltraPro S&P500 |
| b. Series identication number, if any | S000024919 |
| c. LEI | GFX121535M001RJL0037 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro S&P500 | C000074109 | UPRO |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.00456000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.99000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 39.31374672 |
| 2. After Fund fees and expenses (i.e., net asset value): | 39.31231116 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 415,461.40000000 |
| g. Provide the net income from securities lending activities | 5,420.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 83,960.41000000 |
| #2 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 64,485.96000000 | |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 137,168.40000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 44,668.07000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 330,282.84000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 123,248,283.98999999 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 6,474,016,798.47999000 |
| #3 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 889,541,414.54999101 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 521,027,899.71000201 |
| #5 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 433,501,820.92000002 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 9,261,863,659.17000010 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 2,450,934,027.27000000 |
| #8 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 947,092,807.34000003 | |
| #9 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,069,651,659.21000000 |
| #10 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 298,243,395.81999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 22,722,536,255.07000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,845,444,350.06000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 91 |
| a. Full Name of the Fund | ProShares UltraPro Short S&P500 |
| b. Series identication number, if any | S000024911 |
| c. LEI | GZYUYYBVN9JCLNYWZ615 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short S&P500 | C000074101 | SPXU |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -48.03609299 |
| 2. After Fund fees and expenses (i.e., net asset value): | -48.64000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 78.65143634 |
| 2. After Fund fees and expenses (i.e., net asset value): | 78.64998167 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 7,650.43000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 7,650.43000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | TD SECURITIES (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 49,670,922.22000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 712,566,826.94000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 228,920,922.22000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 7,005,822,586.68000000 |
| #5 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 98,237,777.78000000 |
| #6 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 233,556,571.54000000 |
| #7 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 516,531,464.93000000 | |
| #8 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 873,561,054.87000000 |
| #9 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 243,802,932.29000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 49,282,894.45000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 10,011,953,953.92000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 517,019,767.45999998 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 92 |
| a. Full Name of the Fund | ProShares Metaverse ETF |
| b. Series identication number, if any | S000075552 |
| c. LEI | 549300HFME2BUWIPD388 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Metaverse ETF | C000234747 | VERS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.90017800 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.22000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.10750780 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10787682 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 454,199.10000000 |
| g. Provide the net income from securities lending activities | 33,794.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 124.32000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 10.78000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 537.45000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 672.55000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 1,345,530.45000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 70.62000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 61.77000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,345,662.84000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,522,218.50000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 93 |
| a. Full Name of the Fund | ProShares On Demand ETF |
| b. Series identication number, if any | S000073420 |
| c. LEI | 549300Q204YT8L82XZ48 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares On Demand ETF | C000230307 | OND |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -2.09557700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -2.87999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.39997097 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.39996513 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 26,722.52000000 |
| g. Provide the net income from securities lending activities | 86.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: XLEZHWWOI4HFQDGL4793 | POLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300QJEO1B92LSHZ06 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | INDIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 397.31000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 397.31000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 124,799.55000000 |
| #2 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 478,800.31000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 603,599.86000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,212,683.53000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 94 |
| a. Full Name of the Fund | ProShares UltraShort Industrials |
| b. Series identication number, if any | S000014302 |
| c. LEI | KHY6XVBG40JBWKJIVZ83 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Industrials | C000038861 | SIJ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -43.68696100 |
| 2. After Fund fees and expenses (i.e., net asset value): | -44.40000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 59.85669784 |
| 2. After Fund fees and expenses (i.e., net asset value): | 59.85566381 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,244,145.52000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 494,404.45000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 10,557,383.65000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 495,873.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12,791,806.75000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,266,313.79000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 95 |
| a. Full Name of the Fund | ProShares UltraShort Materials |
| b. Series identication number, if any | S000014296 |
| c. LEI | R66OW8FNZ14X9NKKN662 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Materials | C000038855 | SMN |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 13.69546300 |
| 2. After Fund fees and expenses (i.e., net asset value): | 12.64000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 58.39927525 |
| 2. After Fund fees and expenses (i.e., net asset value): | 58.39826619 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 12,044,746.44999999 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,336,974.63999999 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 347,322.25000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 13,729,043.34000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,030,611.83000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 96 |
| a. Full Name of the Fund | ProShares Short S&P500 |
| b. Series identication number, if any | S000006828 |
| c. LEI | XSY494HNCRZV64FNKS70 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short S&P500 | C000018466 | SH |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -20.16129099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -20.99000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 39.32597533 |
| 2. After Fund fees and expenses (i.e., net asset value): | 39.32549456 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 7,741.89000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 7,741.89000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 596,329,373.05999994 |
| #2 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 422,092,069.44999999 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,062,641,337.79000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 139,333,433.33000001 |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,445,364,185.44000010 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 98,437,091.67000000 |
| #7 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,023,156,447.24000000 | |
| #8 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 73,735,625.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 10,547,375,391.55999900 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 15,408,464,954.54000100 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,044,816,464.47000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 97 |
| a. Full Name of the Fund | ProShares Ultra Technology |
| b. Series identication number, if any | S000014260 |
| c. LEI | 92R00YYQVXPWTZPPGX58 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Technology | C000038819 | ROM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -4.59909099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -5.60999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 30.40342229 |
| 2. After Fund fees and expenses (i.e., net asset value): | 30.40184178 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 124,879.29000000 |
| g. Provide the net income from securities lending activities | 651.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☒ Yes ☐ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 53,136.90000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 35,590.50000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 88,727.40000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 24,835,986.10999999 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 108,683,660.86000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,000,797,213.47000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 5,656,672.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 20,239,731.14000000 |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 61,964,805.35000000 |
| #7 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 24,750,008.75000000 | |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 29,531,127.50000000 |
| #9 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 6,205,281.87000000 |
| #10 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 72,332,595.12999990 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,354,997,082.18000010 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 673,125,723.26999998 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 98 |
| a. Full Name of the Fund | ProShares Ultra Consumer Discretionary |
| b. Series identication number, if any | S000014251 |
| c. LEI | DOJG9Y6Y2TYRZTWXFM85 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Consumer Discretionary | C000038810 | UCC |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 10.19302100 |
| 2. After Fund fees and expenses (i.e., net asset value): | 8.95000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 25.64401159 |
| 2. After Fund fees and expenses (i.e., net asset value): | 25.64268085 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,224.61000000 |
| g. Provide the net income from securities lending activities | 5.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 100.70000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,412.83000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,513.53000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 1,986,305.14000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 3,503,719.96000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 377.14000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 2,482,812.37000000 | |
| #5 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 9,128,518.89000000 |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 98,964.65000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 35,382,396.46999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 52,583,094.61999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15,931,141.66000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 99 |
| a. Full Name of the Fund | ProShares Bitcoin & Ether Equal Weight ETF |
| b. Series identication number, if any | S000082365 |
| c. LEI | 529900D0W6RPWMPAZX58 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Bitcoin & Ether Equal Weight Strategy | C000245674 | BETE |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | Proshares Cayman Bitcoin & Ether Equal Weight Strategy Portfolio | LEI: 2549006C0K04H6TCV793 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 13,483.20000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 13,483.20000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 18,875,301.75000000 | |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 998,973.33000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 84,530,957.56999999 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,289,924.55999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 108,695,157.20999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7,513,446.05999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 100 |
| a. Full Name of the Fund | ProShares MSCI Europe Dividend Growers ETF |
| b. Series identication number, if any | S000046275 |
| c. LEI | 549300MSXI0BSCBYRP36 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares MSCI Europe Dividend Growers ETF | C000144592 | EUDV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.03143400 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.57999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.24399518 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.24417934 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 44,439.24000000 |
| g. Provide the net income from securities lending activities | 244.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 95980020140005970915 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | IRELAND | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 860.84000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 860.84000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 2,588,706.18000000 |
| #2 | Mizuho Securities USA LLC | 8-37710 | 000019647 | LEI: 7TK5RJIZDFROZCA6XF66 | NEW YORK | UNITED STATES OF AMERICA | 11,550.83000000 |
| #3 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 479,580.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,079,837.61000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,890,206.40000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 101 |
| a. Full Name of the Fund | ProShares UltraShort Bitcoin ETF |
| b. Series identication number, if any | S000084462 |
| c. LEI | 5299006MOOTBKNV8XL39 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Bitcoin ETF | C000248847 | SBIT |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -134.48279000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -134.69000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 156.87543959 |
| 2. After Fund fees and expenses (i.e., net asset value): | 156.87264334 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | ProShares Cayman UltraShort Bitcoin Portfolio | LEI: 2549003RBAEVHG617J76 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 48,438.48000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 435.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 48,874.28000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 10,990,143.89000000 | |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 999,707.78000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 795,108,756.97000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 807,098,608.64000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 43,293,744.04999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 102 |
| a. Full Name of the Fund | ProShares UltraShort Real Estate |
| b. Series identication number, if any | S000014306 |
| c. LEI | NT0VSQZIS8VW06MG4289 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Real Estate | C000038865 | SRS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -32.69795899 |
| 2. After Fund fees and expenses (i.e., net asset value): | -33.47999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 53.96460399 |
| 2. After Fund fees and expenses (i.e., net asset value): | 53.96366813 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.0 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 19,687,418.32999999 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 16,022,476.67000000 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 1,975,963.89000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 28,786,788.82999999 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 211,159,075.25999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 277,631,722.98000002 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 27,412,277.12000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 103 |
| a. Full Name of the Fund | ProShares Nanotechnology ETF |
| b. Series identication number, if any | S000073421 |
| c. LEI | 549300E9FILCX5MUXK26 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Nanotechnology ETF | C000230308 | TINY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.17399700 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.28999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 2.79995849 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.79970128 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 136,417.02000000 |
| g. Provide the net income from securities lending activities | 786.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300QJEO1B92LSHZ06 | TAIWAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #7 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: NUXTG47HHHM1K2L0SG39 | KOREA (THE REPUBLIC OF) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,236.01000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,236.01000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 709,557.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 202,016.72000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 911,573.72000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,595,119.48000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 104 |
| a. Full Name of the Fund | ProShares Global Listed Private Equity ETF |
| b. Series identication number, if any | S000037319 |
| c. LEI | 549300FJQ4NTFQMAUR97 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Global Listed Private Equity ETF | C000115056 | PEX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.56796200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.05999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.83172578 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.83172540 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,208,945.50000000 |
| g. Provide the net income from securities lending activities | 21,586.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☒ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | GREECE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 5493001LS7J56NZZ3G07 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: ZAYQDKTCATIXF9OQY690 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #18 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 847.12000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 847.12000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 7,345,992.80999999 |
| #2 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 765,169.46000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 73,644.87000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 198,130.12000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 8,382,937.25999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 12,220,062.58000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 105 |
| a. Full Name of the Fund | ProShares Ultra Energy |
| b. Series identication number, if any | S000014255 |
| c. LEI | TDJO5587152SHBGDDZ44 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Energy | C000038814 | DIG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -17.833738 |
| 2. After Fund fees and expenses (i.e., net asset value): | -18.52000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 24.71625750 |
| 2. After Fund fees and expenses (i.e., net asset value): | 24.71497042 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,598.66000000 |
| g. Provide the net income from securities lending activities | 137.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 2,330.73000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,548.25000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,878.98000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 36,965,624.32999999 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 224,351,172.00999999 |
| #3 | TD SECURITIES (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 7,450,638.33000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,953,920.55999999 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 7,386,942.84999999 |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 26,865,700.98000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 3,129,140.82000000 |
| #8 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 2,124,751.98000000 |
| #9 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 17,573,524.07999999 | |
| #10 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 4,969,079.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 335,770,495.80000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 92,526,679.64000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 106 |
| a. Full Name of the Fund | ProShares Nasdaq-100 High Income ETF |
| b. Series identication number, if any | S000083818 |
| c. LEI | 529900Q0U7PS9EGTU181 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Nasdaq-100 High Income ETF | C000247835 | IQQQ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.07453499 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.68000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.18690417 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.18690216 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 90,645.89000000 |
| g. Provide the net income from securities lending activities | 232.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 356.76000000 |
| #2 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 76.42000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 11,316.34000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 10,130.23000000 |
