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 |
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N-CEN: Filer Information
Filer CIK | 0001174610 |
Filer CCC | ******** |
Filer Investment Company Type | Form N-1A Filer (Mutual Fund) |
Is this a LIVE or TEST Filing? | ![]() ![]() |
Is this an electronic copy of an official filing submitted in paper format? | ![]() |
Would you like a Return Copy? | ![]() |
Submission Contact Information | |
Name | |
Phone | |
E-Mail Address |
Notification Information |
Notify via Filing Website only? | ![]() |
N-CEN:Series/Class (Contract) Information
All? | ![]() |
N-CEN:Part A: General Information
Item A.1. Reporting period covered.
a. Report for period ending: | 2020-05-31 |
b. Does this report cover a period of less than 12 months? | ![]() ![]() |
N-CEN:Part B: Information About the Registrant
Item B.1. Background information.
a. Full name of Registrant | ProShares Trust |
b. Investment Company Act file number ( e.g., 811-) | 811-21114 |
c. CIK | 0001174610 |
d. LEI | 5493005D9DS7C1P5AM59 |
Item B.2. Address and telephone number of Registrant.
a. Street 1 | 7501 Wisconsin Avenue |
Street 2 | Suite 1000 |
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 |
Item B.3. Location of books and records.
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: 1 | |
a. Name of person (e.g., a custodian of records) | Citi Fund Services Ohio, Inc. |
b. Street 1 | 800 Boylston Street |
Street 2 | 24th Floor |
c. City | Boston |
d. State, if applicable | MASSACHUSETTS |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Zip code and zip code extension, or foreign postal code | 02199 |
g. Telephone number (including country code if foreign) | 617-859-3417 |
h. Briefly describe the books and records kept at this location: | Records relating to its functions as regulatory administrator |
Location books Record: 2 | |
a. Name of person (e.g., a custodian of records) | SEI Investments Distribution Co. |
b. Street 1 | One Freedom Valley Drive |
Street 2 | |
c. City | Oaks |
d. State, if applicable | PENNSYLVANIA |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Zip code and zip code extension, or foreign postal code | 19456 |
g. Telephone number (including country code if foreign) | 610-676-2318 |
h. Briefly describe the books and records kept at this location: | Records relating to its functions as distributor and underwriter |
Location books Record: 3 | |
a. Name of person (e.g., a custodian of records) | JPMorgan Chase Bank, N.A. |
b. Street 1 | 70 Fargo Street |
Street 2 | |
c. City | Boston |
d. State, if applicable | MASSACHUSETTS |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Zip code and zip code extension, or foreign postal code | 02210 |
g. Telephone number (including country code if foreign) | 800-935-9935 |
h. Briefly describe the books and records kept at this location: | Records relating to its functions as administrator |
Location books Record: 4 | |
a. Name of person (e.g., a custodian of records) | ProShare Advisors LLC |
b. Street 1 | 7501 Wisconsin Avenue |
Street 2 | Suite 1000E |
c. City | Bethesda |
d. State, if applicable | MARYLAND |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Zip code and zip code extension, or foreign postal code | 20814 |
g. Telephone number (including country code if foreign) | 240-497-6400 |
h. Briefly describe the books and records kept at this location: | Records relating to its functions as advisor |
Location books Record: 5 | |
a. Name of person (e.g., a custodian of records) | JPMorgan Chase Bank, N.A. |
b. Street 1 | 4 MetroTech Center |
Street 2 | |
c. City | Brooklyn |
d. State, if applicable | NEW YORK |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Zip code and zip code extension, or foreign postal code | 11245 |
g. Telephone number (including country code if foreign) | 718-242-0609 |
h. Briefly describe the books and records kept at this location: | Records relating to its functions as custodian |
Item B.4. Initial of final filings.
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? | ![]() ![]() |
b. Is this the last filing on this form by the Registrant? | ![]() ![]() |
Item B.5. Family of investment companies.
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? | ![]() ![]() |
i. Full name of family of investment companies | ProShares Trust |
Item B.6. Organization.
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). |
Indicate the classification of the Registrant by checking the applicable item below. |
i. Total number of Series of the Registrant | 114 | |
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: 1 | ||
i. Name of the Series | ProShares UltraPro Nasdaq Biotechnology | |
ii. Series identification number | S000049733 | |
iii. Date of termination (month/year) | 04/2020 | |
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: 2 | ||
i. Name of the Series | ProShares UltraPro Short Financial Select Sector | |
ii. Series identification number | S000037031 | |
iii. Date of termination (month/year) | 04/2020 | |
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: 3 | ||
i. Name of the Series | ProShares UltraPro Financial Select Sector | |
ii. Series identification number | S000037029 | |
iii. Date of termination (month/year) | 04/2020 | |
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: 4 | ||
i. Name of the Series | ProShares Ultra Gold Miners | |
ii. Series identification number | S000048127 | |
iii. Date of termination (month/year) | 08/2019 | |
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: 5 | ||
i. Name of the Series | ProShares UltraShort Gold Miners | |
ii. Series identification number | S000048126 | |
iii. Date of termination (month/year) | 08/2019 | |
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: 6 | ||
i. Name of the Series | ProShares UltraPro Communication Services Select Sector | |
ii. Series identification number | S000062450 | |
iii. Date of termination (month/year) | 04/2020 | |
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: 7 | ||
i. Name of the Series | ProShares UltraPro Short Communication Services Select Sector | |
ii. Series identification number | S000062448 | |
iii. Date of termination (month/year) | 04/2020 | |
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: 8 | ||
i. Name of the Series | ProShares CDS Short North American HY Credit ETF | |
ii. Series identification number | S000041848 | |
iii. Date of termination (month/year) | 08/2019 | |
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: 9 | ||
i. Name of the Series | ProShares UltraPro Short Nasdaq Biotechnology | |
ii. Series identification number | S000049728 | |
iii. Date of termination (month/year) | 04/2020 |
Item B.7. Securities Act registration.
Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? | ![]() ![]() |
Item B.8. Directors.
Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
Director Record: 1 | |
a. Full Name | Russell S. Reynolds, III |
b. CRD number, if any | N/A |
c. 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))? | ![]() ![]() |
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
File Number Record: 1 | |
File Number Record: | 811-08239 |
File Number Record: 2 | |
File Number Record: | 811-21634 |
Director Record: 2 | |
a. Full Name | Michael L. Sapir |
b. CRD number, if any | N/A |
c. 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))? | ![]() ![]() |
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
File Number Record: 1 | |
File Number Record: | 811-08239 |
File Number Record: 2 | |
File Number Record: | 811-21634 |
Director Record: 3 | |
a. Full Name | Michael C. Wachs |
b. CRD number, if any | N/A |
c. 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))? | ![]() ![]() |
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
File Number Record: 1 | |
File Number Record: | 811-08239 |
File Number Record: 2 | |
File Number Record: | 811-21634 |
Director Record: 4 | |
a. Full Name | William D. Fertig |
b. CRD number, if any | N/A |
c. 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))? | ![]() ![]() |
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
File Number Record: 1 | |
File Number Record: | 811-08239 |
File Number Record: 2 | |
File Number Record: | 811-21634 |
Item B.9. Chief compliance officer.
Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
Chief compliance officer Record: 1 | |
a. Full Name | Victor M. Frye, Esq. |
b. CRD Number, if any | 001253717 |
c. Street Address 1 | 7501 Wisconsin Avenue |
Street Address 2 | |
d. City | Bethesda |
e. State, if applicable | MARYLAND |
f. Foreign country, if applicable | UNITED STATES OF AMERICA |
g. Zip code and zip code extension, or foreign postal code | 20814 |
h. Telephone number (including country code if foreign) | XXXXXX |
i. Has the chief compliance officer 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: |
CCO employer Record: 1 | |
i. Name of the person | N/A |
ii. Person's IRS Employer Identification Number | N/A |
Item B.10. Matters for security holder vote.
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. |
Were any matters submitted by the Registrant for its security holders' vote during the reporting period? | ![]() ![]() |
Item B.11. Legal proceeding.
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? | ![]() ![]() |
b. Has any proceeding previously reported been terminated? | ![]() ![]() |
Item B.12. Fidelity bond and insurance (management investment companies only).
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? | ![]() ![]() |
Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).
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? | ![]() ![]() |
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? | ![]() ![]() |
Item B.14. Provision of financial support.
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. |
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? | ![]() ![]() |
Item B.15. Exemptive orders.
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? | ![]() ![]() |
Release number Record: 1 | |
i. If yes, provide below the release number for each order | IC-30562 |
Release number Record: 2 | |
i. If yes, provide below the release number for each order | IC-27658 |
Release number Record: 3 | |
i. If yes, provide below the release number for each order | IC-28724 |
Release number Record: 4 | |
i. If yes, provide below the release number for each order | IC-30605 |
Item B.16. Principal underwriters.
a. Provide the information requested below about each principal underwriter: |
Principal underwriter Record: 1 | |
i. Full name | SEI INVESTMENTS DISTRIBUTION CO. |
ii. SEC file number (e.g., 8-) | 8-13329 |
iii. CRD number | 000010690 |
iv. LEI, if any | 5LJTIFADGZ6XH1RVOC11 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? | ![]() ![]() |
b. Have any principal underwriters been hired or terminated during the reporting period? | ![]() ![]() |
Item B.17. Independent public accountant.