| #5 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,739.21000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 23,618.96000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 32.92000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 84.71000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 59,019,232.23000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 83,106,172.80000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 1,011,637.10000000 |
| #6 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 125.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 143,137,284.89000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 79,079,625.10999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 107 |
| a. Full Name of the Fund | ProShares Ultra Financials |
| b. Series identication number, if any | S000014252 |
| c. LEI | LYB0BLOHQZOQ1IGGW139 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Financials | C000038811 | UYG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 15.68434500 |
| 2. After Fund fees and expenses (i.e., net asset value): | 14.42000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 20.25152600 |
| 2. After Fund fees and expenses (i.e., net asset value): | 20.25048492 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 349,950.78000000 |
| g. Provide the net income from securities lending activities | 1,627.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☒ Yes ☐ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 12,791.32000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 24,106.48000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 36,897.80000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 4,964,624.30999999 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 18,421,188.76000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,710,350,414.93000010 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 76,120,418.21999999 | |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 29,809,132.50000000 |
| #6 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 198,644,194.44000000 |
| #7 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 29,423,732.43000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 24,652,698.32999999 |
| #9 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 57,497,418.82999990 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,149,883,822.75000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 808,207,738.60000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 108 |
| a. Full Name of the Fund | ProShares Ultra Semiconductors |
| b. Series identication number, if any | S000014258 |
| c. LEI | 351GX2I741JNUHKXBZ58 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Semiconductors | C000038817 | USD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -18.79739300 |
| 2. After Fund fees and expenses (i.e., net asset value): | -19.73000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 50.00987800 |
| 2. After Fund fees and expenses (i.e., net asset value): | 50.00727821 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 186,653.49000000 |
| g. Provide the net income from securities lending activities | 1,098.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☒ Yes ☐ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 85,136.36000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 2,409.44999999 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 215,806.88000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 303,352.69000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 223,536,395.83000001 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,365,001,990.60000040 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 198,966,770.84000000 | |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 196,826,433.34000000 |
| #5 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | NEW YORK | UNITED STATES OF AMERICA | 289,939,427.27999997 |
| #6 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 123,879,361.11000000 |
| #7 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 308,641,188.66000003 |
| #8 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 330,809,064.36000001 |
| #9 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 203,401,645.36000001 |
| #10 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 99,343,944.43999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 7,373,829,165.35000040 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,051,912,944.76000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 109 |
| a. Full Name of the Fund | ProShares UltraShort MSCI Brazil Capped |
| b. Series identication number, if any | S000022290 |
| c. LEI | VEXG89UKZ1ENVYT89S19 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort MSCI Brazil Capped | C000063928 | BZQ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -4.91251799 |
| 2. After Fund fees and expenses (i.e., net asset value): | -5.81000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 70.94446363 |
| 2. After Fund fees and expenses (i.e., net asset value): | 70.94318819 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 11,327,564.38000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 54,678,118.99000000 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 3,511,456.34000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 4,472,033.48000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 73,989,173.19000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 9,244,867.69999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 110 |
| a. Full Name of the Fund | ProShares Ultra Health Care |
| b. Series identication number, if any | S000014253 |
| c. LEI | XMUK3X5V9HUTXR1NFE09 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Health Care | C000038812 | RXL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -12.35649100 |
| 2. After Fund fees and expenses (i.e., net asset value): | -13.12000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 15.73615217 |
| 2. After Fund fees and expenses (i.e., net asset value): | 15.73533276 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,589.35000000 |
| g. Provide the net income from securities lending activities | 19.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 624.17999999 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 194.54000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 818.72000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 21,422,360.82000000 | |
| #2 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 1,490,133.50000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 10,904,706.67000000 |
| #4 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 3,980,637.52000000 |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 6,848,032.36000000 |
| #6 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,002,905.36000000 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 9,878,544.39999998 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 96,070,184.78000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 151,597,505.41000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 84,272,050.60000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 111 |
| a. Full Name of the Fund | ProShares S&P 500 Dividend Aristocrats ETF |
| b. Series identication number, if any | S000042349 |
| c. LEI | 549300VFVCIPWC83R162 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 Dividend Aristocrats ETF | C000131287 | NOBL |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.00151200 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.35999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05818966 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05826322 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 8,458,443.09000000 |
| g. Provide the net income from securities lending activities | 19,698.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 168,752.16000000 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 193,172.55000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 4,323.87000000 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 205,717.36000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 571,965.94000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 90,196,241.43000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 99,421,318.60000000 |
| #3 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 9,280,041.18000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 72,516,379.44000000 |
| #5 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 230,427,763.18000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 1,400,527,846.72000000 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 973,388,638.90000000 |
| #8 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 10,103,477.13000000 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 160,513,469.03000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,046,375,175.61000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11,980,281,137.51000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 112 |
| a. Full Name of the Fund | ProShares S&P 500 High Income ETF |
| b. Series identication number, if any | S000081387 |
| c. LEI | 5493000LGPMQFP3Z4P05 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P 500 High Income ETF | C000244194 | ISPY |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.06846800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.68000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.11824870 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.11823926 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 83,856.87999999 |
| g. Provide the net income from securities lending activities | 197.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 44,646.60000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 6,798.63000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 9,997.99000000 |
| #4 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 1,253.45000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 62,696.67000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 4,867,221.05000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 324,485,743.31000000 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 288,419,342.01999903 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 1,645,460.15000000 |
| #5 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,601.61000000 |
| #6 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 2,973.39000000 |
| #7 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 182,036,475.21000001 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 801,458,816.74000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 459,413,239.30000001 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 113 |
| a. Full Name of the Fund | ProShares S&P Kensho Cleantech ETF |
| b. Series identication number, if any | S000073419 |
| c. LEI | 549300THZNWKGH2QM472 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P Kensho Cleantech ETF | C000230306 | CTEX |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.56128000 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.16920729 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.16974697 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 471,586.75000000 |
| g. Provide the net income from securities lending activities | 12,831.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #5 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 356.17000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 356.17000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 1,040,185.10000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 1,623,956.61000000 |
| #3 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 994,976.59000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3,659,118.30000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,931,083.78000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 114 |
| a. Full Name of the Fund | ProShares Ultra Utilities |
| b. Series identication number, if any | S000014262 |
| c. LEI | OF4ZDXRHKSS79JZHX634 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra Utilities | C000038821 | UPW |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 7.33206600 |
| 2. After Fund fees and expenses (i.e., net asset value): | 6.19000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 17.22788389 |
| 2. After Fund fees and expenses (i.e., net asset value): | 17.22698742 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,219.85000000 |
| g. Provide the net income from securities lending activities | 2.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 401.24000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 449.87000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 851.11000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 496,710.00000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 6,583,262.16999999 | |
| #3 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 496,884.78000000 |
| #4 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 9,596,885.31000000 |
| #5 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 593,787.92000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 34,353,295.43999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 52,120,825.61999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 16,976,353.12999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 115 |
| a. Full Name of the Fund | ProShares Ultra MidCap400 |
| b. Series identication number, if any | S000006825 |
| c. LEI | 549300G4JPUZKCEQBU98 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra MidCap400 | C000018463 | MVV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -8.68125699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -9.55999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 21.91631963 |
| 2. After Fund fees and expenses (i.e., net asset value): | 21.91518248 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 201,026.89238356 |
| g. Provide the net income from securities lending activities | 2,220.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 1,091.85999999 | |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 4,468.51999999 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 2,384.07000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 69.11000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8,013.55999999 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 130.95000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 161,051,709.74000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 9,863,669.17000000 |
| #4 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 52,240,800.62000000 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,796,080.75000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 2,722,619.32000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 227,675,010.55000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 141,432,140.15000001 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 116 |
| a. Full Name of the Fund | ProShares Ultra FTSE Europe |
| b. Series identication number, if any | S000028921 |
| c. LEI | SFWTKM6PLSKL9V982C20 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Ultra FTSE Europe | C000088640 | UPV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 3.96092100 |
| 2. After Fund fees and expenses (i.e., net asset value): | 2.86000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 28.20257631 |
| 2. After Fund fees and expenses (i.e., net asset value): | 28.20176722 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 8,431,223.33999999 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 1,291,960.76000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,492,278.56000000 | |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 30,150,811.52000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 41,366,274.18000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5,532,412.61000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 117 |
| a. Full Name of the Fund | ProShares Short MSCI Emerging Markets |
| b. Series identication number, if any | S000018740 |
| c. LEI | QPCMN346AQ3IJAVS2Y39 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short MSCI Emerging Markets | C000051870 | EUM |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -19.20649699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -20.08999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 31.41826641 |
| 2. After Fund fees and expenses (i.e., net asset value): | 31.41782048 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 86,839,296.98000000 |
| #2 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 987,981.94000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 17,367,878.48000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 9,877,143.67999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 115,072,301.08000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 13,033,799.77000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 118 |
| a. Full Name of the Fund | ProShares Online Retail ETF |
| b. Series identication number, if any | S000063144 |
| c. LEI | 549300FCJGHEIQKD4M60 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Online Retail ETF | C000204726 | ONLN |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.01845900 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.67000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.05043421 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.05053999 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,627,287.42999999 |
| g. Provide the net income from securities lending activities | 55,079.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 11,703.11000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 37.28000000 |
| #3 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 149.56000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 11,889.95000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 911,912.08000000 |
| #2 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 977,430.80000000 |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 6,511,600.53000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 12,829,624.90000000 |
| #5 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 22,811,414.12000000 |
| #6 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,058,428.71000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 5,867,966.12000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 51,968,377.25999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 83,314,426.71999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 119 |
| a. Full Name of the Fund | ProShares Bitcoin ETF |
| b. Series identication number, if any | S000073908 |
| c. LEI | 5493004OXDRSMIZWPA26 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Bitcoin Strategy ETF | C000231184 | BITO |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☐ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☒ Yes ☐ No |
| i. If yes, provide the following information: |
| Foreign Investments Record | Full name of subsidiary | Identifying number(s) |
|---|---|---|
| #1 | ProShares Cayman Bitcoin Strategy Portfolio | LEI: 549300H7M4TF4J1VRI66 |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☒ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Deutsche Bank Securities Inc. | 8-17822 | 000002525 | LEI: 9J6MBOOO7BECTDTUZW19 | NEW YORK | UNITED STATES OF AMERICA | 203,329.50000000 |
| #2 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 102,711.10000000 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 176,085.84000000 |
| #4 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 1,089,570.40000000 |
| #5 | MAREX NORTH AMERICA SECURITIES LLC | 8-70580 | 000307508 | LEI: 5493008RKGQ4XITI3W85 | NEW YORK | UNITED STATES OF AMERICA | 200,879.30000000 |
| #6 | ADM Investor Services International Ltd. | N/A | N/A | LEI: 213800GNABQM2M887812 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | 411,112.76000000 | |
| #7 | PHILLIP CAPITAL INC. | 8-69558 | 000173869 | LEI: 549300AZCWF9DX4IYK18 | ILLINOIS | UNITED STATES OF AMERICA | 208,382.82000000 |
| #8 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 137,808.60000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,529,880.32000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 349,175,333.32999998 |
| #2 | UMB Financial Services, Inc. | 8-34999 | 000017073 | LEI: 254900GFVO9NGQ21JC37 | MISSOURI | UNITED STATES OF AMERICA | 198,865,333.34000000 |
| #3 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | NEW YORK | UNITED STATES OF AMERICA | 2,973,006,603.05999990 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 1,688,257,524.80000000 | |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 26,169,734,817.50000000 |
| #6 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 49,753,162.50000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 31,428,792,774.53000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,174,672,855.15999980 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 120 |
| a. Full Name of the Fund | ProShares Short 20+ Year Treasury |
| b. Series identication number, if any | S000018721 |
| c. LEI | MNF315G62CW700KJGX62 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Short 20+ Year Treasury | C000051851 | TBF |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 8.25185899 |
| 2. After Fund fees and expenses (i.e., net asset value): | 7.23999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 28.45173940 |
| 2. After Fund fees and expenses (i.e., net asset value): | 28.45137875 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 391.23000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 391.23000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 9,936,377.50000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 28,857,477.07999999 | |
| #3 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 113,044,740.28000000 |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 49,713,315.97999999 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 479,528,297.99000001 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 681,080,208.83000004 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 79,732,511.23000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 121 |
| a. Full Name of the Fund | ProShares UltraShort Dow30 |
| b. Series identication number, if any | S000006823 |
| c. LEI | HLX2KBHZ8O71NCJDVN35 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Dow30 | C000018461 | DXD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -25.45117399 |
| 2. After Fund fees and expenses (i.e., net asset value): | -26.27000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 51.53325181 |
| 2. After Fund fees and expenses (i.e., net asset value): | 51.53235852 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 1,032.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,032.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 543,737,519.21000004 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 36,671,066.03999999 | |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 89,318,625.70000000 |
| #4 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 49,280,173.75000000 |
| #5 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 14,885,979.17000000 |
| #6 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 24,932,902.07999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 758,826,265.95000005 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 64,235,770.53999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 122 |
| a. Full Name of the Fund | ProShares DJ Brookfield Global Infrastructure ETF |
| b. Series identication number, if any | S000040181 |
| c. LEI | 549300ZCDYEDZ1ZM1P70 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProSharesDJ Brookfield Global Infrastructure ETF | C000124906 | TOLZ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.85111700 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.31000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.63893949 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.63893247 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,864,942.88000000 |
| g. Provide the net income from securities lending activities | 45,187.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 95980020140005970915 | SPAIN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #2 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | AUSTRALIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #3 | JPMorgan Chase Bank, N.A. | LEI: ZAYQDKTCATIXF9OQY690 | SOUTH AFRICA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #4 | JPMorgan Chase Bank, N.A. | LEI: ES7IP3U3RHIGC71XBU11 | CANADA (FEDERAL LEVEL) | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #5 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | PORTUGAL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #6 | JPMorgan Chase Bank, N.A. | LEI: RB0PEZSDGCO3JS6CEU02 | JAPAN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #7 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #8 | JPMorgan Chase Bank, N.A. | LEI: 5493001LS7J56NZZ3G07 | BRAZIL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #9 | JPMorgan Chase Bank, N.A. | LEI: 549300OZ46BRLZ8Y6F65 | BELGIUM | No | Yes | Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) | |
| #10 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW ZEALAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #11 | JPMorgan Chase Bank, N.A. | LEI: D1HEB8VEU6D9M8ZUXG17 | AUSTRIA | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #12 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | NETHERLANDS | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #13 | JPMorgan Chase Bank, N.A. | LEI: 2HI3YI5320L3RW6NJ957 | HONG KONG | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #14 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | SWITZERLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #15 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | NORWAY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #16 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | GREECE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #17 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | SWEDEN | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #18 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | BELGIUM | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #19 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | DENMARK | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #20 | JPMorgan Chase Bank, N.A. | LEI: 549300ZK53CNGEEI6A29 | FRANCE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #21 | JPMorgan Chase Bank, N.A. | LEI: 7LTWFZYICNSX8D621K86 | GERMANY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #22 | JPMorgan Chase Bank, N.A. | LEI: 7JDSZWRGUQY2DSTWCR57 | ISRAEL | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #23 | JPMorgan Chase Bank, N.A. | LEI: F3JS33DEI6XQ4ZBPTN86 | FINLAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #24 | JPMorgan Chase Bank, N.A. | LEI: ATUEL7OJR5057F2PV266 | SINGAPORE | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #25 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| #26 | JPMorgan Chase Bank, N.A. | LEI: R0MUWSFPU8MPRO8K5P83 | ITALY | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) | |
| #27 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND | No | Yes | Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,989.82000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3,989.82000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 2,812,844.49000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 5,125,751.13999999 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | NEW YORK | UNITED STATES OF AMERICA | 19,428,065.03000000 |
| #4 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 4,674,643.51999999 | |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 6,300,806.21999999 |
| #6 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 11,106,965.13000000 |
| #7 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 22,810,788.78999999 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 663,312.18000000 |
| #9 | SG Americas Securities, LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | NEW YORK | UNITED STATES OF AMERICA | 4,789,703.05999999 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 146,405,890.03000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 224,768,115.55000001 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 135,184,204.53000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 123 |
| a. Full Name of the Fund | ProShares High Yield-Interest Rate Hedged |
| b. Series identication number, if any | S000039732 |
| c. LEI | 549300FV6XUZGOJNSR91 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares High Yield-Interest Rate Hedged | C000123089 | HYHG |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.09891699 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.63000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 1.24004559 |
| 2. After Fund fees and expenses (i.e., net asset value): | 1.24003159 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,926,005.02000000 |
| g. Provide the net income from securities lending activities | 34,680.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| #2 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 16,535.84999999 |
| #2 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 1,617.52000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 18,153.37000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Millennium Advisors, LLC | 8-68349 | 000151236 | LEI: 254900E1P6Z2XZYSA163 | NORTH CAROLINA | UNITED STATES OF AMERICA | 1,969,758.55000000 |
| #2 | Jane Street Capital, LLC | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | NEW YORK | UNITED STATES OF AMERICA | 32,201,243.34000000 |
| #3 | Jane Street Execution Services, LLC | 8-69254 | 000167280 | LEI: 549300HXJLXCPDWAH070 | NEW YORK | UNITED STATES OF AMERICA | 54,293,426.36999999 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 114,913,044.92000000 |
| #5 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 730,780.40000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 101,848,485.81000000 |
| #7 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 8,602,875.25999999 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 36,505,504.28999999 |
| #9 | MarketAxess Corporation | 8-50727 | 000044542 | LEI: GPSMMRI21JE7ZCVYF972 | NEW YORK | UNITED STATES OF AMERICA | 498,257.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 352,192,931.38999999 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 155,190,924.73000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 124 |
| a. Full Name of the Fund | ProShares UltraShort QQQ |
| b. Series identication number, if any | S000006824 |
| c. LEI | I6KMEB46QTEY9DWWIG58 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort QQQ | C000018462 | QID |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -45.62254800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -46.29000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 76.66477743 |
| 2. After Fund fees and expenses (i.e., net asset value): | 76.66344696 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 2,236.32000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2,236.32000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 268,263,327.78000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 420,755,583.89999998 |
| #3 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 74,598,590.28000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 3,427,773,875.68000000 |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 169,343,270.83000001 |
| #6 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 323,363,127.63999999 | |
| #7 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 19,906,209.78000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 24,835,986.10999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,728,839,972.00000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 252,409,759.36000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 125 |
| a. Full Name of the Fund | ProShares Russell 2000 High Income ETF |
| b. Series identication number, if any | S000087688 |
| c. LEI | 5299006BOSGMFR7LI764 |
| d. Is this the first filing on this form by the Fund? | ☒ Yes ☐ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Russell 2000 High Income ETF | C000253563 | ITWO |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.11920000 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.52000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.10250011 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.10252218 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 289,914.75000000 |
| g. Provide the net income from securities lending activities | 7,920.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 926.58999999 |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 6,246.67000000 |
| #3 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 443.20000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 317.98000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 7,934.44000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 5,753,990.31999998 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 78,450.19999999 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 3,826,811.50000000 |
| #4 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,196,081.64999998 |
| #5 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 672,055.29000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 34,117,320.89000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 45,644,709.85000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 37,585,258.89599999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 126 |
| a. Full Name of the Fund | ProShares UltraPro MidCap400 |
| b. Series identication number, if any | S000024920 |
| c. LEI | YELLSFUO2ZS3VU6OFQ93 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro MidCap400 | C000074110 | UMDD |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -20.10080800 |
| 2. After Fund fees and expenses (i.e., net asset value): | -20.87000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 43.76483271 |
| 2. After Fund fees and expenses (i.e., net asset value): | 43.76312672 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 48,191.59000000 |
| g. Provide the net income from securities lending activities | 447.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #2 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Societe Generale | N/A | N/A | LEI: O2RNE8IBXP4R0TD8PU41 | FRANCE | 383.20000000 | |
| #2 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,890.66000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 1,396.44000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 816.13000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,486.43000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 4,730,192.22000000 |
| #2 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 4,951,039.94000000 | |
| #3 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 205,945.90000000 |
| #4 | BofA Securities, Inc. | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | NEW YORK | UNITED STATES OF AMERICA | 252,278.26000000 |
| #5 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 1,727.14000000 |
| #6 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 8,503,306.93999999 |
| #7 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 13,139,966.48000000 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 131,836,142.78000000 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 1,034.56000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 163,621,634.22000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 33,668,831.44000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 127 |
| a. Full Name of the Fund | ProShares UltraShort Nasdaq Biotechnology |
| b. Series identication number, if any | S000018724 |
| c. LEI | PTULAHCC8IQGXP6RZP70 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort Nasdaq Biotechnology | C000051854 | BIS |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 18.62480300 |
| 2. After Fund fees and expenses (i.e., net asset value): | 17.55999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 67.55583964 |
| 2. After Fund fees and expenses (i.e., net asset value): | 67.55467170 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 17,327,787.43000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,478,200.69000000 |
| #3 | StoneX Financial, Inc | 8-51269 | 000045993 | LEI: 549300LNKU6K5TJCRG93 | FLORIDA | UNITED STATES OF AMERICA | 1,474,712.50000000 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 99,495.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 20,380,195.69000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3,338,285.53000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 128 |
| a. Full Name of the Fund | ProShares UltraShort MSCI EAFE |
| b. Series identication number, if any | S000018730 |
| c. LEI | 3FYE43KLL6WRPIO6NV87 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraShort MSCI EAFE | C000051860 | EFU |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -32.18529500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -32.97000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 45.91718045 |
| 2. After Fund fees and expenses (i.e., net asset value): | 45.91632797 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period | — | — | — | — | — | — | — | — |
|---|
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 1,412,192.36000000 |
| #2 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 497,579.69000000 |
| #3 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 495,873.13000000 | |
| #4 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 248,235.83000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 10,268,548.55000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12,922,429.56000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,304,307.12999999 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 129 |
| a. Full Name of the Fund | ProShares UltraPro Short QQQ |
| b. Series identication number, if any | S000024909 |
| c. LEI | KC8ZSAS0N653Z8PPTO65 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares UltraPro Short QQQ | C000074099 | SQQQ |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☒ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -64.39427500 |
| 2. After Fund fees and expenses (i.e., net asset value): | -64.89000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 102.23610031 |
| 2. After Fund fees and expenses (i.e., net asset value): | 102.23410475 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 0.00000000 |
| g. Provide the net income from securities lending activities | 0.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☒ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☒ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☒ Yes ☐ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☒ Yes ☐ No |
| c. Are the fees waived subject to recoupment? | ☒ Yes ☐ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | ICE Data Pricing & Reference Data, LLC | LEI: 5493000NQ9LYLDBCTL34 | NEW YORK | UNITED STATES OF AMERICA | No |
| #2 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| #3 | Bloomberg L.P. | LEI: 549300B56MD0ZC402L06 | NEW YORK | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 30,100.02000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 30,100.02000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | NEW YORK | UNITED STATES OF AMERICA | 670,758,124.99000001 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 4,541,814,547.14999960 |
| #3 | Barclays Capital, Inc. | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | NEW YORK | UNITED STATES OF AMERICA | 4,983,803,836.77999970 |
| #4 | Bank of Montreal | N/A | N/A | LEI: NQQ6HPCNCCU6TUTQYE16 | CANADA (FEDERAL LEVEL) | 2,988,399,412.27000000 | |
| #5 | Citigroup Global Markets Inc. | 8-08177 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | NEW YORK | UNITED STATES OF AMERICA | 1,487,227,205.97000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | FLORIDA | UNITED STATES OF AMERICA | 1,035,494,262.54000000 |
| #7 | Wells Fargo Securities, LLC | 8-65876 | 000126292 | LEI: VYVVCKR63DVZZN70PB21 | NORTH CAROLINA | UNITED STATES OF AMERICA | 323,392,333.31999999 |
| #8 | TD SECURITIES (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | NEW YORK | UNITED STATES OF AMERICA | 124,177,305.55000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 29,288,575,770.56000100 |
| #10 | Morgan Stanley & Co. LLC | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | NEW YORK | UNITED STATES OF AMERICA | 502,608,309.02999997 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 46,044,565,274.83000200 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2,494,408,058.36999990 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 130 |
| a. Full Name of the Fund | ProShares Russell U.S. Dividend Growers ETF |
| b. Series identication number, if any | S000066433 |
| c. LEI | 549300SH3B62OPTDCG54 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares Russell U.S. Dividend Growers ETF | C000214312 | TMDV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | -0.00023099 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.35999999 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.06252774 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.06262283 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☐ Yes ☒ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,997.27000000 |
| g. Provide the net income from securities lending activities | 10.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 151.18000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 2.40000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 158.37000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 311.95000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 947,862.92000000 |
| #2 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 2,485,911.59000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 662,813.85000000 |
| #4 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 201.02000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,096,789.38000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6,188,592.41000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Management Investment Record: 131 |
| a. Full Name of the Fund | ProShares S&P Technology Dividend Aristocrats ETF |
| b. Series identication number, if any | S000066435 |
| c. LEI | 549300M47OBENRBIPT84 |
| d. Is this the first filing on this form by the Fund? | ☐ Yes ☒ No |
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: |
| Shares Outstanding Record | Full name of Class | Class identification number, if any | Ticker symbol, if any |
|---|---|---|---|
| #1 | ProShares S&P Technology Dividend Aristocrats ETF | C000214314 | TDV |
| Instructions: 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| a. Indicate if the Fund is any one of the types listed. Check all that apply. |
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
☒ i. Exchange-Traded Fund ☐ ii. Exchange-Traded Managed Fund ☒ b. Index Fund ☐ c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark ☐ d. Interval Fund ☐ e. Fund of Funds ☐ f. Master-Feeder Fund ☐ g. Money Market Fund ☐ h. Target Date Fund ☐ i. Underlying fund to a variable annuity or variable life insurance contract ☐ N/A |
| i. Is the index whose performance the Fund tracks, constructed: | |
| 1. By an affiliated person of the fund? | ☐ Yes ☒ No |
| 2. Exclusively for the fund? | ☐ Yes ☒ No |
| ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return): | |
| 1. Before Fund fees and expenses: | 0.03585499 |
| 2. After Fund fees and expenses (i.e., net asset value): | -0.45000000 |
| iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period: | |
| 1. Before Fund fees and expenses: | 0.07249915 |
| 2. After Fund fees and expenses (i.e., net asset value): | 0.07267558 |
| a. Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | ☒ Yes ☐ No |
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | ☐ Yes ☒ No |
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | ☒ Yes ☐ No |
| b. Did the Fund lend any of its securities during the reporting period? | ☒ Yes ☐ No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | ☐ Yes ☒ No |
| 2. The Fund was otherwise adversely impacted? | ☐ Yes ☒ No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record | Full name of securities lending agent | Identifying number(s) | Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
|---|---|---|---|---|
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | No | Yes |
| If the entity providing the indemnification is not the securities lending agent, provide the following information: | ||||
| Idemnity Providers Record | Name of person providing indemnification | Identifying number(s) | ||
| #1 | JPMorgan Chase Bank NA | LEI: 7H6GLXDRUGQFU57RNE97 | ||
| Did the Fund exercise its indemnification rights during the reporting period? | ☐ Yes ☒ No | |||
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record | Full name of cash collateral manager | Identifying number(s) | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | — | — | — | — | — |
|---|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): | ☒
i. Revenue sharing split
☐ ii. Non-revenue sharing split (other than administrative fee) ☐ iii. Administrative fee ☐ iv. Cash collateral reinvestment fee ☐ v. Indemnification fee ☐ vi. Other ☐ N/A |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,550,766.42999999 |
| g. Provide the net income from securities lending activities | 3,308.00000000 |
| a. Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) | ☐
a. Rule 10f-3 (17 CFR 270.10f-3)
☐ b. Rule 12d1-1 (17 CFR 270.12d1-1) ☐ c. Rule 15a-4 (17 CFR 270.15a-4) ☐ d. Rule 17a-6 (17 CFR 270.17a-6) ☐ e. Rule 17a-7 (17 CFR 270.17a-7) ☐ f. Rule 17a-8 (17 CFR 270.17a-8) ☒ g. Rule 17e-1 (17 CFR 270.17e-1) ☐ h. Rule 22d-1 (17 CFR 270.22d-1) ☐ i. Rule 23c-1 (17 CFR 270.23c-1) ☐ j. Rule 32a-4 (17 CFR 270.32a-4) ☒ k. Rule 6c-11 (17 CFR 270.6c-11) ☐ l. Rule 12d1-4 (17 CFR 270.12d1-4) ☐ m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) ☐ n. Rule 18f-4 (17 CFR 270.18f-4) ☐
i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4)
program requirement and limit on fund leverage risk under
rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))?