Provide the following information about eachthe independent public accountant: |
Public accountant Record: 1 | |
a. Full Name | PRICEWATERHOUSECOOPERS, LLP |
b. PCAOB Number | 238 |
c. LEI, if any | 5493002GVO7EO8RNNS37 |
d. State, if applicable | MARYLAND |
e. Foreign country, if applicable | UNITED STATES OF AMERICA |
f. Has the independent public accountant changed since the last filing? | ![]() ![]() |
Item B.18. Report on internal control (management investment companies only).
Instruction. Small business investment companies are not required to respond to this item. |
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? | ![]() ![]() |
Item B.19. Audit opinion.
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? | ![]() ![]() |
Item B.20. Change in valuation methods.
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. |
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? | ![]() ![]() |
Item B.21. Change in accounting principles and practices.
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? | ![]() ![]() |
Item B.22. Net asset value error corrections (open-end management investment companies only).
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)? | ![]() ![]() |
Item B.23. Rule 19a-1 notice (management investment companies only).
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)? | ![]() ![]() |
Payment dividend series info Record: 1 | |
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
i. Series name | ProShares Ultra MSCI Japan |
ii. Series identification number | S000022304 |
N-CEN:Part C: Additional Questions for Management Investment Companies
General Instruction.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 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Financials |
ii. Class identification number, if any | C000038811 |
iii. Ticker symbol, if any | UYG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 377453.75000000 |
g. Provide the net income from securities lending activities | 1937.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 34594.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 5775.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 595.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 40964.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4206388.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13156472.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 131322235.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18250547.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 698854511.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 865790153.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 692166859.94000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 2 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short QQQ |
ii. Class identification number, if any | C000018469 |
iii. Ticker symbol, if any | PSQ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 19934.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 19934.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25722156.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BMO Nesbitt Burns Securities Ltd. |
ii. SEC file number | 8-50538 |
iii. CRD number | 000044057 |
iv. LEI, if any | M3LKFDNSJGJ7TMLH6Z15 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16936296.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 517008052.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 201357996.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3168323694.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 337172968.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 78793997.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 49700595.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31914930.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 402930134.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4832855482.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 551549733.80000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 3 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Health Care |
ii. Class identification number, if any | C000038860 |
iii. Ticker symbol, if any | RXD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6156769.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6156769.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2261677.01000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 4 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares K-1 Free Crude Oil Strategy ETF |
b. Series identication number, if any | S000054590 |
c. LEI | 549300FKX6EV0GS5PS44 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares K-1 Free Crude Oil Strategy ETF |
ii. Class identification number, if any | C000171471 |
iii. Ticker symbol, if any | OILK |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]() c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
b. If yes, provide the following information: | |
Foreign Investments Record: 1 | |
Full name of subsidiary | ProShares Cayman Crude Oil Strategy Portfolio |
LEI of subsidiary, if any | N/A |
Foreign Investments Record: 2 | |
Full name of subsidiary | ProShares Cayman Crude Oil Strategy Portfolio |
LEI of subsidiary, if any | N/A |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 28081.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2488.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 30569.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 200984004.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 200984004.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 19248937.84000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Management Investment Record: 5 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short SmallCap600 |
ii. Class identification number, if any | C000038823 |
iii. Ticker symbol, if any | SBB |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26926270.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26926270.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5585365.90000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 6 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares RAFI Long/Short |
b. Series identication number, if any | S000030517 |
c. LEI | MU5RTZU4JPSH6WGI1T21 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares RAFI Long/Short |
ii. Class identification number, if any | C000094077 |
iii. Ticker symbol, if any | RALS |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 14475.72000000 |
g. Provide the net income from securities lending activities | 780.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 7.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 16.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 353.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 376.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2726932.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11430441.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5168.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 83.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 14162624.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6328212.52000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 7 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra High Yield |
ii. Class identification number, if any | C000098413 |
iii. Ticker symbol, if any | UJB |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 290529.49000000 |
g. Provide the net income from securities lending activities | 4153.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 61666535.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 61666535.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4992193.77000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 8 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares UltraShort Consumer Goods |
b. Series identication number, if any | S000014298 |
c. LEI | RXMAZ23155OIUVZG6Z64 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Consumer Goods |
ii. Class identification number, if any | C000038857 |
iii. Ticker symbol, if any | SZK |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10129469.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 10129469.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2086878.44000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 9 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short FTSE China 50 |
ii. Class identification number, if any | C000051849 |
iii. Ticker symbol, if any | YXI |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21136107.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 21136107.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7148089.51000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 10 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Investment Grade-Interest Rate Hedged |
ii. Class identification number, if any | C000132381 |
iii. Ticker symbol, if any | IGHG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 528043.36000000 |
g. Provide the net income from securities lending activities | 14750.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Gross commissions paid by the Fund for the reporting period | 4473.00000000 |
Brokers Record: 2 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 22837.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 27310.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20350540.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 33584026.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5493203.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8415336.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4862637.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Jane Street Execution Services, LLC |
ii. SEC file number | 8-69254 |
iii. CRD number | 000167280 |
iv. LEI, if any | 549300HXJLXCPDWAH070 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4763524.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18452630.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25273736.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 470228668.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Pershing LLC |
ii. SEC file number | 8-17574 |
iii. CRD number | 000007560 |
iv. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
v. State, if applicable | NEW JERSEY |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31654093.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 646168845.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 270429629.21000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 11 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares MSCI EAFE Dividend Growers ETF |
ii. Class identification number, if any | C000144590 |
iii. Ticker symbol, if any | EFAD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2383.37000000 |
g. Provide the net income from securities lending activities | 0.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | Bank Leumi le-Israel B.M. |
ii. LEI, if any | 7JDSZWRGUQY2DSTWCR57 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ISRAEL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | Santander Securities Services, S.A. |
ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SPAIN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | HONG KONG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | LUXEMBOURG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | DBS Bank Ltd |
ii. LEI, if any | ATUEL7OJR5057F2PV266 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SINGAPORE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NORWAY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | Mizuho Bank, Ltd. |
ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
iii. State, if applicable | |
iv. Foreign country, if applicable | JAPAN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRALIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 16 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 17 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 18 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 19 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 95980020140005970915 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWEDEN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 20 | |
i. Full name | UniCredit Bank Austria AG |
ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 21 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | DENMARK |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 22 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 23 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NEW ZEALAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 39911.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 39911.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39293664.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3404803.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1485570.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 44184037.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 123392930.98000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 12 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Russell 2000 Dividend Growers ETF |
ii. Class identification number, if any | C000150378 |
iii. Ticker symbol, if any | SMDV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 17202909.71000000 |
g. Provide the net income from securities lending activities | 366091.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | MASSACHUSETTS |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 503.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1646474.00000000 |
Brokers Record: 4 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 23865.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1670844.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15775237.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 19365966.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42801423.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 174162385.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 183471539.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 135847321.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 49324986.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13568846.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 634317703.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 694006540.88000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 13 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short MSCI EAFE |
ii. Class identification number, if any | C000051872 |
iii. Ticker symbol, if any | EFZ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 659679.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3248671.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13199039.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 338907271.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2876985.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6564465.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 578564.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4889846.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 577855.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 371502375.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 33531830.02000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 14 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Short Term USD Emerging Markets Bond ETF |
b. Series identication number, if any | S000042878 |
c. LEI | 5493009JO26YXJDBX495 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Term USD Emerging Markets Bond ETF |
ii. Class identification number, if any | C000132844 |
iii. Ticker symbol, if any | EMSH |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | UniCredit Capital Markets LLC |
ii. SEC file number | 8-23081 |
iii. CRD number | 000007789 |
iv. LEI, if any | 2ZCNRR8UK83OBTEK2170 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 200200.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3976263.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 215510.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | MarketAxess Corporation |
ii. SEC file number | 8-50727 |
iii. CRD number | 000044542 |
iv. LEI, if any | GPSMMRI21JE7ZCVYF972 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3413309.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Santander Investment Securities Inc. |
ii. SEC file number | 8-47664 |
iii. CRD number | 000037216 |
iv. LEI, if any | 549300FT36TF8GQFTL08 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 160505.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 128250.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 212960.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 797561.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Millennium Advisors, LLC |
ii. SEC file number | 8-68349 |
iii. CRD number | 000151236 |
iv. LEI, if any | 254900E1P6Z2XZYSA163 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 126448.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27792.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9258799.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7411588.47000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 15 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro S&P500 |
ii. Class identification number, if any | C000074109 |
iii. Ticker symbol, if any | UPRO |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 348309.33000000 |
g. Provide the net income from securities lending activities | 2090.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 50526.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 36302.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 270671.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 357499.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4529456735.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 793253795.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1209.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 299958416.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 210630575.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10479880.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1128281488.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 195080520.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 7167142618.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1287565757.08000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 16 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort MSCI Brazil Capped |
ii. Class identification number, if any | C000063928 |
iii. Ticker symbol, if any | BZQ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1202002.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1005985.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 386615458.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4046821.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 741828.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9282868.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6906677.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17311237.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3197830.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 430310706.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 29445769.97000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 17 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Online Retail ETF |
ii. Class identification number, if any | C000204726 |
iii. Ticker symbol, if any | ONLN |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2244324.11000000 |
g. Provide the net income from securities lending activities | 79419.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1492.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 5370.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 6862.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14982818.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 51488480.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14574204.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13966691.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2550224.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21164425.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 118726842.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 37369762.72000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 18 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Real Estate |
ii. Class identification number, if any | C000038841 |
iii. Ticker symbol, if any | REK |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 48655350.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 48655350.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 11089494.75000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 19 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Short Oil & Gas |
b. Series identication number, if any | S000014279 |
c. LEI | 180QDS7TK7UI3CLXNZ48 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Oil & Gas |
ii. Class identification number, if any | C000038838 |
iii. Ticker symbol, if any | DDG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11001128.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 11001128.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2529732.62000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 20 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra MidCap400 |
ii. Class identification number, if any | C000018463 |
iii. Ticker symbol, if any | MVV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 810924.62000000 |
g. Provide the net income from securities lending activities | 11754.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1530.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 111.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 19593.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 21234.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13787545.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38690512.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 353.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28914774.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31224378.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 314699227.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 427316789.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 126195940.70000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 21 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Dow30 |
ii. Class identification number, if any | C000018468 |
iii. Ticker symbol, if any | DOG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 14015.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 14015.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26937179.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22871749.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 300148588.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 136727028.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1747622593.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11970666.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 252641996.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BMO Nesbitt Burns Securities Ltd. |
ii. SEC file number | 8-50538 |
iii. CRD number | 000044057 |
iv. LEI, if any | M3LKFDNSJGJ7TMLH6Z15 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4980923.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9894584.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 171566148.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2686359953.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 291947054.33000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 22 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares MSCI Europe Dividend Growers ETF |
ii. Class identification number, if any | C000144592 |
iii. Ticker symbol, if any | EUDV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2372.58000000 |
g. Provide the net income from securities lending activities | 4.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | DENMARK |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NORWAY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWEDEN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | Santander Securities Services, S.A. |
ii. LEI, if any | 95980020140005970915 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SPAIN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2990.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2990.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2050873.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1245128.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3296001.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8158427.95000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 23 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra 20+ Year Treasury |
ii. Class identification number, if any | C000082081 |
iii. Ticker symbol, if any | UBT |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 105342.00000000 |
Brokers Record: 2 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 484.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 105826.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2620249.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 73955.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 266260763.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9730369.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 278685336.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 41002255.53000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 24 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort MSCI Emerging Markets |
ii. Class identification number, if any | C000051857 |
iii. Ticker symbol, if any | EEV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6824574.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3981884.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 281519.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1279941.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1392383.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2659617.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 324610.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 464070.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 104563742.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 121772340.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 18700921.71999999 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 25 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Hedge Replication ETF |
ii. Class identification number, if any | C000096244 |
iii. Ticker symbol, if any | HDG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1839.54000000 |
g. Provide the net income from securities lending activities | 11.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 499.00000000 |
Brokers Record: 2 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 169.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 870.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1538.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 115907178.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46984082.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 90140941.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 116433826.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 159455516.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11489.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 120737306.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 498647.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 650168985.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 31687588.21000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 26 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro QQQ |
ii. Class identification number, if any | C000074098 |
iii. Ticker symbol, if any | TQQQ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5594299.05000000 |
g. Provide the net income from securities lending activities | 27666.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 852824.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 130211.00000000 |
Brokers Record: 3 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 108479.00000000 |
Brokers Record: 4 | |
i. Full name of broker | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 582.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1092096.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 499904428.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 85126836.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3438652869.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 499899417.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 397006804.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4596781885.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 629470220.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16738662092.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26885504551.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4160342000.54000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 27 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Ex-Health Care ETF |
ii. Class identification number, if any | C000160296 |
iii. Ticker symbol, if any | SPXV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1145.27000000 |
g. Provide the net income from securities lending activities | 8.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 20.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 20.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 680794.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 134812.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23416.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 839022.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1735149.49000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 28 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort S&P500 |
ii. Class identification number, if any | C000018470 |
iii. Ticker symbol, if any | SDS |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 38018.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 38018.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7973208582.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 136740073.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 668608092.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27946287.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 214130185.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1213087581.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 53888534.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1566713965.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46509558.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 919986692.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12839746739.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1171998862.98000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 29 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Telecommunications |
b. Series identication number, if any | S000014261 |
c. LEI | MRQ4JPGFGVU5YUA1O213 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Telecommunications |
ii. Class identification number, if any | C000038820 |
iii. Ticker symbol, if any | LTL |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2170.87000000 |
g. Provide the net income from securities lending activities | 23.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 9.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 34.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 258.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 301.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 147.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 633.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1997396.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1854647.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3852849.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1178345.29000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 30 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short MidCap400 |
ii. Class identification number, if any | C000018467 |
iii. Ticker symbol, if any | MYY |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 503.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 503.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 143263500.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 143263500.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 16202979.68000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 31 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra MSCI Emerging Markets |
ii. Class identification number, if any | C000063941 |
iii. Ticker symbol, if any | EET |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106294459.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 106294459.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 38218526.87000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 32 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short QQQ |
ii. Class identification number, if any | C000074099 |
iii. Ticker symbol, if any | SQQQ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 59746.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 59746.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 849385137.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1964842787.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 151784083.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11252169041.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 67898808.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1526676507.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 33933107.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 53442870.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 277838107.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1393469457.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 17577416801.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1184522626.80000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 33 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Semiconductors |
ii. Class identification number, if any | C000038817 |
iii. Ticker symbol, if any | USD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 141.16000000 |
g. Provide the net income from securities lending activities | 1.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 28.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1302.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 6767.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8097.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 51407749.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 126320287.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5590087.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7610632.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 190928755.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 69264953.20000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 34 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P MidCap 400 Dividend Aristocrats ETF |
ii. Class identification number, if any | C000150377 |
iii. Ticker symbol, if any | REGL |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 20079184.07000000 |
g. Provide the net income from securities lending activities | 251367.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | MASSACHUSETTS |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 16687.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1440.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 44452.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 62579.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 61506608.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20100370.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 150294209.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 44456089.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 855176.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 115517759.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 34936689.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 427666900.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 693798023.99000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 35 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra MSCI Japan |
ii. Class identification number, if any | C000063942 |
iii. Ticker symbol, if any | EZJ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8677430.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 8677430.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4915777.53000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 36 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Basic Materials |
b. Series identication number, if any | S000014313 |
c. LEI | 57BSEOSJBOOM11VOKX24 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Basic Materials |
ii. Class identification number, if any | C000038872 |
iii. Ticker symbol, if any | UYM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 238015.08000000 |
g. Provide the net income from securities lending activities | 1489.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1501.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 31.00000000 |
Brokers Record: 3 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 167.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1699.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 630605.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2100248.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38381674.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13235320.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 54347874.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 36422441.31000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 37 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short 20+ Year Treasury |
ii. Class identification number, if any | C000074107 |
iii. Ticker symbol, if any | TTT |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 461.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 461.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2175912.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 975047.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 276671546.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14734850.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20520703.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1347628.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7402136.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3541436.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 839619.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 328208877.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 27807146.58000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 38 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort FTSE Europe |
ii. Class identification number, if any | C000063930 |
iii. Ticker symbol, if any | EPV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3223840.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2319094.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5936414.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1046597.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 89086794.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1180614.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 320776.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 253861.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 413172.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 103781162.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 16348585.73000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 39 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Consumer Services |
b. Series identication number, if any | S000014251 |
c. LEI | DOJG9Y6Y2TYRZTWXFM85 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Consumer Services |
ii. Class identification number, if any | C000038810 |
iii. Ticker symbol, if any | UCC |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 33142.39000000 |
g. Provide the net income from securities lending activities | 663.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1845.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 806.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 28.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2679.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2661509.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2439272.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 357.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 139.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | BNP Paribas Securities Corp. |
ii. SEC file number | 8-32682 |
iii. CRD number | 000015794 |
iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5193909.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23006419.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5205275.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 38506880.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 21587431.40000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 40 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort MidCap400 |
ii. Class identification number, if any | C000018460 |
iii. Ticker symbol, if any | MZZ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 124.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 124.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15817055.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 15817055.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3640748.90000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 41 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short High Yield |
ii. Class identification number, if any | C000051853 |
iii. Ticker symbol, if any | SJB |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5622332.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 900163198.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 90005752.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 97428095.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1975574.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 30025081.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 44885703.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6974331.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15321484.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1192401550.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 119941243.80000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 42 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Dividend Aristocrats ETF |
ii. Class identification number, if any | C000131287 |
iii. Ticker symbol, if any | NOBL |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2710934.15000000 |
g. Provide the net income from securities lending activities | 13928.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 250320.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 38444.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 288764.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1133122945.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 920956710.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1181960560.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 446744178.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 66071541.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14903409.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 97015874.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20805481.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 112154338.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 50088349.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4043823385.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5591626577.59000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 43 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Managed Futures Strategy ETF |
b. Series identication number, if any | S000051124 |
c. LEI | 549300N69GB3T1XQ2223 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Managed Futures Strategy ETF |
ii. Class identification number, if any | C000161021 |
iii. Ticker symbol, if any | FUT |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]() c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
b. If yes, provide the following information: | |
Foreign Investments Record: 1 | |
Full name of subsidiary | Cayman Portfolio I |
LEI of subsidiary, if any | N/A |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2426.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2426.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16095103.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9114531.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 25209634.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3152590.67000000 |
b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Management Investment Record: 44 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Ex-Energy ETF |
ii. Class identification number, if any | C000160294 |
iii. Ticker symbol, if any | SPXE |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 5415.14000000 |
g. Provide the net income from securities lending activities | 51.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 84.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 87.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 657852.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12730.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8836670.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 643216.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1096914.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 11247382.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 10894765.75000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 45 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra 7-10 Year Treasury |
ii. Class identification number, if any | C000082080 |
iii. Ticker symbol, if any | UST |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 321575.85000000 |
g. Provide the net income from securities lending activities | 1621.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 14814.00000000 |