☐
N/A
☐ ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? ☐ iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? ☐ iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? ☐ v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? ☐ vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? |
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | ☐ Yes ☒ No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ☐ Yes ☒ No |
| c. Are the fees waived subject to recoupment? | ☐ Yes ☒ No |
| d. Were any expenses previously waived recouped during the period? | ☐ Yes ☒ No |
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Was the investment adviser hired during the reporting period? |
|---|---|---|---|---|---|---|---|
| #1 | PROSHARE ADVISORS LLC | 801-64181 | 000134155 | LEI: 549300EP8KSLVZGKGX97 | MARYLAND | UNITED STATES OF AMERICA | No |
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| Investment Advisers Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| c. For each sub-adviser to the Fund, provide the information requested: |
| Sub-Advisors Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Was the sub-adviser hired during the reporting period? | — | — | — | — | — | — | — | — | — |
|---|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| Sub-Advisors Terminated Record | Full name |
SEC file number ( e.g., 801- ) | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Termination date | — | — | — | — | — | — | — | — |
|---|
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record | Full name |
SEC file number ( e.g., 801- ) | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Is the transfer agent a sub-transfer agent? |
|---|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | 84-11374 | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No |
| b. Has a transfer agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
|---|---|---|---|---|---|
| #1 | LSEG US FIN CORP. | LEI: 2138007FV67QQ13CGJ43 | DELAWARE | UNITED STATES OF AMERICA | No |
| b. Was a pricing service hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Is the custodian a sub-custodian? |
Type of custody (describe if "Other") |
|---|---|---|---|---|---|---|---|
| #1 | JPMorgan Chase Bank, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | NEW YORK | UNITED STATES OF AMERICA | No | No | Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) |
| b. Has a custodian been hired or terminated during the reporting period?* | ☐ Yes ☒ No |
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder Servicing Agents Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Is the shareholder servicing agent a sub-shareholder servicing agent? | — | — | — | — | — | — | — |
|---|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ☐ Yes ☒ No |
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Is the administrator a sub-administrator? |
|---|---|---|---|---|---|---|
| #1 | JPMORGAN CHASE BANK, N.A. | LEI: 7H6GLXDRUGQFU57RNE97 | MASSACHUSETTS | UNITED STATES OF AMERICA | No | No |
| #2 | Ultimus Fund Solutions, LLC | LEI: N/A | OHIO | UNITED STATES OF AMERICA | No | No |
| b. Has a third-party administrator been hired or terminated during the reporting period? | ☒ Yes ☐ No |
| a. Provide the following information about each affiliated broker-dealer: |
| Broker-Dealers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total commissions paid to the affiliated broker-dealer for the reporting period | — | — | — | — | — | — | — | — |
|---|
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Gross commissions paid by the Fund for the reporting period |
|---|---|---|---|---|---|---|---|
| #1 | Susquehanna Financial Group, LLLP | 8-44325 | 000035865 | LEI: 549300E8QX0ZMRDC2M81 | PENNSYLVANIA | UNITED STATES OF AMERICA | 3,633.57000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | NEW YORK | UNITED STATES OF AMERICA | 10,506.77000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 3,411.73000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17,552.07000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record | Full name | SEC file number | CRD number | Identifying number(s) | State, if applicable | Foreign country, if applicable | Total value of purchases and sales (excluding maturing securities) with Fund |
|---|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | ILLINOIS | UNITED STATES OF AMERICA | 2,887,599.37000000 |
| #2 | Goldman Sachs & Co. LLC | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | NEW YORK | UNITED STATES OF AMERICA | 6,628,472.58999999 |
| #3 | Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221 | 000007691 | LEI: 8NAV47T0Y26Q87Y0QP81 | NEW YORK | UNITED STATES OF AMERICA | 32,563,418.96999999 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | NEW YORK | UNITED STATES OF AMERICA | 15,879,084.07000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | NEW YORK | UNITED STATES OF AMERICA | 3,462,073.56000000 |
| #6 | RBC Capital Markets, LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | NEW YORK | UNITED STATES OF AMERICA | 7,416,667.96999999 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 68,837,316.53000000 |
| a. During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | ☐ Yes ☒ No |
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 257,542,664.97000000 |
| b. Provide the money market fund's daily average net assets during the reporting period |
| For open-end management investment companies, respond to the following: |
| a. Does the Fund have available a line of credit? | ☐ Yes ☒ No |
| b. Did the Fund engage in interfund lending? | ☐ Yes ☒ No |
| c. Did the Fund engage in interfund borrowing? | ☐ Yes ☒ No |
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | ☐ Yes ☐ No |
| For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following: |
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| Liquidity Classification Record | Full name | Identifying number(s) | State, if applicable | Foreign country, if applicable | Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Asset class(es) for which liquidity classification services were provided to the Fund | — | — | — | — | — | — | — |
|---|
| b. Was a liquidity classification service hired or terminated during the reporting period? | ☐ Yes ☐ No |
| Exchange Record: 1 |
| Fund Name | ProShares UltraShort FTSE China 50 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | FXP |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 335,321.45000000 | 367,931.81000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 2,190,831.52999999 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #8 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 2,246,919.95000000 | 519,665.60000000 |
| #14 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 4,737,843.95000000 | 5,044,886.91000000 |
| #16 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 758,312.74000000 | 0.00000000 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #23 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #26 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 2 |
| Fund Name | ProShares UltraPro Short MidCap400 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SMDD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #4 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 378,171.89000000 | 961,666.53000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,853,915.35000000 | 551,548.09000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #16 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #20 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 528,114.81000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 99.99999999
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000004
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000002
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000004
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 3 |
| Fund Name | ProShares UltraShort Semiconductors |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SSG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #6 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #16 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 17,316,123.87999999 | 15,562,848.49000000 |
| #17 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 11,363,090.96000000 | 3,413,665.26000000 |
| #18 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 4,452,530.93000000 | 2,081,060.87000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 99.99999999
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 4 |
| Fund Name | ProShares S&P Kensho Smart Factories ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | MAKX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #7 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #8 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #11 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #18 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 5 |
| Fund Name | ProShares UltraShort S&P500 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SDS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #5 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 85,497,090.31000000 | 277,048,462.37000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,854,198,918.47000000 | 743,672,413.63999999 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 406,270,748.55000001 | 741,841,367.58000004 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 47,019,531.68999999 | 57,285,854.00000000 |
| #16 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #17 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #21 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #22 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 145,080,720.36000001 | 717,301,034.78999996 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #26 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 6 |
| Fund Name | ProShares MSCI EAFE Dividend Growers ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | EFAD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 4,754,763.33000000 |
| #2 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #4 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #8 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #9 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 1,159,559.67000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 6,933,538.04999999 |
| #16 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #21 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #22 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #26 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.28537957
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.73936447
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.71462044
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.73936449
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 7 |
| Fund Name | ProShares S&P 500 Ex-Energy ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SPXE |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,965,121.22000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 633,219.31999999 | 0.00000000 |
| #14 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #17 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #21 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 5,690,892.57000000 | 1,791,323.69000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 5.32111924
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.74251582
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 94.67888077
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.74251581
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.89813055
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.40401953
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.10186948
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.40401950
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 8 |
| Fund Name | ProShares S&P 500 Ex-Health Care ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SPXV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #7 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #8 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #9 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #12 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #13 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 608,121.46000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,316,294.04000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,820,882.07000000 | 0.00000000 |
| #21 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.23948413
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.23113529
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.76051587
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.23113528
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 9 |
| Fund Name | ProShares Ultra Nasdaq Cloud Computing |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | SKYU |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #9 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #10 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #11 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #12 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,618,363.33000000 | 1,543,525.68000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #24 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #25 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #26 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 400,863.27000000 | 882,284.74000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.97531510
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 3.40678466
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.02468490
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.40678464
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -2.57567390
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 7.90407160
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 102.57567391
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 7.90407159
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 10 |
| Fund Name | ProShares UltraShort FTSE Europe |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EPV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 1,030,319.22000000 |
| #2 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 14,108,674.14000000 | 11,336,916.26000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 6,769,907.03000000 | 8,303,365.03000000 |
| #11 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #12 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #13 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #14 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 5,434,604.45000000 | 4,506,531.32000000 |
| #15 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #20 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 1,540,914.23000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,895,657.42000000 | 4,647,686.18000000 |
| #27 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000001
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000005
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000001
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 11 |
| Fund Name | ProShares UltraShort Russell2000 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TWM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 7,465,928.50000000 | 21,247,905.87000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 33,653,458.89000000 | 35,543,611.28999999 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 37,504,874.02000000 | 89,271,268.48000000 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 72,757,062.84000000 | 24,530,661.03999999 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 525,638.91000000 | 470,330.60000000 |
| #13 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #18 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000001
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000001
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 12 |
| Fund Name | ProShares Ultra 7-10 Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UST |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 18,281,574.01000000 | 2,092,333.14000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #3 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 26,358,803.02000000 | 0.00000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #9 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #10 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 13,932,281.99000000 | 35,113,417.47999999 |
| #11 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 33,111,063.02000000 | 47,500,782.17000000 |
| #13 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #21 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #22 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #26 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #27 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 13 |
| Fund Name | ProShares S&P MidCap 400 Dividend Aristocrats ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | REGL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #3 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #6 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #7 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #8 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 69,688,126.18999999 | 13,883,033.07000000 |
| #9 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #11 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #14 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 326,142,365.36000001 | 314,166,416.57999998 |
| #16 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 1,695,337.36000000 | 0.00000000 |
| #17 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 2,385,723.44000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 59,252,098.72999999 | 3,419,567.83000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #24 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.18792363
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.28764838
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.18792364
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.28764840
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00524597
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.28960964
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.99475403
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.28960964
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 14 |
| Fund Name | ProShares UltraShort 7-10 Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | PST |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #5 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,266,926.56000000 | 1,179,998.58000000 |
| #6 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #9 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 10,522,730.77999999 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 2,337,354.52000000 |
| #17 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #22 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 3,494,294.37000000 | 15,113,182.35000000 |
| #26 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 15 |
| Fund Name | ProShares UltraPro Dow30 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UDOW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 55,963,565.92000000 | 47,100,113.59000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 56,200,780.71999999 | 43,809,289.18999999 |
| #14 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 379,383,132.25000000 | 312,722,680.69000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 308,106,712.94000000 | 276,944,483.97000003 |
| #19 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 82,557,498.73000000 | 329,046,259.74000001 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #26 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #27 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 4,106,210.83000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 26.74101438
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 44.89728948
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 73.25898562
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.89728948
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.61884075
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.11955502
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.38115925
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.11955502
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 16 |
| Fund Name | ProShares UltraPro Short 20+ Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TTT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 47,728,799.09000000 | 47,659,047.64000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 16,685,876.90000000 | 26,930,006.94999999 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 25,652,453.78000000 | 25,019,588.55999999 |
| #10 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #12 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #18 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #20 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 23,926,376.87999999 | 23,646,256.32999999 |
| #21 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 5,334,325.79000000 | 9,606,212.15000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 5,501,438.63999999 | 3,073,774.75000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 220.58823529 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 220.58823529 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 17 |
| Fund Name | ProShares K-1 Free Crude Oil ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | OILK |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #2 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 6,483,238.59999999 | 87,337,793.07999999 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 9,000,293.43999999 | 0.00000000 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #13 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 44,356,405.52000000 | 34,787,098.85999999 |
| #18 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #21 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 24,649,033.84000000 | 22,703,714.39999999 |
| #26 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 18 |
| Fund Name | ProShares Hedge Replication ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | HDG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #2 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #12 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 504,032.22000000 |
| #16 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 493,935.71000000 | 3,499,765.30000000 |
| #18 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #19 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #22 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 19 |
| Fund Name | ProShares Supply Chain Logistics ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SUPL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #3 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 1,020,833.68000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #19 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #22 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #23 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #24 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 9.38958760
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 90.61041238
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 20 |
| Fund Name | ProShares Ultra MSCI Brazil Capped |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UBR |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 181,426.23000000 | 164,219.51000000 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 876,393.06000000 | 867,515.53000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #16 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 730,634.85000000 |
| #24 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #25 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 21 |
| Fund Name | ProShares UltraPro Short Russell2000 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SRTY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 104,393,471.73999999 | 137,874,241.38999999 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #7 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #9 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #11 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 96,900,551.07999999 | 75,080,010.50000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 13,152,783.85999999 | 6,689,692.37000000 |
| #19 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #22 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 13,527,011.84000000 | 12,915,054.08000000 |
| #24 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #25 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 83,567,521.53000000 | 91,959,558.95000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 22 |
| Fund Name | ProShares Ultra QQQ |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | QLD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 477,702,828.16000003 | 589,530,362.95000005 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 21,934,742.32000000 | 4,683,834.30000000 |
| #4 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 164,721,747.43000001 | 181,707,087.59000000 |
| #9 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #10 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #11 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 3,849,088,684.86999990 | 3,619,604,007.88000010 |
| #13 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #17 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 28,715,931.51000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #23 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 973,105,664.50999999 | 977,960,218.23000002 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 390,888,755.95999998 | 179,208,645.80000001 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 33.37655802
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 46.86884825
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 66.62344198
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 46.86884825
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.12017361
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.70973163
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.12017361
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.70973163
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 23 |
| Fund Name | ProShares Russell 2000 Dividend Growers ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | SMDV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 13,143,333.68000000 | 47,326,920.57999999 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 31,177,363.26000000 | 99,690,228.20999999 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #19 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 5,849,331.91000000 | 26,946,828.07999999 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 712,163.10000000 | 677,534.62000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 9,867,348.74000000 | 5,206,903.98000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #26 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.06675308
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.28495788
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.93324692
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.28495789
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.97574006
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.28886548
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.02425994
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.28886548
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 24 |
| Fund Name | ProShares Ultra 20+ Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UBT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #5 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 15,960,400.28999999 | 5,262,006.82000000 |
| #6 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #9 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 67,163,010.71999999 | 78,021,259.65999999 |
| #10 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #11 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 45,085,913.17000000 | 39,241,567.46000000 |
| #18 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #19 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 56,878,947.04999999 | 0.00000000 |
| #21 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #22 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 7,585,641.91999999 | 10,073,178.78999999 |
| #25 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 25 |
| Fund Name | ProShares UltraShort Utilities |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SDP |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,615,044.05999999 | 3,242,610.36000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #16 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #17 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 901,183.68000000 | 874,913.48000000 |
| #22 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #27 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000002
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000001
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 26 |
| Fund Name | ProShares Ultra Communication Services |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | LTL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,846,773.33000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 820,238.24000000 | 661,305.31000000 |
| #9 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #10 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #13 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 7,457,825.21000000 | 5,314,277.65000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #24 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 57.24140238
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 50.74396254
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 42.75859762
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 50.74396254
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 27 |
| Fund Name | ProShares Large Cap Core Plus |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | CSM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #7 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #8 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #9 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #13 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 33,506,654.30000000 |
| #14 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 47,785,502.45000000 | 74,742,679.56999999 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 668,492.38000000 | 2,686,514.16000000 |
| #16 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #17 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #18 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #19 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #20 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #27 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 10,112,308.15000000 | 5,039,171.36000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.14578504
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 1.62441697
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.85421495
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.62441697
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.43221632
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.77617625
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.56778368
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.77617625