Brokers Record: 2 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 147.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 14961.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 148996177.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 148996177.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 33131539.69000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 46 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short S&P500 |
ii. Class identification number, if any | C000074101 |
iii. Ticker symbol, if any | SPXU |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 37967.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 37967.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 499155933.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1416358199.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28695964.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 83839837.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6894681136.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 124447910.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 35922266.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 606638941.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 827817000.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16967806.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 10540502417.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 772871308.66000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 47 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra FTSE Europe |
ii. Class identification number, if any | C000088640 |
iii. Ticker symbol, if any | UPV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12904776.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 12904776.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4807214.74000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 48 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Industrials |
ii. Class identification number, if any | C000038813 |
iii. Ticker symbol, if any | UXI |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9037.50000000 |
g. Provide the net income from securities lending activities | 166.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 44.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 501.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 690.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1235.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3619682.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1892203.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20880972.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 221.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26393078.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 18648250.72999999 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 49 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra MSCI Brazil Capped |
ii. Class identification number, if any | C000088638 |
iii. Ticker symbol, if any | UBR |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28183638.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 28183638.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6052247.46000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 50 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short MidCap400 |
ii. Class identification number, if any | C000074102 |
iii. Ticker symbol, if any | SMDD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 177.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 177.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 74816720.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 74816720.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5432429.84000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 51 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Russell2000 |
ii. Class identification number, if any | C000038807 |
iii. Ticker symbol, if any | UWM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3887703.08000000 |
g. Provide the net income from securities lending activities | 166190.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 8034.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 759.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 22343.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 31136.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8803690.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54974106.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11544925.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5491.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3477661.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 501620272.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 49096178.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 629522323.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 153754404.64000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 52 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro MidCap400 |
ii. Class identification number, if any | C000074110 |
iii. Ticker symbol, if any | UMDD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 128839.53000000 |
g. Provide the net income from securities lending activities | 1950.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 20.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2179.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 401.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2600.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 33812292.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1259.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12393342.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 46206893.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 20196984.01000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 53 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Russell2000 |
ii. Class identification number, if any | C000038822 |
iii. Ticker symbol, if any | RWM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 17354.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17354.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 50831302.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 311003399.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 198470800.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1961250883.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 29924820.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11874336.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | BMO Nesbitt Burns Securities Ltd. |
ii. SEC file number | 8-50538 |
iii. CRD number | 000044057 |
iv. LEI, if any | M3LKFDNSJGJ7TMLH6Z15 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6973397.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 91717401.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15967734.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 258583929.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2938594166.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 325221126.46000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 54 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra FTSE China 50 |
ii. Class identification number, if any | C000063937 |
iii. Ticker symbol, if any | XPP |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106733992.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 106733992.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 29262305.32000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 55 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra SmallCap600 |
ii. Class identification number, if any | C000038818 |
iii. Ticker symbol, if any | SAA |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 291680.29000000 |
g. Provide the net income from securities lending activities | 5897.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 189.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2009.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2198.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8694.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39040768.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6111136.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 45160598.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 21564885.61000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 56 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Merger ETF |
ii. Class identification number, if any | C000115055 |
iii. Ticker symbol, if any | MRGR |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | FirstRand Bank Limited |
ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SOUTH AFRICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CZECHIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NEW ZEALAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | Santander Securities Services, S.A. |
ii. LEI, if any | 95980020140005970915 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SPAIN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | UniCredit Bank Austria AG |
ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | DBS Bank Ltd |
ii. LEI, if any | ATUEL7OJR5057F2PV266 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SINGAPORE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PHILIPPINES |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRALIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 16 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 17 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 18 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | HONG KONG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 19 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 20 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWEDEN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 21 | |
i. Full name | Royal Bank of Canada |
ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 22 | |
i. Full name | Mizuho Bank, Ltd. |
ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
iii. State, if applicable | |
iv. Foreign country, if applicable | JAPAN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 23 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | DENMARK |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 24 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 25 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NORWAY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2881.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2881.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24727990.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1799648.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 566101.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 812671.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 697978.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 28604388.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5599368.24000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 57 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Nasdaq Biotechnology |
ii. Class identification number, if any | C000051854 |
iii. Ticker symbol, if any | BIS |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1963247.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 659755.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 116668844.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10262976.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1508877.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 544909.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 447467.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3827581.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5845056.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 141728712.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 20885734.63000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 58 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Long Online/Short Stores ETF |
ii. Class identification number, if any | C000195298 |
iii. Ticker symbol, if any | CLIX |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3037616.48000000 |
g. Provide the net income from securities lending activities | 114528.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 8310.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3100.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 11410.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24771193.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 97971136.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15976991.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 55388855.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45969189.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 240077364.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 58489239.88000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 59 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Dow30 |
ii. Class identification number, if any | C000074108 |
iii. Ticker symbol, if any | UDOW |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3309.53000000 |
g. Provide the net income from securities lending activities | 9.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 19519.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1863.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 101869.00000000 |
Brokers Record: 4 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 14500.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 137751.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 359181451.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45835689.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 430819666.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 279890240.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 182505445.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1802095789.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3100328280.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 462584402.39000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 60 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort QQQ |
ii. Class identification number, if any | C000018462 |
iii. Ticker symbol, if any | QID |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 19713.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 19713.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2199327362.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15833841.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 35943116.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 176481668.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 201592939.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 298764329.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 58776471.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11976980.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 224370540.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17966267.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3242029487.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 312664141.42000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 61 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort 20+ Year Treasury |
ii. Class identification number, if any | C000051863 |
iii. Ticker symbol, if any | TBT |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 10999.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 10999.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 88792167.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45914936.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 424891790.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 19998889.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 126450630.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40572390.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 736974481.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4126194487.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 386075921.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 648427287.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6681184692.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 631694290.01000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 62 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Financials |
ii. Class identification number, if any | C000038859 |
iii. Ticker symbol, if any | SKF |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 831335.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 468211.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1786589.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4679901.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2406665.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6507384.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 165480026.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11416928.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 665613.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 194242652.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 30511539.15000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 63 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort FTSE China 50 |
ii. Class identification number, if any | C000051861 |
iii. Ticker symbol, if any | FXP |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 574892.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3252534.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 958081.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2604744.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4828346.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 244105414.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13326245.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 878791.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8662260.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 279191307.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 42313547.62000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 64 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Utilities |
ii. Class identification number, if any | C000038821 |
iii. Ticker symbol, if any | UPW |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 112.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 890.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 6.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1008.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 66.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27781966.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2648977.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31305755.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 61736764.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 24827002.98999999 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 65 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Financials |
ii. Class identification number, if any | C000038835 |
iii. Ticker symbol, if any | SEF |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3039262.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 324982.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8195894.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1145757.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 424788.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4626096.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 131751614.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 723551.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1661958.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 151893902.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 21190841.32000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 66 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Utilities |
ii. Class identification number, if any | C000038869 |
iii. Ticker symbol, if any | SDP |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21667704.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 21667704.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3899112.33000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 67 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Technology |
ii. Class identification number, if any | C000038819 |
iii. Ticker symbol, if any | ROM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 484709.29000000 |
g. Provide the net income from securities lending activities | 10995.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1176.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 20814.00000000 |
Brokers Record: 3 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2760.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 24750.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 41.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 529755847.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7747217.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 192321583.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17408952.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3209715.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28711688.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 779155043.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 370586674.72000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 68 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Dow30 |
ii. Class identification number, if any | C000018461 |
iii. Ticker symbol, if any | DXD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 11635.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 11635.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15896391.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8983134.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7916921.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5988490.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18963055.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 61833300.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 87752448.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 166412154.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 126693638.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1152802863.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1653242394.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 172462714.34000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 69 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Real Estate |
ii. Class identification number, if any | C000038865 |
iii. Ticker symbol, if any | SRS |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1855860.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 152364186.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3545899.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1391191.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 729539.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 402029.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9310968.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5159549.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 567544.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 175326765.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 24891397.87000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 70 |
Item C.1. Background information.
a. Full Name of the Fund | 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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | High Yield-Interest Rate Hedged |
ii. Class identification number, if any | C000123089 |
iii. Ticker symbol, if any | HYHG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 334560.93000000 |
g. Provide the net income from securities lending activities | 4783.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Gross commissions paid by the Fund for the reporting period | 1494.00000000 |
Brokers Record: 2 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 9432.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 10926.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Jane Street Execution Services, LLC |
ii. SEC file number | 8-69254 |
iii. CRD number | 000167280 |
iv. LEI, if any | 549300HXJLXCPDWAH070 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9249268.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2148036.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Pershing LLC |
ii. SEC file number | 8-17574 |
iii. CRD number | 000007560 |
iv. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
v. State, if applicable | NEW JERSEY |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 29507749.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10358384.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5510280.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7330147.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Jefferies LLC |
ii. SEC file number | 8-15074 |
iii. CRD number | 000002347 |
iv. LEI, if any | 58PU97L1C0WSRCWADL48 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3829175.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6145018.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 131750177.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10387786.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 224629412.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 110403389.08000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 71 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Russell2000 |
ii. Class identification number, if any | C000074111 |
iii. Ticker symbol, if any | URTY |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1704887.55000000 |
g. Provide the net income from securities lending activities | 82142.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 469.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 27275.00000000 |
Brokers Record: 3 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 7846.00000000 |
Brokers Record: 4 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1837.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 37427.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8454542.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 108303580.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 34362431.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28252.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 477914181.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 145826608.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 774889594.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 94669824.61000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 72 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares UltraShort Consumer Services |
b. Series identication number, if any | S000014299 |
c. LEI | C52L906VB1MRG2CNI959 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Consumer Services |
ii. Class identification number, if any | C000038858 |
iii. Ticker symbol, if any | SCC |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10381525.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 10381525.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1124230.01000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 73 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares MSCI Emerging Markets Dividend Growers ETF |
ii. Class identification number, if any | C000144591 |
iii. Ticker symbol, if any | EMDV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 | 4.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | UniCredit Bank Czech Republic and Slovakia, a.s. |
ii. LEI, if any | KR6LSKV3BTSJRD41IF75 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CZECHIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | Citibank A.S. |
ii. LEI, if any | CWZ8NZDH5SKY12Q4US31 |
iii. State, if applicable | |
iv. Foreign country, if applicable | TURKEY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | HSBC Bank Middle East Limited |
ii. LEI, if any | 549300F99IL9YJDWH369 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED ARAB EMIRATES |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | HUNGARY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | Citibank, N.A. |
ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
iii. State, if applicable | |
iv. Foreign country, if applicable | EGYPT |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | HSBC Bank Middle East Limited |
ii. LEI, if any | 549300F99IL9YJDWH369 |
iii. State, if applicable | |
iv. Foreign country, if applicable | QATAR |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | Standard Chartered Bank (Thai) Public Company Limited |
ii. LEI, if any | 549300O1LQYCQ7G1IM57 |
iii. State, if applicable | |
iv. Foreign country, if applicable | THAILAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | Bank Handlowy w. Warszawie S.A. |
ii. LEI, if any | XLEZHWWOI4HFQDGL4793 |
iii. State, if applicable | |
iv. Foreign country, if applicable | POLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | HSBC Bank Argentina S.A. |
ii. LEI, if any | 549300K52NF2S4SQDO82 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ARGENTINA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | J.P. Morgan Bank International LLC |
ii. LEI, if any | 549300B831LSRSI6RA15 |
iii. State, if applicable | |
iv. Foreign country, if applicable | RUSSIAN FEDERATION |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | FirstRand Bank Limited |
ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SOUTH AFRICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 16 | |
i. Full name | HSBC Bank (China) Company Limited |
ii. LEI, if any | 2CZOJRADNJXBLT55G526 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CHINA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 17 | |
i. Full name | Banco Nacional de Mexico, S.A. |
ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
iii. State, if applicable | |
iv. Foreign country, if applicable | MEXICO |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 18 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 19 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | INDIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 20 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | TAIWAN (PROVINCE OF CHINA) |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 21 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 22 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | LUXEMBOURG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 23 | |
i. Full name | Standard Chartered Bank Korea Limited |
ii. LEI, if any | NUXTG47HHHM1K2L0SG39 |
iii. State, if applicable | |
iv. Foreign country, if applicable | KOREA (THE REPUBLIC OF) |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 24 | |
i. Full name | Santander Securities Services, S.A. |
ii. LEI, if any | 95980020140005970915 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SPAIN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 25 | |
i. Full name | HSBC France Athens Branch |
ii. LEI, if any | MP6I5ZYZBEU3UXPYFY54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GREECE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 26 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 27 | |
i. Full name | J.P. Morgan S.A. DTVM |
ii. LEI, if any | 5493001LS7J56NZZ3G07 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BRAZIL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 28 | |
i. Full name | Cititrust Colombia S.A. |
ii. LEI, if any | 549300242J3IJCOSGI49 |
iii. State, if applicable | |
iv. Foreign country, if applicable | COLOMBIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 29 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | HONG KONG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 30 | |
i. Full name | PT Bank HSBC Indonesia |
ii. LEI, if any | 213800HW5IDIRLWH1203 |
iii. State, if applicable | |
iv. Foreign country, if applicable | INDONESIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 31 | |
i. Full name | UniCredit Bank Austria AG |
ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 32 | |
i. Full name | HSBC Bank Malaysia Berhad |
ii. LEI, if any | P3RPN9OJFCXUPJWB1Q09 |
iii. State, if applicable | |
iv. Foreign country, if applicable | MALAYSIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 33 | |
i. Full name | Banco Santander Chile |
ii. LEI, if any | 3YJP8HORPAEXJ80D6368 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CHILE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 34 | |
i. Full name | The Hongkong and Shanghai Banking Corporation Limited |
ii. LEI, if any | 2HI3YI5320L3RW6NJ957 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PHILIPPINES |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 35 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 36 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 37 | |
i. Full name | Citibank del Peru S.A. |
ii. LEI, if any | MYTK5NHHP1G8TVFGT193 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PERU |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 21836.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Euroclear Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | 549300OZ46BRLZ8Y6F65 |
v. State, if applicable | |
vi. Foreign country, if applicable | BELGIUM |
vii. Gross commissions paid by the Fund for the reporting period | 31.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 21867.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2035264.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8504685.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5604853.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 16144802.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 23319002.72000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 74 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Ex-Technology ETF |
ii. Class identification number, if any | C000160299 |
iii. Ticker symbol, if any | SPXT |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1512.36000000 |
g. Provide the net income from securities lending activities | 16.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 5.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 36.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 41.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2681951.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 339163.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24178.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3045292.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 3373891.39000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 75 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares S&P 500 Bond ETF |
b. Series identication number, if any | S000053144 |
c. LEI | 549300GZB93BVBW9JV88 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Bond ETF |
ii. Class identification number, if any | C000167248 |
iii. Ticker symbol, if any | SPXB |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9135.01000000 |
g. Provide the net income from securities lending activities | 53.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2641775.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 705225.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1174329.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9718373.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1437325.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10451771.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3272156.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1203244.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 902665.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Pershing LLC |
ii. SEC file number | 8-17574 |
iii. CRD number | 000007560 |
iv. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
v. State, if applicable | NEW JERSEY |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13854005.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 47991144.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 27855226.13000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 76 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | S&P Technology Dividend Aristocrats ETF |
ii. Class identification number, if any | C000214314 |
iii. Ticker symbol, if any | TDV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 112288.81000000 |
g. Provide the net income from securities lending activities | 784.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | MASSACHUSETTS |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Refinitiv Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 617.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1576.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2193.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3563632.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5775657.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citadel Securities LLC |
ii. SEC file number | 8-53574 |
iii. CRD number | 000116797 |
iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
v. State, if applicable | ILLINOIS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12563535.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4935817.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2604471.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1063150.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1541276.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BNP Paribas Securities Corp. |
ii. SEC file number | 8-32682 |
iii. CRD number | 000015794 |
iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4077105.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 36124643.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 21295834.46000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 77 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares UltraShort Communication Services Select Sector |
b. Series identication number, if any | S000062447 |
c. LEI | 549300NP3NUV4NKWZU06 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Communication Services Select Sector |
ii. Class identification number, if any | C000202605 |
iii. Ticker symbol, if any | YCOM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4690219.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4690219.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 916952.94000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 78 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short 7-10 Year Treasury |
ii. Class identification number, if any | C000051850 |
iii. Ticker symbol, if any | TBX |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 81.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 81.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 564537.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 96475739.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1532079.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8816538.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 405980.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1514064.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3308735.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4991636.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 117609308.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 21228987.47000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 79 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Pet Care ETF |
ii. Class identification number, if any | C000202974 |
iii. Ticker symbol, if any | PAWZ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRALIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | Mizuho Bank, Ltd. |
ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
iii. State, if applicable | |
iv. Foreign country, if applicable | JAPAN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 8217.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8217.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7852987.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6002866.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18341037.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13718262.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 45915152.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 47187084.83000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 80 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Oil & Gas |
b. Series identication number, if any | S000014255 |
c. LEI | TDJO5587152SHBGDDZ44 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Oil & Gas |
ii. Class identification number, if any | C000038814 |
iii. Ticker symbol, if any | DIG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 114911.59712568 |
g. Provide the net income from securities lending activities | 2707.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 30.00000000 |
Brokers Record: 2 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 930.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 5421.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 6381.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 129278775.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 71270239.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42003772.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3643760.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1636646.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1724556.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 249557748.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 73838751.61000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 81 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra QQQ |
ii. Class identification number, if any | C000018465 |
iii. Ticker symbol, if any | QLD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3178444.37000000 |
g. Provide the net income from securities lending activities | 16323.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 641.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 164386.00000000 |