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 28 |
| Fund Name | ProShares Ether ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EETH |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 16,017,473.89000000 | 4,897,184.16000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #9 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,073,455.97000000 | 9,144,138.09999999 |
| #12 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #13 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #14 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #15 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #16 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 7,707,605.40000000 | 14,973,609.68999999 |
| #22 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 23,637,483.87000000 | 27,328,280.59000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #25 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #26 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 519.02000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 519.02000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 472.13769231 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 472.13769231 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 29 |
| Fund Name | ProShares Merger ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | MRGR |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,023,749.49000000 | 1,044,655.87000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #14 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #19 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #20 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #21 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 12.10492540
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 87.89507460
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 22.49861220
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 77.50138782
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 30 |
| Fund Name | ProShares Smart Materials ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TINT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #9 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #11 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #12 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #21 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #22 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #25 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #27 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 31 |
| Fund Name | ProShares MSCI Transformational Changes ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ANEW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #4 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #9 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 1,140,133.86000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #24 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 706.93000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00040000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 706.93000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00040000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 32 |
| Fund Name | ProShares Ultra Russell2000 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UWM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 141,521,573.66999999 | 169,957,207.66999999 |
| #3 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #10 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 82,436,479.25000000 | 31,057,710.57999999 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 170,446,143.65000001 | 49,203,739.17000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #19 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 144,331,259.05000001 | 100,901,378.33000000 |
| #25 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #26 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 33 |
| Fund Name | ProShares UltraPro QQQ |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | TQQQ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 567,429,074.17999995 | 272,915,964.20999998 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 139,654,877.50000000 | 264,169,589.53999999 |
| #6 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #7 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 9,528,165,641.11000060 | 12,719,210,590.87000100 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 737,660,867.69000006 | 1,156,326,028.36999990 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 35,820,582.45000000 | 443,971,822.50000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #21 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 4,146,410.18000000 | 84,769,702.42000000 |
| #22 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 47,776,373.78999999 | 56,365,413.57999999 |
| #24 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 3,685,679,786.38999990 | 4,019,321,569.46999980 |
| #26 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #27 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 10,191,710,482.61000100 | 8,148,357,889.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 37.99456474
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 49.84167584
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 62.00543525
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.84167584
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.02827571
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.71055584
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.97172429
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.71055584
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 34 |
| Fund Name | ProShares UltraShort MSCI Emerging Markets |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EEV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 154,228.69000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #7 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #8 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #10 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 443,322.77000000 | 159,031.07000000 |
| #11 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #21 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,510,580.91000000 | 2,338,214.49000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #27 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 35 |
| Fund Name | ProShares UltraShort MidCap400 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | MZZ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #2 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #3 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #10 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #11 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #18 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #19 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #22 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #26 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,154,439.20000000 | 546,636.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 501,467.99000000 | 1,055,277.68000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 36 |
| Fund Name | ProShares Ultra MSCI Emerging Markets |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EET |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 21,958,670.00000000 | 2,197,544.13000000 |
| #3 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 850,960.29000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,080,379.42000000 | 4,797,930.07000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,644,245.85000000 | 2,065,110.23000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 15,898,645.02000000 | 21,387,266.94000000 |
| #25 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #26 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 37 |
| Fund Name | ProShares Ultra MSCI EAFE |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EFO |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #2 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #15 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,802,203.81000000 | 1,401,753.25000000 |
| #17 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,943,017.63000000 | 900,734.48000000 |
| #20 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #23 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,530,117.96000000 | 1,455,729.64000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 38 |
| Fund Name | ProShares Short 7-10 Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TBX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 5,127,527.13999999 | 14,749,720.17000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 1,483,009.02000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 5,268,243.18000000 | 5,094,249.50000000 |
| #10 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #11 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #12 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #13 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #14 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #20 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 9,646,475.83999999 | 8,055,794.58000000 |
| #21 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #22 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 6,020,849.34999999 | 5,821,999.42999999 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #27 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 39 |
| Fund Name | ProShares Inflation Expectations ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | RINF |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 7,579,900.41999999 | 5,426,961.05999999 |
| #2 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 333,114.71000000 |
| #5 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 961,574.54000000 | 0.00000000 |
| #7 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #11 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #12 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #15 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #17 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #18 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 2,645,524.13000000 | 966,026.44000000 |
| #19 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #20 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #25 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #26 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #27 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 280.79857143 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 280.79857143 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 320.82666667 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 320.82666667 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 40 |
| Fund Name | ProShares UltraShort Consumer Discretionary |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SCC |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #4 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,258,233.42000000 | 2,368,279.21000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #18 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,322,019.75999999 | 551,917.81000000 |
| #20 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #23 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #26 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #27 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 160,994.26999999 | 1,412,878.92000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 41 |
| Fund Name | ProShares S&P Global Core Battery Metals ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ION |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #3 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #6 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #10 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #19 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #20 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 689,487.11000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 22.71422040
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 77.28577959
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 42 |
| Fund Name | ProShares Ultra Dow30 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DDM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 43,404,622.07999999 | 65,321,376.54999999 |
| #9 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 48,737,045.82999999 | 31,625,541.32999999 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 10,303,341.68999999 | 17,899,268.55999999 |
| #11 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 49,860,765.11999999 | 51,866,126.85999999 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #18 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #25 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 9,145,451.60999999 |
| #26 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 79.28249498
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 41.25495103
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 20.71750503
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 41.25495103
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.23263500
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.73645515
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.23263500
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.73645516
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 43 |
| Fund Name | ProShares UltraShort Technology |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | REW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 6,521,748.13999999 | 3,459,265.60000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 333,899.51000000 | 214,015.75000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #14 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 937,066.76000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #21 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #26 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #27 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 44 |
| Fund Name | ProShares UltraShort Financials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SKF |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #10 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 1,269,638.37999999 | 874,083.50000000 |
| #18 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #19 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #20 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #21 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #22 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,561,523.43000000 | 2,888,084.81000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 3,702,190.56000000 | 2,488,964.45000000 |
| #24 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #25 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 45 |
| Fund Name | ProShares Ultra Nasdaq Biotechnology |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | BIB |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #7 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #8 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 2,856,003.95000000 |
| #9 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #10 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #13 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #14 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #15 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #18 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,546,721.84000000 | 31,113,872.55999999 |
| #21 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.07792567
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 1.50115954
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.92207435
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.50115955
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 6.93785849
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 25.97378183
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 93.06214152
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 25.97378183
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 46 |
| Fund Name | ProShares Short QQQ |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | PSQ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 224,018,676.09000000 | 298,419,513.48000002 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 53,859,198.15999999 | 69,761,763.20999999 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #14 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,252,625,223.67000010 | 647,948,307.92999995 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 336,153,317.49000001 | 574,079,726.78999996 |
| #20 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #21 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #25 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 79,918,723.42000000 | 222,673,252.33000001 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 47 |
| Fund Name | ProShares Ultra S&P500 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SSO |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 57,278,417.71999999 | 32,259,880.53999999 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,145,498,811.03000000 | 1,249,338,675.70000000 |
| #9 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 12,874,784.35000000 | 12,832,681.41000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #13 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 326,358,332.17000002 | 645,176,786.92999995 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 221,546,531.19000000 | 178,204,725.59000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 505,503,041.42000002 | 1,146,058,059.27000000 |
| #24 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,117,115,053.03000000 | 1,062,763,518.34000000 |
| #26 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 19,435,685.66000000 | 291,559,205.31000000 |
| #27 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 28.16676963
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 45.10495199
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 71.83323037
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 45.10495199
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.31768683
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.69393799
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.31768683
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.69393799
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 48 |
| Fund Name | ProShares Ultra High Yield |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UJB |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #2 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 42,174,226.28000000 | 38,916,509.39999999 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 57,043,575.61999999 | 31,992,988.52000000 |
| #20 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #21 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #22 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 32,586,431.25000000 | 50,507,129.28999999 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #27 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 49 |
| Fund Name | ProShares Big Data Refiners ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DAT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 887,445.61000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #9 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 871,561.88000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #13 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #14 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #16 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #17 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #19 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #20 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #25 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.18946120
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.01864966
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81053876
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.01864966
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 50 |
| Fund Name | ProShares Short High Yield |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SJB |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 32,455,484.07000000 | 38,388,679.96000000 |
| #8 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #14 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 44,215,236.85999999 | 42,119,826.84000000 |
| #16 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 53,450,140.28000000 | 35,572,355.59000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #21 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 51 |
| Fund Name | ProShares Short MSCI EAFE |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EFZ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 10,747,120.47000000 | 24,771,645.57999999 |
| #2 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #7 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #8 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #9 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #12 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #16 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #17 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 4,360,970.79000000 | 4,539,181.26000000 |
| #23 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,967,539.68000000 | 5,240,437.78000000 |
| #27 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 49,144,522.22999999 | 38,885,370.95000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 52 |
| Fund Name | ProShares UltraShort Health Care |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | RXD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 724,992.94000000 | 266,890.28000000 |
| #2 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #3 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #7 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #10 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #11 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,256,171.97000000 | 1,678,136.54000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #25 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 53 |
| Fund Name | ProShares Decline of the Retail Store ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EMTY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #10 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #12 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #13 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #14 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 407,136.34000000 | 0.00000000 |
| #17 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #18 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #19 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #20 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 580,092.49000000 | 1,201,940.54000000 |
| #21 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 275,983.09000000 | 1,166,147.35000000 |
| #25 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #27 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 54 |
| Fund Name | ProShares Short Real Estate |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | REK |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,618,966.22000000 | 0.00000000 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #7 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #8 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #12 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #13 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 173,322.72000000 | 1,759,714.61000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #25 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,569,269.97000000 | 5,799,519.33000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 55 |
| Fund Name | ProShares UltraShort 20+ Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TBT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 93,012,058.95000000 | 357,908,799.85000002 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #5 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 68,711,152.12000000 | 72,350,322.45999999 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 217,400,980.05000001 | 15,255,866.75000000 |
| #20 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 6,930,809.46000000 | 7,220,905.38999999 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 75,414,576.12999999 | 103,816,046.25000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 117,263,477.43000001 | 74,482,026.70999999 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 56 |
| Fund Name | ProShares Nasdaq-100 Dorsey Wright Momentum ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | QQQA |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 440,663.67000000 |
| #2 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #8 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #9 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #10 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #11 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #12 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 1,041,508.48000000 | 1,794,495.84000000 |
| #13 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #20 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.64521830
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00511464
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.35478168
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00511462
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.11140975
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.32539562
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.88859026
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.32539562
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 57 |
| Fund Name | ProShares Ultra Consumer Staples |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UGE |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #2 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #3 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #4 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 400,965.41000000 | 982,503.48000000 |
| #5 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #6 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 11,538,136.93000000 | 18,016,179.28999999 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #20 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #21 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 15,841,435.19999999 | 7,517,243.96999999 |
| #25 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 47.41310812
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 51.27582512
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 52.58689188
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 51.27582513
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.92774259
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.45891709
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.07225740
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.45891710
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 58 |
| Fund Name | ProShares UltraShort MSCI Japan |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EWV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #3 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 5,113,459.79000000 | 5,518,303.24000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,027,393.73000000 | 415,092.44000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #13 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #21 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,028,551.07000000 | 960,954.15000000 |
| #22 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,487,736.77999999 | 2,027,721.85000000 |
| #23 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #24 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000002
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 59 |
| Fund Name | ProShares Ultra Industrials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UXI |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #6 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,061,299.70000000 | 4,748,206.26999999 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 408,546.63000000 | 2,645,009.72000000 |
| #16 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #27 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 75.97656095
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 48.04687810
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 24.02343905
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 48.04687811
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.72628180
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.83751094
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.27371820
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.83751093
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 60 |
| Fund Name | ProShares Short Bitcoin ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BITI |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 96,116,547.54000000 | 87,765,369.96999999 |
| #8 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #12 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 70,838,115.45000000 | 94,502,221.75000000 |
| #14 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,072,920.93000000 | 0.00000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 13,638,020.22000000 | 11,799,866.40000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 47,940,465.68999999 | 3,917,462.82000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 54,008,018.25999999 | 50,557,386.57999999 |
| #21 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 484.24352459 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 484.24352459 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 510.31336842 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 510.31336842 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 61 |
| Fund Name | ProShares UltraPro Short Dow30 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SDOW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 708,508.32000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 255,890,862.69999999 | 235,087,122.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 59,172,574.70000000 | 99,308,207.15999999 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 223,955,268.69000000 | 85,358,502.03000000 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 199,134,924.91999999 | 325,346,561.74000001 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 12,005,983.35000000 | 0.00000000 |
| #18 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 62 |
| Fund Name | ProShares Equities for Rising Rates ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | EQRR |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #3 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 2,337,795.72000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #5 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 2,390,693.86000000 |
| #8 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #21 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 1,165,132.50000000 |
| #25 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.21344937
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.41038483
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.78655064
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.41038484
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 63 |
| Fund Name | ProShares Short FTSE China 50 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | YXI |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #2 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 422,184.44000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #12 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 262,051.32000000 | 667,419.66000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #19 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 374,437.55000000 | 1,494,868.98000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,189,507.25000000 | 1,877,870.79000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #27 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 64 |
| Fund Name | ProShares Short Financials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SEF |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #6 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #8 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #16 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #17 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,970,615.01000000 | 5,089,662.34000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 9,455,527.64000000 | 9,084,282.52999999 |
| #21 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 4,491,613.95000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 65 |
| Fund Name | ProShares UltraPro Russell2000 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | URTY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 16,432,900.85000000 | 15,015,165.27000000 |
| #4 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 176,403,935.69999999 | 212,002,705.62000000 |
| #8 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #12 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #13 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #17 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 189,291,852.61000001 | 183,801,510.27000001 |
| #18 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 108,325,770.56000000 | 167,585,153.43000001 |
| #23 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #24 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #25 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 88.63787837
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 32.02944257
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 11.36212163
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 32.02944257
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 66 |
| Fund Name | ProShares UltraShort Consumer Staples |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SZK |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #9 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #10 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #11 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 116,716.90000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 352,042.72000000 | 495,702.35000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 67 |
| Fund Name | ProShares UltraShort SmallCap600 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SDD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #13 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,765,948.64000000 | 0.00000000 |
| #14 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,090,834.22000000 | 4,900,045.47000000 |
| #17 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #18 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #19 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #20 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #21 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #22 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #26 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #27 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 68 |
| Fund Name | ProShares S&P 500 Ex-Technology ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SPXT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #5 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 6,522,824.21999999 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 9,591,800.60999999 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 156,269,944.63999999 | 17,049,778.17000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 13,575,023.65000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #27 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.46908690
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.86382627
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.53091310
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.86382628
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.06944937
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.10257970
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.93055062
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10257968
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 69 |
| Fund Name | ProShares Short SmallCap600 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SBB |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #4 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,611,079.66000000 | 3,966,218.10000000 |
| #9 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #16 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #19 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 7,635,613.66000000 | 5,843,108.36000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #24 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #25 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 70 |
| Fund Name | ProShares UltraShort Ether ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ETHD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 14,605,414.13000000 | 18,782,453.71999999 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 6,040,203.90000000 | 23,204,419.35999999 |
| #5 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #6 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 36,151,210.70000000 | 7,142,029.12999999 |
| #10 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #11 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #14 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #18 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 27,465,201.28999999 | 19,008,584.37999999 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 12,230,869.68000000 | 1,334,339.37999999 |
| #23 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #26 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #27 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 385.69576923 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 385.69576923 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 386.26918367 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 386.26918367 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 71 |
| Fund Name | ProShares Ultra Materials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UYM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,179,793.72000000 | 8,322,724.04000000 |
| #11 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 381,892.78000000 | 0.00000000 |
| #20 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #23 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #27 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 56.68665831
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 54.02553254
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 43.31334169
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 54.02553254
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -1.03000150
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.23343605
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 101.03000150
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.23343605
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 72 |
| Fund Name | ProShares Short Russell2000 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | RWM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 1,899,204.37000000 | 1,806,370.54000000 |
| #13 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #14 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 130,085,933.64000000 | 2,853,434.89000000 |
| #17 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #18 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #19 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 31,063,204.68000000 | 14,552,102.24000000 |
| #21 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 266,157,032.34999999 | 440,532,853.97000003 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 153,026,960.78000000 | 100,925,494.09000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #26 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #27 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 73 |
| Fund Name | ProShares MSCI Emerging Markets Dividend Growers ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | EMDV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 3,096,172.52000000 |
| #5 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #11 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #13 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #14 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #17 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 1,735,843.91000000 |
| #18 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #25 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 74.72696557
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.27652152
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 25.27303439
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.27652153
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 74 |
| Fund Name | ProShares Ultra Bitcoin ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BITU |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 116,593,686.43000001 | 113,791,458.81999999 |
| #9 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #10 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #11 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 220,763,063.63999999 | 111,889,107.39000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 116,151,398.23999999 | 77,374,986.65000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 328,491,040.49000001 | 135,327,060.22999999 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 12,235,644.10000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 233,466,131.02000001 | 55,609,035.39000000 |
| #24 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #25 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #26 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 37,299,386.39000000 | 28,891,701.62000000 |
| #27 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 783.39794118 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 783.39794118 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 991.37873239 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 991.37873239 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 75 |
| Fund Name | ProShares Ultra MSCI Japan |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EZJ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #4 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #5 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 2,049,277.98000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,363,291.00000000 | 4,739,151.37000000 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #17 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 4,317,586.30999999 | 2,439,425.75999999 |
| #20 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 409,855.60000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 76 |
| Fund Name | ProShares Ultra Ether ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ETHT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 88,109,056.06000000 | 17,910,404.28000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #11 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 127,215,574.42000000 | 13,395,308.19999999 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 6,473,001.96000000 | 0.00000000 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 41,591,940.43000000 | 781,603.65000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 103,247,689.23000000 | 4,579,609.54000000 |
| #25 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #26 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000002
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 475.78479042 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 475.78479042 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 443.46578947 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 443.46578947 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 77 |
| Fund Name | ProShares Pet Care ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | PAWZ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 11,072,934.65000000 |
| #5 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #9 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #10 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 5,498,269.73000000 | 0.00000000 |
| #12 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 1,468,746.45000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 9,644,869.75999999 |
| #17 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #18 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 1,361,497.47000000 |
| #22 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #23 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #24 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #27 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.66517450
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.10389914
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.33482550
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10389917
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.26833873
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 3.09568995
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.73166128
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.09568994
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 78 |
| Fund Name | ProShares Short Ether ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SETH |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 7,185,718.16000000 | 2,035,418.17000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #8 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #11 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,782,863.65000000 | 4,423,918.53000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #19 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #20 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #21 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 4,353,893.42000000 | 10,224,521.48000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 460,261.89000000 | 301,852.02000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #25 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 304.62961538 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 304.62961538 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 334.44250000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 334.44250000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 79 |
| Fund Name | ProShares Ultra SmallCap600 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SAA |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #13 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,357,960.63000000 | 1,651,026.35000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,412,352.72000000 | 3,934,153.53000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #21 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #25 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #27 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 42.94568610
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 50.40362914
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 57.05431390
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 50.40362914
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.16438024
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.10186166
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.16438022
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.10186167
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 80 |
| Fund Name | ProShares Short Dow30 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DOG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 62,301,408.47999999 | 30,124,821.37000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #8 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 4,404,499.55999999 | 35,971,018.07000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 68,800,027.26999999 | 52,962,106.35999999 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 8,175,397.23000000 | 38,715,423.40999999 |
| #16 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #21 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #22 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 15,207,389.96000000 | 31,143,352.66000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 81 |
| Fund Name | ProShares UltraShort Energy |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DUG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #5 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #6 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #7 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #8 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #11 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 18,251,485.92000000 | 24,849,118.39000000 |
| #14 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #16 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #17 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 921,419.72000000 | 1,043,348.40000000 |
| #23 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 15,425,412.49000000 | 20,052,259.23000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000002
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 82 |
| Fund Name | ProShares Ultra Real Estate |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | URE |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #4 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 14,963,273.08000000 | 19,358,285.35000000 |
| #9 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #10 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #21 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #22 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #23 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #27 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 56.69512100
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 51.39619392
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 43.30487901
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 51.39619393
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.43432183
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.78371866
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.56567816
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.78371867
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 83 |
| Fund Name | ProShares Short MidCap400 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | MYY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 7,939,630.03000000 | 7,866,909.75999999 |
| #4 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 6,076,886.50999999 | 2,461,787.29999999 |
| #6 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,774,300.74000000 | 5,651,826.62999999 |
| #7 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #12 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 1,952,182.35000000 |
| #18 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #27 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 84 |
| Fund Name | ProShares Ultra FTSE China 50 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | XPP |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,487,101.88000000 | 863,322.73000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,432,814.42000000 | 569,366.75000000 |
| #7 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #9 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 9,872,672.80000000 | 10,921,624.40000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 900,133.36000000 | 0.00000000 |
| #17 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 779,629.48000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #22 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #25 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #26 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #27 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 85 |
| Fund Name | ProShares Ultra Nasdaq Cybersecurity |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | UCYB |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 369,517.35000000 |
| #2 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #8 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #21 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,236,461.97000000 | 1,477,913.42000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 86 |
| Fund Name | ProShares Bitcoin & Ether Market Cap Weight ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BETH |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 5,869,920.45000000 | 1,576,160.42000000 |
| #6 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #7 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #8 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #9 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 662,851.98000000 | 923,420.11000000 |
| #14 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #17 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #18 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #22 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #25 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,492,138.96000000 | 0.00000000 |
| #26 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 341.13888889 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 341.13888889 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 332.15000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 332.15000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 87 |
| Fund Name | ProShares Investment Grade-Interest Rate Hedged |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | IGHG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #2 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 7,815,378.53000000 | 13,449,958.66000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #7 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #8 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 25,394,066.66000000 | 32,182,289.28999999 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 7,826,712.66999999 | 11,472,702.11999999 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 27,220,067.82999999 | 34,516,490.46000000 |
| #14 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #22 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,951,290.65000000 | 7,609,385.91999999 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #27 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 5.51310926
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 22.88822355
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 94.48689074
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 22.88822355
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 11.39925491
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 33.35182907
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 88.60074510
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 33.35182907
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 571.75052632 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 571.75052632 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 972.82882353 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 972.82882353 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 88 |
| Fund Name | ProShares S&P 500 Ex-Financials ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SPXN |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,741,545.41000000 | 1,723,323.15000000 |
| #6 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #7 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #8 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #9 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #10 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #11 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #14 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #15 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #18 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #19 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #20 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,503,888.37000000 | 9,086,179.71000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #26 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 23.68457803
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 17.08355093
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 76.31542195
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 17.08355091
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 25.38063860
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 13.95326439
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 74.61936139
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 13.95326442
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 89 |
| Fund Name | ProShares Long Online/Short Stores ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | CLIX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 932,584.03000000 | 413,064.88000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #21 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #22 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 3,258,007.22000000 |
| #24 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 818,743.29000000 |
| #27 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.08101660
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91898342
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.72793088
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.12189866
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.27206913
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.12189866
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 90 |
| Fund Name | ProShares UltraPro S&P500 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UPRO |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #3 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 76,146,520.85999999 | 45,552,289.32000000 |
| #7 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 33,454,428.48000000 |
| #8 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 4,776,784.80999999 | 38,677,408.07000000 |
| #9 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #10 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #11 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 100,741,398.23999999 | 495,503,146.31999999 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,260,405,985.01000000 | 1,649,546,383.53000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 3,483,152,086.69999980 | 2,709,810,160.02000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #20 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #21 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 472,887,313.86000001 | 879,182,858.88000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 312,872,748.63000000 | 122,836,011.20999999 |
| #24 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #25 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #26 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 40.56998407
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 49.43171755
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 59.43001593
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.43171755
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.41425601
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.32222110
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.58574398
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.32222110
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 91 |
| Fund Name | ProShares UltraPro Short S&P500 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SPXU |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,219,059,885.86999990 | 726,344,538.64999998 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #6 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 615,785,256.16999996 | 1,183,362,103.71000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #9 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #10 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 149,798,739.25000000 | 503,799,704.52999997 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 13,574,003.15000000 | 14,072,962.93000000 |
| #16 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 52,763,962.35999999 | 15,620,699.43999999 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #20 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 6,173,289.79999999 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 614,712,587.85000002 | 1,024,760,032.12000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 92 |
| Fund Name | ProShares Metaverse ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | VERS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 1,351,324.35000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #14 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #15 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #16 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #21 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #22 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #23 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.44246860
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.07068848
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.55753139
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07068846
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 93 |
| Fund Name | ProShares On Demand ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | OND |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #21 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #25 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 867,623.21000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 16.89914870
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 83.10085126
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 94 |
| Fund Name | ProShares UltraShort Industrials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SIJ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 635,403.44999999 | 0.00000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #5 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 909,143.60000000 | 1,133,496.39999999 |
| #6 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 619,058.60000000 | 270,168.83000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #12 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #13 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #24 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000001
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000001
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 95 |
| Fund Name | ProShares UltraShort Materials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SMN |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #3 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 391,287.44000000 | 0.00000000 |
| #9 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #12 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #15 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #16 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #17 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #18 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #22 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,323,574.14999999 | 1,992,847.75000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000003