Brokers Record: 3 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 45734.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 210761.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 371775830.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 303896237.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 242135390.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2828027239.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 199987917.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 585096528.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4530919141.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2016519322.22000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 82 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Dow30 |
ii. Class identification number, if any | C000018464 |
iii. Ticker symbol, if any | DDM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 24308.46000000 |
g. Provide the net income from securities lending activities | 327.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 28247.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 881.00000000 |
Brokers Record: 3 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 9020.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 38148.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3669707.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2749334.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27507349.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9768941.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31296526.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38311384.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 617796520.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 731099761.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 326815597.60000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 83 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares UltraShort Basic Materials |
b. Series identication number, if any | S000014296 |
c. LEI | R66OW8FNZ14X9NKKN662 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Basic Materials |
ii. Class identification number, if any | C000038855 |
iii. Ticker symbol, if any | SMN |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22178162.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 22178162.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5892479.79000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 84 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Large Cap Core Plus |
ii. Class identification number, if any | C000059344 |
iii. Ticker symbol, if any | CSM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1242649.14000000 |
g. Provide the net income from securities lending activities | 8411.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 22769.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 7295.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 60469.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 90533.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7521223.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1263296.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 352464783.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 251233270.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 612482610.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 695577831.06000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 85 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort 7-10 Year Treasury |
ii. Class identification number, if any | C000051862 |
iii. Ticker symbol, if any | PST |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 331.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 331.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6406115.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27053409.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 49668508.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15908001.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3986799.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2164642.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 987787.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7966555.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 258130077.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 372271893.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 46014118.79999999 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 86 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort MSCI EAFE |
ii. Class identification number, if any | C000051860 |
iii. Ticker symbol, if any | EFU |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | JPMORGAN CHASE & CO. |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | 8I5DZWZKVSZI1NUHU748 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7943834 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 7943834 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2534010.07000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 87 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | Proshares Ultra Real Estate |
ii. Class identification number, if any | C000038816 |
iii. Ticker symbol, if any | URE |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 175708.03 |
g. Provide the net income from securities lending activities | 911 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 16186 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 14436 |
Brokers Record: 3 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 174 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 30796 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 97506266 |
Principal Transactions Record: 2 | |
i. Full name of dealer | VIRTU FINANCIAL BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3795856 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28223642 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 95081186 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 182213791 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 406820741 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 125541699.81000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 88 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Industrials |
ii. Class identification number, if any | C000038861 |
iii. Ticker symbol, if any | SIJ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13264908.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 13264908.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2432779.25000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 89 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Decline of the Retail Store ETF |
ii. Class identification number, if any | C000195295 |
iii. Ticker symbol, if any | EMTY |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 111608160.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 111608160.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15728301.33000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 90 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Equities for Rising Rates ETF |
ii. Class identification number, if any | C000182948 |
iii. Ticker symbol, if any | EQRR |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 15983.57000000 |
g. Provide the net income from securities lending activities | 466.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 164.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 707.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 874.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 373506.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 428683.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1114.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 675669.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1227013.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2705985.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2491593.63000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 91 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Nasdaq Biotechnology |
ii. Class identification number, if any | C000051848 |
iii. Ticker symbol, if any | BIB |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3931485.67000000 |
g. Provide the net income from securities lending activities | 130833.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1177.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1795.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 10012.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 12984.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20755839.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54869012.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | HRT Financial LLC |
ii. SEC file number | 8-68430 |
iii. CRD number | 000152144 |
iv. LEI, if any | 21380037YFKONTT23854 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 86794327.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 150.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46086053.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 139338537.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 347843918.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 180569833.35000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 92 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short MSCI Emerging Markets |
ii. Class identification number, if any | C000051870 |
iii. Ticker symbol, if any | EUM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BARCLAYS CAPITAL, INC. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38520466 |
Principal Transactions Record: 2 | |
i. Full name of dealer | GOLDMAN SACHS & CO. |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8962643 |
Principal Transactions Record: 3 | |
i. Full name of dealer | WELLS FARGO & CO. |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PBLD0EJDB5FWOLXP3B76 |
v. State, if applicable | CALIFORNIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15017976 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 446784861 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 65716846 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4975797 |
Principal Transactions Record: 7 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3965120 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3162630 |
Principal Transactions Record: 9 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1975574 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 589081913 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 76104910.17000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 93 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short Dow30 |
ii. Class identification number, if any | C000074100 |
iii. Ticker symbol, if any | SDOW |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 19000.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 19000.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 438478130.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11876426.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2882249414.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9980817.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 186495829.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13979468.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 296600920.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 51823780.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 657819178.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 30949541.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4583241952.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 369691393.01000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 94 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Semiconductors |
ii. Class identification number, if any | C000038866 |
iii. Ticker symbol, if any | SSG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 72188338.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 72188338.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 7857888.69000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 95 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraPro Short Russell2000 |
ii. Class identification number, if any | C000074103 |
iii. Ticker symbol, if any | SRTY |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 8096.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8096.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 890666749.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6574350.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5724655.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2441111.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11965221.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 77020236.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1319683.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1858104.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 85936398.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1083506507.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 86653199.89000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 96 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Russell2000 |
ii. Class identification number, if any | C000038846 |
iii. Ticker symbol, if any | TWM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 8660.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8660.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 62516793.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5704168.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5975064.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 762594956.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1975574.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9975546.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106678834.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 37891837.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 55480491.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1048793263.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 100763957.76000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 97 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Communication Services Select Sector |
b. Series identication number, if any | S000062449 |
c. LEI | 5493003E6JXOLN3JZT44 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Communication Services Select Sector |
ii. Class identification number, if any | C000202607 |
iii. Ticker symbol, if any | XCOM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 40.32000000 |
g. Provide the net income from securities lending activities | 0.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 232.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 47.00000000 |
Brokers Record: 3 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 161.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 440.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5819001.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4924.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 86.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 836580.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 137.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6660728.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1639956.92000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 98 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Global Listed Private Equity ETF |
ii. Class identification number, if any | C000115056 |
iii. Ticker symbol, if any | PEX |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | UniCredit Bank Austria AG |
ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | J.P. Morgan S.A. DTVM |
ii. LEI, if any | 5493001LS7J56NZZ3G07 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BRAZIL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | HSBC France Athens Branch |
ii. LEI, if any | MP6I5ZYZBEU3UXPYFY54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GREECE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | Royal Bank of Canada |
ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | FirstRand Bank Limited |
ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SOUTH AFRICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWEDEN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 16 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 17 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1210.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1210.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6630893.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 6630893.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 18465571.70000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 99 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Health Care |
ii. Class identification number, if any | C000038812 |
iii. Ticker symbol, if any | RXL |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 222476.11000000 |
g. Provide the net income from securities lending activities | 1679.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 63.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3953.00000000 |
Brokers Record: 3 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 248.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4264.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47380547.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 37.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 65.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 97260297.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 144640946.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 105036837.82999998 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 100 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short S&P500 |
ii. Class identification number, if any | C000018466 |
iii. Ticker symbol, if any | SH |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 45256.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 45256.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1476620417.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39924103.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 374515125.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1808950054.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13573696364.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 82130477.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 96785131.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1570204035.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 221543507.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3143018189.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 22411297095.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2311484467.35000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 101 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Technology |
ii. Class identification number, if any | C000038867 |