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 96 |
| Fund Name | ProShares Short S&P500 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SH |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 666,281,957.88999999 | 1,173,211,615.95000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #4 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #5 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #6 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #7 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #10 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 71,459,485.45000000 | 195,062,868.11000001 |
| #11 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 115,776,703.09999999 | 75,244,934.92000000 |
| #14 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,138,252,140.24000000 | 1,306,058,864.06999990 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #20 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 2,524,901,000.53000020 | 1,212,978,708.01000000 |
| #23 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 97 |
| Fund Name | ProShares Ultra Technology |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ROM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #2 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #3 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 3,799,910.11000000 |
| #8 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 2,632,461.93000000 | 2,708,863.17000000 |
| #15 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #23 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,932,074.79000000 | 17,118,806.94000000 |
| #25 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 17,644,103.10000000 | 62,697,347.74000000 |
| #27 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 39.17619852
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 50.12929245
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 60.82380146
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 50.12929244
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -1.03292778
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 3.86720570
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 101.03292778
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.86720570
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 98 |
| Fund Name | ProShares Ultra Consumer Discretionary |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UCC |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 6,301,564.00000000 | 6,753,569.57000000 |
| #5 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #6 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 376,177.52000000 | 1,602,934.87000000 |
| #11 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #20 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #21 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #22 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 71.62603483
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 48.47275394
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 28.37396517
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 48.47275395
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -2.19626805
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 5.96540012
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 102.19626805
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.96540013
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 99 |
| Fund Name | ProShares Bitcoin & Ether Equal Weight ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BETE |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 623,682.79000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #13 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #14 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #19 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 7,875,129.20000000 | 5,185,029.78000000 |
| #20 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #21 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #22 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #23 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #25 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #26 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 345.31222222 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 345.31222222 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 377.80750000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 377.80750000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 100 |
| Fund Name | ProShares MSCI Europe Dividend Growers ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | EUDV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #4 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #5 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #9 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #10 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 498,494.02000000 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #25 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #26 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,559,303.15000000 | 498,272.45000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.34035210
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.64269669
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.65964791
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.64269669
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.82341195
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.48994814
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.17658807
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.48994817
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 101 |
| Fund Name | ProShares UltraShort Bitcoin ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SBIT |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 8,154,783.79999999 | 2,774,613.51000000 |
| #4 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 45,669,692.45000000 | 97,750,365.87000000 |
| #7 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 111,191,114.89000000 | 49,674,220.02000000 |
| #10 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #11 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 16,864,773.21999999 | 25,170,810.98000000 |
| #12 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #13 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #14 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #15 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 25,964,074.71999999 | 24,343,070.46000000 |
| #19 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 200,653,413.86000001 | 98,758,092.12999999 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #24 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #25 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #26 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000002
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 481.57129730 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 481.57129730 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 515.57135135 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 515.57135135 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 102 |
| Fund Name | ProShares UltraShort Real Estate |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | SRS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #2 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #3 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #6 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 1,990,293.60000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #9 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #13 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #14 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #15 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 987,774.41000000 | 10,116,048.89000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #24 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #25 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,969,368.24000000 | 961,839.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | -0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 103 |
| Fund Name | ProShares Nanotechnology ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TINY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #3 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #4 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 955,968.50000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #24 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #26 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #27 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.64395860
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.35604135
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 104 |
| Fund Name | ProShares Global Listed Private Equity ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | PEX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #2 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 274,037.24000000 | 0.00000000 |
| #5 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #6 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #7 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #8 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #9 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 846,925.05000000 | 0.00000000 |
| #11 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,401,309.49000000 | 0.00000000 |
| #14 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #15 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #19 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 1,114,449.00000000 | 0.00000000 |
| #23 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 15.03485083
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 37.46758823
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 84.96514917
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 37.46758824
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 105 |
| Fund Name | ProShares Ultra Energy |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DIG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,899,649.20000000 | 11,144,880.93000000 |
| #3 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #4 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #5 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #6 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #7 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #8 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #9 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 10,295,290.47000000 | 28,639,508.42000000 |
| #11 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #16 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 2,946,270.43000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #22 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #25 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #26 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 12.02608971
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 35.86678879
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 87.97391029
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 35.86678878
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 10.10673502
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 32.81963283
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 89.89326499
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 32.81963283
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 106 |
| Fund Name | ProShares Nasdaq-100 High Income ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | IQQQ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #4 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #5 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 2,541,035.29999999 | 0.00000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,921,401.31000000 | 0.00000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 2,207,318.87000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 4,153,334.95000000 |
| #12 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 4,311,232.91000000 | 0.00000000 |
| #14 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #16 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 9,060,596.27999999 | 0.00000000 |
| #19 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 94,017,041.03000000 | 38,695,756.72999999 |
| #25 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #26 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 66,417,464.28999999 | 1,949,191.27000000 |
| #27 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 72.74216678
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 38.42293600
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 27.25783322
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 38.42293600
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 69.60482471
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 41.95224877
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 30.39517529
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 41.95224877
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 107 |
| Fund Name | ProShares Ultra Financials |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UYG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #5 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #6 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #7 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #8 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #9 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #12 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 2,328,315.29000000 | 56,920,596.63000000 |
| #13 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #14 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #15 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #16 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,200,735.44000000 | 33,155,665.48999999 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #24 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #25 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 13.60114986
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 35.96225332
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 86.39885015
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 35.96225332
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 108 |
| Fund Name | ProShares Ultra Semiconductors |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | USD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 179,987,308.02000001 | 108,961,699.15000001 |
| #3 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 16,382,616.52999999 | 20,668,547.14000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 186,537,942.34000000 | 161,073,888.50999999 |
| #14 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #15 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #19 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #20 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 81,715,995.67000000 | 119,080,613.83000000 |
| #21 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 17,233,834.98999999 | 17,352,292.50000000 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 12.43409531
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 35.00639236
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 87.56590468
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 35.00639235
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.94751270
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 5.96543065
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.94751270
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.96543066
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 109 |
| Fund Name | ProShares UltraShort MSCI Brazil Capped |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BZQ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,916,567.57000000 | 3,453,514.72000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #6 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #9 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 645,339.55000000 |
| #10 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #11 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 5,062,176.79000000 | 424,261.47000000 |
| #12 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #15 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #16 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 3,462,078.27000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #24 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #27 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 468,905.55000000 | 5,961,499.78000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 110 |
| Fund Name | ProShares Ultra Health Care |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | RXL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,509,618.63000000 | 3,429,991.65000000 |
| #2 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #8 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #11 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #16 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 4,045,340.63000000 | 7,416,502.11000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #19 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #20 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #26 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 36.19916865
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 49.54738146
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 63.80083135
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.54738146
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 11.39769221
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 36.10652000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 88.60230779
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 36.10651999
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 111 |
| Fund Name | ProShares S&P 500 Dividend Aristocrats ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | NOBL |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #4 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 192,194,273.13000000 | 790,490,295.79999995 |
| #9 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 55,051,562.70000000 | 35,248,089.34000000 |
| #10 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #11 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #13 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 10,115,893.18999999 |
| #14 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 92,217,139.40999999 | 138,194,979.72999999 |
| #15 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 29,374,114.03999999 | 70,118,698.84999999 |
| #17 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #18 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #19 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 62,492,429.92000000 | 9,853,019.91999999 |
| #20 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #21 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 85,222,203.65000000 | 75,291,624.51000000 |
| #22 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #23 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #24 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #25 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #27 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.04759629
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.20984166
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.95240371
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.20984167
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.01992453
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.18139631
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.01992454
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.18139631
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 112 |
| Fund Name | ProShares S&P 500 High Income ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | ISPY |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 34,256,328.11999999 | 0.00000000 |
| #2 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #3 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #4 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 5,257,120.78000000 |
| #6 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #7 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #8 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #12 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 415,844,360.42000002 | 34,197,436.82999999 |
| #13 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #14 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #17 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 1,331,211.98000000 | 0.00000000 |
| #18 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 374,223,696.97000003 | 56,732,780.72999999 |
| #20 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 1,377,005.79000000 |
| #22 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 7,805,807.96999999 |
| #26 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #27 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 50.33901219
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 44.27604428
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.66098781
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.27604428
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 55.54771709
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 45.17003141
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 44.45228291
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 45.17003142
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 113 |
| Fund Name | ProShares S&P Kensho Cleantech ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | CTEX |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 408,077.83000000 |
| #4 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #5 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #6 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #7 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #10 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #11 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #12 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #13 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #14 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #16 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,626,726.12000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 997,327.64000000 |
| #24 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 1,041,965.56000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 408,077.83000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.17025070
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.82974935
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 40.13100182
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 54.65269759
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 59.86899820
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 54.65269758
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 114 |
| Fund Name | ProShares Ultra Utilities |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UPW |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #3 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #4 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #5 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,624,034.07000000 | 3,656,952.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,225,841.06000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #11 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #12 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 6,020,704.13999999 | 8,285,472.82000000 |
| #15 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #16 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #17 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #18 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #19 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #22 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #23 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 79.73029418
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 42.74795387
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 20.26970583
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 42.74795389
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 44.01183527
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 52.41223096
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 55.98816473
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 52.41223096
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 115 |
| Fund Name | ProShares Ultra MidCap400 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | MVV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #5 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 34,452,705.71000000 | 27,154,014.55999999 |
| #14 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 1,808,904.44000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #17 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 2,719,810.20000000 | 0.00000000 |
| #19 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #20 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #23 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #24 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #25 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 6,866,038.13999999 | 9,955,188.68999999 |
| #27 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 50.94290607
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 51.26103299
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 49.05709394
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 51.26103300
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | -0.13733543
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 2.72364345
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.13733543
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.72364346
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 116 |
| Fund Name | ProShares Ultra FTSE Europe |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UPV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 1,050,831.34000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #7 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 4,797,752.23000000 | 1,973,738.40000000 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 2,694,415.52000000 | 1,835,560.86000000 |
| #10 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #11 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #12 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #13 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #14 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #15 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 582,014.79000000 | 0.00000000 |
| #18 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #19 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #22 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #23 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 117 |
| Fund Name | ProShares Short MSCI Emerging Markets |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EUM |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #2 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #3 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 1,315,785.75000000 |
| #4 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,076,645.78000000 | 0.00000000 |
| #6 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 8,766,635.76999999 | 5,495,289.36000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 536,615.09000000 | 942,994.09000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #11 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #14 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #15 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #18 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #26 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 118 |
| Fund Name | ProShares Online Retail ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | ONLN |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 2,068,708.53000000 |
| #7 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #8 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #9 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #10 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #11 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 914,660.65000000 |
| #12 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #14 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,416,577.03000000 | 19,479,331.00000000 |
| #20 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #21 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 449,103.24000000 | 6,097,555.16999999 |
| #22 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 383,764.74000000 | 12,507,577.65000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 980,302.07000000 |
| #27 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.39465405
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.16894522
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.60534596
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.16894520
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.42194199
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.17025245
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.57805802
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.17025245
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 119 |
| Fund Name | ProShares Bitcoin ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | BITO |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #2 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 53,384,907.95000000 | 21,941,760.28000000 |
| #3 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #4 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 367,111,725.01999998 | 238,574,008.59999999 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #8 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 122,406,859.08000000 | 31,602,331.35000000 |
| #10 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 1,577,453,702.53000000 | 855,702,418.89999998 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #16 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 53,094,904.46000000 | 192,852,761.34999999 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #19 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #20 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 547,152,088.59000003 | 742,780,262.13000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 102,443,991.65000001 | 86,091,576.48999999 |
| #22 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #26 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,573.78260465 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,573.78260465 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,518.23819767 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,518.23819767 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 120 |
| Fund Name | ProShares Short 20+ Year Treasury |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TBF |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 6,715,173.59999999 | 0.00000000 |
| #2 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 26,736,708.30999999 | 15,266,391.83000000 |
| #3 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #4 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 1,086,854.00000000 | 4,571,158.99000000 |