iii. Ticker symbol, if any | REW |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26437078.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26437078.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5051185.46000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 102 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short 20+ Year Treasury |
ii. Class identification number, if any | C000051851 |
iii. Ticker symbol, if any | TBF |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2620.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 2620.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | HSBC Securities (USA) Inc. |
ii. SEC file number | 8-41562 |
iii. CRD number | 000019585 |
iv. LEI, if any | CYYGQCGNHMHPSMRL3R97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5988490.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25838622.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 210106798.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1215645389.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10886549.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26945351.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 166541569.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 109656416.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13979468.00000000 |
Principal Transactions Record: 10 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 60751691.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1850325295.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 231689029.20000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 103 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra S&P500 |
ii. Class identification number, if any | C000018459 |
iii. Ticker symbol, if any | SSO |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 865350.37000000 |
g. Provide the net income from securities lending activities | 6922.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 32662.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 312907.00000000 |
Brokers Record: 3 | |
i. Full name of broker | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 55713.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 401282.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21791860.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | ABN AMRO Securities (USA) LLC |
ii. SEC file number | 8-68398 |
iii. CRD number | 000151796 |
iv. LEI, if any | 549300FIFV1CB6HD9A14 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 454697166.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 961852746.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3868.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1214450065.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 349928278.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Virtu Financial BD LLC |
ii. SEC file number | 8-68015 |
iii. CRD number | 000148390 |
iv. LEI, if any | 54930088MP91YZQJT494 |
v. State, if applicable | TEXAS |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 565985936.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5258495270.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 8827205189.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2358851858.34000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 104 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Inflation Expectations ETF |
ii. Class identification number, if any | C000107655 |
iii. Ticker symbol, if any | RINF |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4852123.75000000 |
g. Provide the net income from securities lending activities | 13325.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3089.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3089.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 93076560.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42448636.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 135525196.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 28611998.06000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 105 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Short Basic Materials |
b. Series identication number, if any | S000014272 |
c. LEI | 8R37ZBKMC6O6E0J17Z43 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Short Basic Materials |
ii. Class identification number, if any | C000038831 |
iii. Ticker symbol, if any | SBM |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4541111.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4541111.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2073101.47000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 106 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares S&P 500 Ex-Financials ETF |
ii. Class identification number, if any | C000160295 |
iii. Ticker symbol, if any | SPXN |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1383.99000000 |
g. Provide the net income from securities lending activities | 10.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 22.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 1.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 23.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20701.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1820886.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 366251.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2207838.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 2405949.92000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 107 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra MSCI EAFE |
ii. Class identification number, if any | C000063940 |
iii. Ticker symbol, if any | EFO |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | JPMORGAN CHASE & CO. |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | 8I5DZWZKVSZI1NUHU748 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23807949 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 23807949 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 5399068.66000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 108 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares U.S. Russell 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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares U.S. Russell Dividend Growers ETF |
ii. Class identification number, if any | C000214312 |
iii. Ticker symbol, if any | TMDV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 25849.82000000 |
g. Provide the net income from securities lending activities | 201.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | MASSACHUSETTS |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Refinitiv Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 45975.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 638.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 46613.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BNP Paribas Securities Corp. |
ii. SEC file number | 8-32682 |
iii. CRD number | 000015794 |
iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4045671.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-00422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3653667.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2841266.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Cowen and Company |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5655198.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14208134.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4835371.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 35239307.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 15996269.45000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 109 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares UltraShort Oil & Gas |
b. Series identication number, if any | S000014304 |
c. LEI | FQG71REHBHQSGRANGU57 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort Oil & Gas |
ii. Class identification number, if any | C000038863 |
iii. Ticker symbol, if any | DUG |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Barclays Capital, Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 879357.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1040034.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 150385573.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-00129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1778429.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 222252.00000000 |
Principal Transactions Record: 6 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 621755.00000000 |
Principal Transactions Record: 7 | |
i. Full name of dealer | Societe Generale |
ii. SEC file number | N/A |
iii. CRD number | N/A |
iv. LEI, if any | O2RNE8IBXP4R0TD8PU41 |
v. State, if applicable | |
vi. Foreign country, if applicable | FRANCE |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 222524.00000000 |
Principal Transactions Record: 8 | |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable | NORTH CAROLINA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2595494.00000000 |
Principal Transactions Record: 9 | |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5512555.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 163257973.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 17679343.62000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 110 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort MSCI Japan |
ii. Class identification number, if any | C000051858 |
iii. Ticker symbol, if any | EWV |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38625370.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 38625370.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 8474575.64000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 111 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProSharesDJ Brookfield Global Infrastructure ETF |
ii. Class identification number, if any | C000124906 |
iii. Ticker symbol, if any | TOLZ |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 33.24 |
g. Provide the net income from securities lending activities | 0 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NORWAY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 2 | |
i. Full name | Mizuho Bank, Ltd. |
ii. LEI, if any | RB0PEZSDGCO3JS6CEU02 |
iii. State, if applicable | |
iv. Foreign country, if applicable | JAPAN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 3 | |
i. Full name | J.P. Morgan S.A. DTVM |
ii. LEI, if any | 5493001LS7J56NZZ3G07 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BRAZIL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 4 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NETHERLANDS |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 5 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | BELGIUM |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 6 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ITALY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 7 | |
i. Full name | DBS Bank Ltd |
ii. LEI, if any | ATUEL7OJR5057F2PV266 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SINGAPORE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 8 | |
i. Full name | J.P. Morgan Bank Luxembourg S.A. |
ii. LEI, if any | 7W1GMC6J4KGLBBUSYP52 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FRANCE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 9 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | DENMARK |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 10 | |
i. Full name | BNP Paribas Securities Services S.C.A. |
ii. LEI, if any | 549300WCGB70D06XZS54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | PORTUGAL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 11 | |
i. Full name | UniCredit Bank Austria AG |
ii. LEI, if any | D1HEB8VEU6D9M8ZUXG17 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 12 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | NEW ZEALAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 13 | |
i. Full name | Bank Leumi le-Israel B.M. |
ii. LEI, if any | 7JDSZWRGUQY2DSTWCR57 |
iii. State, if applicable | |
iv. Foreign country, if applicable | ISRAEL |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 14 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | FINLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 15 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 16 | |
i. Full name | Royal Bank of Canada |
ii. LEI, if any | ES7IP3U3RHIGC71XBU11 |
iii. State, if applicable | |
iv. Foreign country, if applicable | CANADA (FEDERAL LEVEL) |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 17 | |
i. Full name | Nordea Bank Abp |
ii. LEI, if any | 529900ODI3047E2LIV03 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWEDEN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 18 | |
i. Full name | HSBC France Athens Branch |
ii. LEI, if any | MP6I5ZYZBEU3UXPYFY54 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GREECE |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 19 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | HONG KONG |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 20 | |
i. Full name | UBS Switzerland AG |
ii. LEI, if any | 549300WOIFUSNYH0FL22 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SWITZERLAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 21 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 22 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | AUSTRALIA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 23 | |
i. Full name | JPMorgan Chase Bank, N.A. |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | |
iv. Foreign country, if applicable | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 24 | |
i. Full name | FirstRand Bank Limited |
ii. LEI, if any | ZAYQDKTCATIXF9OQY690 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SOUTH AFRICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 25 | |
i. Full name | Deutsche Bank AG |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable | GERMANY |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Custodians Record: 26 | |
i. Full name | Santander Securities Services, S.A. |
ii. LEI, if any | 95980020140005970915 |
iii. State, if applicable | |
iv. Foreign country, if applicable | SPAIN |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 3223 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 3223 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3989276 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 59837906 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Cowen and Company. |
ii. SEC file number | 8-22522 |
iii. CRD number | 000007616 |
iv. LEI, if any | 549300WR155U7DVMIW58 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 30231894 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 94059076 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 121640543.64 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 112 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Ultra Consumer Goods |
b. Series identication number, if any | S000014250 |
c. LEI | 1M6RW6Q5D0LPJ2MSS486 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Ultra Consumer Goods |
ii. Class identification number, if any | C000038809 |
iii. Ticker symbol, if any | UGE |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 45812.51000000 |
g. Provide the net income from securities lending activities | 526.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 298.00000000 |
Brokers Record: 2 | |
i. Full name of broker | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 2.00000000 |
Brokers Record: 3 | |
i. Full name of broker | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 16.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 316.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | Deutsche Bank Securities Inc. |
ii. SEC file number | 8-17822 |
iii. CRD number | 000002525 |
iv. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 429.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7045481.00000000 |
Principal Transactions Record: 3 | |
i. Full name of dealer | Virtu Americas LLC |
ii. SEC file number | 8-68193 |
iii. CRD number | 000149823 |
iv. LEI, if any | 549300RA02N3BNSWBV74 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 805153.00000000 |
Principal Transactions Record: 4 | |
i. Full name of dealer | BofA Securities, Inc. |
ii. SEC file number | 8-69787 |
iii. CRD number | 000283942 |
iv. LEI, if any | 549300HN4UKV1E2R3U73 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 341.00000000 |
Principal Transactions Record: 5 | |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Inc. |
ii. SEC file number | 8-07221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1152225.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9003629.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6815251.98000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 113 |
Item C.1. Background information.
a. Full Name of the Fund | ProShares Morningstar Alternatives Solution ETF |
b. Series identication number, if any | S000046245 |
c. LEI | 5493000YHSGX3Z25I124 |
d. Is this the first filing on this form by the Fund? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares Morningstar Alternatives Solution ETF |
ii. Class identification number, if any | C000144553 |
iii. Ticker symbol, if any | ALTS |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
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? | ![]() ![]() |
2. The Fund was otherwise adversely impacted? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 727497.80000000 |
g. Provide the net income from securities lending activities | 28505.00000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | ICE Data Pricing & Reference Data, LLC |
ii. LEI, if any, or provide and describe other identifying number | 110037 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 109120 |
Description of other identifying number | CRD |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: 1 | |
i. Full name of broker | Susquehanna Financial Group, LLLP |
ii. SEC file number | 8-44325 |
iii. CRD number | 000035865 |
iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
v. State, if applicable | PENNSYLVANIA |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Gross commissions paid by the Fund for the reporting period | 861.00000000 |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 861.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | RBC Capital Markets, LLC |
ii. SEC file number | 8-45411 |
iii. CRD number | 000031194 |
iv. LEI, if any | 549300LCO2FLSSVFFR64 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 382388.00000000 |
Principal Transactions Record: 2 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3540622.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 3923010.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 6850145.53000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
Management Investment Record: 114 |
Item C.1. Background information.