| #5 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #8 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #9 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #10 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #11 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #12 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 41,893,542.17000000 | 13,907,245.97000000 |
| #13 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #16 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #17 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 3,906,737.46000000 | 0.00000000 |
| #18 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #19 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #20 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #21 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 1,153,815.89999999 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #23 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #26 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #27 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 2,286,809.44000000 | 60,364,769.07999999 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 121 |
| Fund Name | ProShares UltraShort Dow30 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | DXD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #2 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #3 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #4 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #5 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #6 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 3,273,810.59000000 | 10,665,073.77000000 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #12 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #15 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 15,969,326.43000000 | 3,930,537.80000000 |
| #16 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #17 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 11,294,080.74000000 | 12,840,562.57000000 |
| #18 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 23,244,050.18000000 | 30,491,467.03000000 |
| #19 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,544,202.06000000 | 0.00000000 |
| #20 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #23 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #26 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #27 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 122 |
| Fund Name | ProShares DJ Brookfield Global Infrastructure ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | TOLZ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #2 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 10,939,853.01000000 | 9,983,678.92999999 |
| #3 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #4 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #5 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #6 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 25,320,060.03999999 | 0.00000000 |
| #10 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #14 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #15 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #16 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #17 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #18 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 21,213,197.37000000 |
| #19 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 47,121,352.56000000 | 61,648,499.21999999 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #22 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 5,623,711.34999999 | 4,471,479.90000000 |
| #23 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 5,948,439.25999999 |
| #24 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 9,197,419.06000000 | 0.00000000 |
| #25 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #26 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☒ Yes ☐ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 4.77116382
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 3.76065616
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 95.22883617
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.76065616
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 2.87961652
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 3.47027415
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.12038348
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.47027415
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 123 |
| Fund Name | ProShares High Yield-Interest Rate Hedged |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | HYHG |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #2 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 40,712,075.63000000 | 9,469,240.58000000 |
| #4 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 0.00000000 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #7 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #8 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #9 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #10 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #11 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #12 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 4,911,422.44000000 | 0.00000000 |
| #13 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #14 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #15 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #16 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #17 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #18 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 4,625,286.84999999 |
| #21 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #22 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #25 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #26 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #27 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 76.53735707
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 43.03412161
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 23.46264294
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 43.03412162
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 3.66596345
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 6.01762798
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 96.33403655
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 6.01762799
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,502.19047619 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,502.19047619 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 124 |
| Fund Name | ProShares UltraShort QQQ |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | QID |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #2 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #3 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #4 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 19,979,602.64999999 | 12,715,036.77000000 |
| #10 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #11 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #12 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 63,986,650.14000000 | 323,174,024.39999998 |
| #13 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 8,959,832.48000000 | 8,526,158.33999999 |
| #15 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 362,421,726.73000002 | 775,769,888.52999997 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,436,204,219.15000010 | 480,849,699.49000001 |
| #17 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #18 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #19 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #20 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #21 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 37,778,107.90999999 | 35,119,620.15999999 |
| #22 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 333,795,252.35000002 | 538,945,806.98000002 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #25 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #26 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #27 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 125 |
| Fund Name | ProShares Russell 2000 High Income ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | ITWO |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 4,309,524.73000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 5,140,312.47000000 | 0.00000000 |
| #3 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 5,252,491.32000000 | 1,925,055.60000000 |
| #4 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 4,085,351.90000000 | 0.00000000 |
| #8 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 7,355,120.11000000 | 0.00000000 |
| #9 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #10 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #11 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #12 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #13 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #14 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #15 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 12,387,449.23000000 | 0.00000000 |
| #16 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 4,000,000.00000000 | 0.00000000 |
| #17 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #18 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #19 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #20 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #21 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 4,199,444.72000000 | 0.00000000 |
| #22 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 7,120,120.36000000 | 1,863,115.28000000 |
| #23 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #24 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #25 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #26 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 4,038,698.59000000 | 0.00000000 |
| #27 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 74.44425606
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 38.02196322
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 25.55574394
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 38.02196323
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 20.16505680
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.09108360
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 79.83494320
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09108359
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 60.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 60.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 126 |
| Fund Name | ProShares UltraPro MidCap400 |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | UMDD |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #2 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 5,241,557.98000000 | 5,752,001.51999999 |
| #4 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #6 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #7 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #8 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #9 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #10 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #11 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #12 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #13 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #14 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| #15 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 981,921.50000000 | 1,558,377.65000000 |
| #17 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #18 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #19 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #20 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #23 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #24 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #25 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 197,653.42000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 7,619,070.13999999 | 6,229,256.66999999 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 14.45833480
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 34.92428765
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 85.54166520
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 34.92428765
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 6.63903294
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 25.10965206
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 93.36096707
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 25.10965206
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 127 |
| Fund Name | ProShares UltraShort Nasdaq Biotechnology |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | BIS |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #2 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #3 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #6 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #7 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #8 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #9 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #10 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #11 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #14 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #15 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #16 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 748,862.22000000 | 631,086.87000000 |
| #17 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #18 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 1,310,228.70000000 | 2,327,604.70000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #22 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #23 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #26 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #27 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 128 |
| Fund Name | ProShares UltraShort MSCI EAFE |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NYSE ARCA | EFU |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #2 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #3 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #4 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 184,192.23000000 | 0.00000000 |
| #5 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #6 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #7 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #8 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #9 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #10 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #11 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #12 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #13 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #14 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #15 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #16 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #17 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #18 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 1,225,559.87000000 | 0.00000000 |
| #19 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #20 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #21 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 0.00000000 |
| #22 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 1,643,760.94000000 | 2,262,009.45000000 |
| #25 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #26 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #27 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 25,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 99.99999999
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000004
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000003
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000001
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 129 |
| Fund Name | ProShares UltraPro Short QQQ |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | NASDAQ - ALL MARKETS | SQQQ |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 19,241,504.37999999 |
| #2 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #3 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,802,337,624.30999990 | 5,420,237,132.77999970 |
| #4 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #5 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #6 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #7 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 7,162,314,293.90999980 | 2,162,498,365.96999980 |
| #10 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 131,996,673.97000000 | 88,487,447.51000000 |
| #11 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #12 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #13 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 1,232,750,046.90000010 | 2,577,267,148.42999980 |
| #14 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 18,325,681.85999999 | 17,882,922.37000000 |
| #15 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #16 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #17 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #18 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #19 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 315,742,515.58999997 | 909,714,933.87000000 |
| #20 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #21 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #22 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #23 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #24 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #25 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #26 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 791,695,769.33000004 | 113,917,340.23000000 |
| #27 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000002
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 100.00000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000003
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000002
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 130 |
| Fund Name | ProShares Russell U.S. Dividend Growers ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | TMDV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #4 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #5 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #6 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #7 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #8 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #9 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 0.00000000 |
| #10 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #11 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #12 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #13 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #14 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #15 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| #16 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 0.00000000 |
| #17 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #18 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #19 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 0.00000000 | 2,518,588.11000000 |
| #20 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #21 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #22 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #23 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #24 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #25 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #26 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 955,897.42000000 |
| #27 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.00000000
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.10077976
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.25445873
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.89922024
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.25445873
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 0.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| Exchange Record: 131 |
| Fund Name | ProShares S&P Technology Dividend Aristocrats ETF |
| Security Exchange Record | Provide the name of the national securities exchange on which the Fund’s shares are listed | Provide the Fund's ticker symbol |
|---|---|---|
| #1 | CBOE STOCK EXCHANGE | TDV |
| Instructions. The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund. |
| a. For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record | Full Name | SEC file number | CRD number | Identifying number(s) | The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period | The dollar value of the Fund shares the authorized participant redeemed during the reporting period |
|---|---|---|---|---|---|---|
| #1 | Macquarie Capital (USA) Inc | 8-47198 | 000036368 | LEI: 549300670K07JRB5UQ40 | 0.00000000 | 0.00000000 |
| #2 | Electronic Transaction Clearing Inc | 8-67790 | 000146122 | LEI: N/A | 0.00000000 | 0.00000000 |
| #3 | Jane Street Capital | 8-52275 | 000103782 | LEI: 549300ZM16HMPEPNV857 | 0.00000000 | 0.00000000 |
| #4 | Interactive Brokers | 8-47257 | 000036418 | LEI: 50OBSE5T5521O6SMZR28 | 0.00000000 | 0.00000000 |
| #5 | Goldman Sachs & Co. | 8-00129 | 000000361 | LEI: FOR8UP27PHTHYVLBNG30 | 0.00000000 | 6,692,877.41000000 |
| #6 | Citadel Securities LLC | 8-53574 | 000116797 | LEI: 12UUJYTN7D3SW8KCSG25 | 0.00000000 | 0.00000000 |
| #7 | BofA Securities, Inc | 8-69787 | 000283942 | LEI: 549300HN4UKV1E2R3U73 | 3,854,942.28000000 | 29,162,493.66000000 |
| #8 | SG Americas LLC | 8-66125 | 000128351 | LEI: 549300F35UE0BOM1WJ55 | 0.00000000 | 0.00000000 |
| #9 | Virtu Americas LLC | 8-68193 | 000149823 | LEI: 549300RA02N3BNSWBV74 | 0.00000000 | 3,495,398.23000000 |
| #10 | UBS Securities LLC | 8-22651 | 000007654 | LEI: T6FIZBDPKLYJKFCRVK44 | 0.00000000 | 0.00000000 |
| #11 | Mirae Asset Securities LLC | 8-45034 | 000030679 | LEI: 25490087B4GFZLJZE912 | 0.00000000 | 0.00000000 |
| #12 | ABN AMRO Clearing Chicago LLC | 8-34354 | 000014020 | LEI: 549300U16G4LU3V6C598 | 0.00000000 | 2,913,862.81000000 |
| #13 | BMO Capital Markets Corp. | 8-34344 | 000016686 | LEI: RUC0QBLBRPRCU4W1NE59 | 0.00000000 | 0.00000000 |
| #14 | Nomura Securities International, Inc. | 8-15255 | 000004297 | LEI: OXTKY6Q8X53C9ILVV871 | 0.00000000 | 0.00000000 |
| #15 | HRT Financial LLC | 8-68430 | 000152144 | LEI: 21380037YFKONTT23854 | 0.00000000 | 0.00000000 |
| #16 | Mizuho Securities USA Inc. | 8-37710 | 000019647 | LEI: 5493004GRDTUI7EMIZ82 | 0.00000000 | 0.00000000 |
| #17 | J.P. Morgan Securities LLC | 8-35008 | 000000079 | LEI: ZBUT11V806EZRVTWT807 | 0.00000000 | 0.00000000 |
| #18 | RBC Capital Markets LLC | 8-45411 | 000031194 | LEI: 549300LCO2FLSSVFFR64 | 0.00000000 | 7,516,434.80999999 |
| #19 | Citigroup Global Markets Inc. | 8-81770 | 000007059 | LEI: MBNUM2BPBDO7JBLYG310 | 0.00000000 | 0.00000000 |
| #20 | Wedbush Morgan Securities | 8-12987 | 000000877 | LEI: 549300CSX55MXZ47EI78 | 0.00000000 | 0.00000000 |
| #21 | TD Securities (USA) LLC | 8-36747 | 000018476 | LEI: SUVUFHICNZMP2WKHG940 | 0.00000000 | 0.00000000 |
| #22 | HSBC Securities (USA) Inc. | 8-41562 | 000019585 | LEI: CYYGQCGNHMHPSMRL3R97 | 0.00000000 | 0.00000000 |
| #23 | Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | 8-69039 | 000161014 | LEI: 5493006BWPDUCYG6EQ34 | 0.00000000 | 0.00000000 |
| #24 | Jefferies LLC | 8-15074 | 000002347 | LEI: 58PU97L1C0WSRCWADL48 | 0.00000000 | 0.00000000 |
| #25 | BNP Paribas Securities Corp. | 8-32682 | 000015794 | LEI: RCNB6OTYUAMMP879YW96 | 0.00000000 | 0.00000000 |
| #26 | Barclays Capital | 8-41342 | 000019714 | LEI: AC28XWWI3WIBK2824319 | 0.00000000 | 0.00000000 |
| #27 | Morgan Stanley & Co. | 8-15869 | 000008209 | LEI: 9R7GPTSO7KV3UQJZQ078 | 0.00000000 | 0.00000000 |
| b. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in connection with the purchase or redemption of Fund shares during the reporting period? | ☐ Yes ☒ No |
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: | |
| (for purchases) | 10,000.00000000 |
| (for redemptions, if different) | 0.00000000 |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.96264650
%
|
| ii. The standard deviation of the percentage of value composed of cash: | 0.10795119
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.03735349
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10795116
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 1.40866926
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 1.36334508
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.59133074
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.36334508
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 250.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| a. Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ☐ Yes ☒ No |
| a. Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: | ☐
i. Legal proceedings
☐ ii. Provision of financial support ☒ iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only) ☐ iv. Change in accounting principles and practices ☐ v. Information required to be filed pursuant to exemptive orders ☐ vi. Other information required to be included as an attachment pursuant to Commission rules and regulations |
| Instructions. 1. Item G.1.a.i. Legal proceedings. (a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding. (b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination. 2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support. (b) Person providing support. (c) Brief description of relationship between the person providing support and the Registrant. (d) Date support provided. (e) Amount of support. (f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI). (g) Value of security supported on date support was initiated (if applicable). (h) Brief description of reason for support. (i) Term of support. (j) Brief description of any contractual restrictions relating to support. 3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year. The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued. Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed. The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant. 4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description. 5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant. 6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations. |
| Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant | ProShares Trust |
| Date | 2025-05-31 |
| Signature | Maria Clem Sell |
| Title | Treasurer |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of ProShares Trust and Shareholders of each of funds listed in Appendix A
In planning and performing our audits of the financial statements of each of the funds listed in Appendix A (constituting ProShares Trust, hereafter collectively referred to as the "Funds"), as of and for the year ended May 31, 2025 (except as indicated in Appendix A), in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting.
The management of the Funds is responsible for establishing and
maintaining effective internal control over financial reporting.
In fulfilling this responsibility, estimates and judgments by
management are required to assess the expected benefits and
related costs of controls. A company's internal control over
financial reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting and
the preparation of financial statements for external purposes
in accordance with generally accepted accounting principles.
A company's internal control over financial reporting includes
those policies and procedures that (1) pertain to the maintenance
of records that, in reasonable detail, accurately and fairly
reflect the transactions and dispositions of the assets of the company;
(2) provide reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in
accordance with generally accepted accounting principles, and that
receipts and expenditures of the company are being made only in
accordance with authorizations of management and directors of the
company; and (3) provide reasonable assurance regarding prevention
or timely detection of unauthorized acquisition, use or disposition
of a company's assets that could have a material effect on the financial
statements.
Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.
A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis.
Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of May 31, 2025.
This report is intended solely for the information and use of the Board of Trustees of ProShares Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.
/s/PricewaterhouseCoopers LLP Columbus, Ohio July 25, 2025 |
Appendix A
Short 7-10 Year Treasury
Short 20+ Year Treasury
Short Dow30
Short Financials
Short FTSE China 50
Short High Yield
Short MidCap400
Short MSCI EAFE
Short MSCI Emerging Markets
Short QQQ
Short Real Estate
Short Russell2000
Short S&P500
Short SmallCap600
Ultra 7-10 Year Treasury
Ultra 20+ Year Treasury
Ultra Communication Services
Ultra Consumer Discretionary
Ultra Consumer Staples
Ultra Dow30
Ultra Energy
Ultra Financials
Ultra FTSE China 50
Ultra FTSE Europe
Ultra Health Care
Ultra High Yield
Ultra Industrials
Ultra Materials
Ultra MidCap400
Ultra MSCI Brazil Capped
Ultra MSCI EAFE
Ultra MSCI Emerging Markets
Ultra MSCI Japan
Ultra Nasdaq Biotechnology
Ultra Nasdaq Cloud Computing
Ultra Nasdaq Cybersecurity
Ultra QQQ
Ultra Real Estate
Ultra Russell2000
Ultra S&P500
Ultra Semiconductors
Ultra SmallCap600
Ultra Technology
Ultra Utilities
UltraPro Dow30
UltraPro MidCap400
UltraPro QQQ
UltraPro Russell2000
UltraPro S&P500
UltraPro Short 20+ Year Treasury
UltraPro Short Dow30
UltraPro Short MidCap400
UltraPro Short QQQ
UltraPro Short Russell2000
UltraPro Short S&P500
UltraShort 7-10 Year Treasury
UltraShort 20+ Year Treasury
UltraShort Consumer Discretionary
UltraShort Consumer Staples
UltraShort Dow30
UltraShort Energy
UltraShort Financials
UltraShort FTSE China 50
UltraShort FTSE Europe
UltraShort Health Care
UltraShort Industrials
UltraShort Materials
UltraShort MidCap400
UltraShort MSCI Brazil Capped
UltraShort MSCI EAFE
UltraShort MSCI Emerging Markets
UltraShort MSCI Japan
UltraShort Nasdaq Biotechnology
UltraShort QQQ
UltraShort Real Estate
UltraShort Russell2000
UltraShort S&P500
UltraShort Semiconductors
UltraShort SmallCap600
UltraShort Technology
UltraShort Utilities
Big Data Refiners ETF
Decline of the Retail Store ETF
DJ Brookfield Global Infrastructure ETF
Equities for Rising Rates ETF
Global Listed Private Equity ETF
Hedge Replication ETF
High Yield-Interest Rate Hedged
Inflation Expectations ETF
Investment Grade-Interest Rate Hedged
K-1 Free Crude Oil ETF
Large Cap Core Plus
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
MSCI Transformational Changes ETF
Nanotechnology ETF
Nasdaq-100 Dorsey Wright Momentum ETF
Nasdaq-100 High Income ETF
On-Demand ETF
Online Retail ETF
Pet Care ETF
Russell 2000 Dividend Growers ETF
Russell 2000 High Income ETF (a)
Russell U.S. Dividend Growers ETF
S&P 500 Dividend Aristocrats ETF
S&P 500 Ex-Energy ETF
S&P 500 Ex-Financials ETF
S&P 500 Ex-Health Care ETF
S&P 500 Ex-Technology ETF
S&P 500 High Income ETF (b)
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
S&P Technology Dividend Aristocrats ETF
Smart Materials ETF
Supply Chain Logistics ETF
Bitcoin & Ether Equal Weight ETF
Bitcoin & Ether Market Cap Weight ETF
Bitcoin ETF
Ether ETF
Short Bitcoin ETF
Short Ether ETF
Ultra Bitcoin ETF
Ultra Ether ETF (b)
UltraShort Bitcoin ETF
UltraShort Ether ETF (b)
(a) For the period September 4, 2024 (commencement of investment
operations) through May 31, 2025
(b) For the period June 7, 2024 (commencement of investment
operations) through May 31, 2025