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? | ![]() ![]() |
Item C.2. Classes of open-end management investment companies.
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: 1 | |
i. Full name of Class | ProShares UltraShort SmallCap600 |
ii. Class identification number, if any | C000038847 |
iii. Ticker symbol, if any | SDD |
Item C.3. Type of fund.
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 Fund" 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 accordance 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. |
Indicate if the Fund is any one of the types listed below. 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. ![]() ii. ![]() b. ![]()
c. ![]() d. ![]() e. ![]() f. ![]() g. ![]() h. ![]() i. ![]() ![]() |
Item C.4. Diversification.
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))? | ![]() ![]() |
Item C.5. Investments in certain foreign corporations.
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? | ![]() ![]() |
Item C.6. Securities lending.
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? | ![]() ![]() |
b. Did the Fund lend any of its securities during the reporting period? | ![]() ![]() |
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
Securities Lending Record: 1 | |
i. Full name of securities lending agent | JPMorgan Chase Bank NA |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | ![]() ![]() |
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | ![]() ![]() |
v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
Idemnity Providers Record: 1 |
1. Name of person providing indemnification | JPMorgan Chase Bank NA |
2. LEI, if any, of person providing indemnification | 7H6GLXDRUGQFU57RNE97 |
vi. Did the Fund exercise its indemnification rights during the reporting period? | ![]() ![]() |
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: 1 | |
i. Full name of cash collateral manager: | JPMorgan Chase Bank NA |
ii. LEI, if any: | 7H6GLXDRUGQFU57RNE97 |
iii. 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? | ![]() ![]() |
iv. 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): | ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
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 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Item C.8. Expense limitations.
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? | ![]() ![]() |
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | ![]() ![]() |
c. Are the fees waived subject to recoupment? | ![]() ![]() |
d. Were any expenses previously waived recouped during the period? | ![]() ![]() |
Item C.9. Investment advisers.
a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
Investment Advisers Record: 1 | |
i. Full name | PROSHARE ADVISORS LLC |
ii. SEC file number ( e.g., 801- ) | 801-13329 |
iii.CRD number | 000134155 |
iv. LEI, if any | 549300EP8KSLVZGKGX97 |
v. State, if applicable | MARYLAND |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Was the investment adviser hired during the reporting period? | ![]() ![]() |
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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
c. For each sub-adviser to the Fund, provide the information requested: |
i. Full name | |
ii. SEC file number ( e.g., 801- ), if applicable | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | ![]() ![]() |
viii. 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: |
i. Full name | |
ii. SEC file number ( e.g., 801- ) | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Termination date |
Item C.10. Transfer agents.
a. Provide the following information about each person providing transfer agency services to the Fund: |
Transfer Agents Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii.SEC file number ( e.g., 84- or 85- ) | 84-11374 |
iii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iv. State, if applicable | NEW YORK |
v. Foreign country, if applicable | UNITED STATES OF AMERICA |
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vii. Is the transfer agent a sub-transfer agent? | ![]() ![]() |
b. Has a transfer agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.11. Pricing services.
a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
Pricing Services Record: 1 | |
i. Full name | Thomson Reuters Global Markets Inc. |
ii. LEI, if any, or provide and describe other identifying number | 000109120 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 2 | |
i. Full name | Bloomberg, L.P. |
ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable | DELAWARE |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
Pricing Services Record: 3 | |
i. Full name | ICE Data Pricing & Reference Data LLC |
ii. LEI, if any, or provide and describe other identifying number | 000110037 |
Description of other identifying number | |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
b. Was a pricing service hired or terminated during the reporting period? | ![]() ![]() |
Item C.12. Custodians.
a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
Custodians Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A |
ii. LEI, if any | 7H6GLXDRUGQFU57RNE97 |
iii. State, if applicable | NEW YORK |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the custodian a sub-custodian? | ![]() ![]() |
vii. With respect to the custodian, check below to indicate the type of custody: | ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
b. Has a custodian been hired or terminated during the reporting period?* | ![]() ![]() |
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder servicing agent of the Fund: |
i. Full name | |
ii. LEI, if any, or provide and describe other identifying number | |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable | |
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | ![]() ![]() |
b. Has a shareholder servicing agent been hired or terminated during the reporting period? | ![]() ![]() |
Item C.14. Administrators.
a. Provide the following information about each administrator of the Fund: |
Administrators Record: 1 | |
i. Full name | JPMORGAN CHASE BANK, N.A. |
ii. LEI, if any, or other identifying number | 7H6GLXDRUGQFU57RNE97 |
Description of other identifying number | |
iii. State, if applicable | MASSACHUSETTS |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
Administrators Record: 2 | |
i. Full name | Citi Fund Services Ohio, Inc. |
ii. LEI, if any, or other identifying number | 549300OX9HIV34JOX333 |
Description of other identifying number | |
iii. State, if applicable | OHIO |
iv. Foreign country, if applicable | UNITED STATES OF AMERICA |
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | ![]() ![]() |
vi. Is the administrator a sub-administrator? | ![]() ![]() |
b.Has a third-party administrator been hired or terminated during the reporting period? | ![]() ![]() |
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated broker-dealer: |
a. Full name | |
b. SEC file number | |
c. CRD number | |
d. LEI, if any | |
e. State, if applicable | |
f. Foreign country, if applicable | |
g. Total commissions paid to the affiliated broker-dealer for the reporting period: |
Item C.16. Brokers.
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: |
i. Full name of broker | |
ii. SEC file number | |
iii. CRD number | |
iv. LEI, if any | |
v. State, if applicable | |
vi. Foreign country, if applicable | |
vii. Gross commissions paid by the Fund for the reporting period |
b. Aggregate brokerage commissions paid by Fund during the reporting period: | 0.00000000 |
Item C.17. Principal transactions.
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: 1 | |
i. Full name of dealer | J.P. Morgan Securities LLC |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | ZBUT11V806EZRVTWT807 |
v. State, if applicable | NEW YORK |
vi. Foreign country, if applicable | UNITED STATES OF AMERICA |
vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26049007.00000000 |
b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 26049007.00000000 |
Item C.18. Payments for brokerage and research.
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)? | ![]() ![]() |
Item C.19. Average net assets.
a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 4280820.70000000 |
b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
a. Does the Fund have available a line of credit? | ![]() ![]() |
b. Did the Fund engage in interfund lending? | ![]() ![]() |
c.Did the Fund engage in interfund borrowing? | ![]() ![]() |
Item C.21. Swing pricing.
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? | ![]() ![]() |
N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds
Exchange Record: 1 |
Fund Name | ProShares MSCI Emerging Markets Dividend Growers ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | EMDV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6529721.19000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2744554.67000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4153806.40000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 44.25230465 % |
ii. The standard deviation of the percentage of that value composed of cash: | 9.19879794 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 55.74769533 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 9.19879789 % |
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: | 42.20588070 % |
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: | 57.79411900 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 2 |
Fund Name | ProShares UltraShort Technology |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | REW |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6092905.24000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2119191.31000000 |
Authorized Participants Record: 11 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1004507.02000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 3 |
Fund Name | ProShares Ultra Health Care |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | RXL |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10657069.35000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15831094.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 38257984.77000000 |
Authorized Participants Record: 8 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 40.65133900 % |
ii. The standard deviation of the percentage of that value composed of cash: | 54.22315900 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.91443500 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.14047700 % |
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: | 0.39135000 % |
ii. The standard deviation of the percentage of that value composed of cash: | 4.17145800 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.60865000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.17145800 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 4 |
Fund Name | ProShares K-1 Free Crude Oil Strategy ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | OILK |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6273801.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1071711.56000000 |
Authorized Participants Record: 3 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7927310.43000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1490675.52000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 53941844.19000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 632116.74000000 |
Authorized Participants Record: 8 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14736417.81000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1698771.67000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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: | 0.00000062 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 5 |
Fund Name | ProShares Short Real Estate |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | REK |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2925969.72000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15218956.32000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6020696.56000000 |
Authorized Participants Record: 12 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8742005.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1333271.80000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 6 |
Fund Name | ProShares UltraPro Short Dow30 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SDOW |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 912367643.45000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 308724478.45000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 351511812.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 112095925.87000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 161113593.96000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 51678074.51000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2388292.63000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 140365307.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 93561609.10000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 7 |
Fund Name | ProShares Ultra MSCI Japan |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EZJ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 659539.99000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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: | 100.00000000 % |
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 purchased 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 purchased 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: | 250.00000000 |
2. Dollars for one or more creation units purchased 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: | 250.00000000 |
2. Dollars for one or more creation units purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 8 |
Fund Name | ProShares UltraShort Consumer Goods |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SZK |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 615887.04000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2545134.13000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3599037.22000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 9 |
Fund Name | ProShares Short FTSE China 50 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | YXI |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2864014.45000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3775935.87000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 937390.46000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2130976.31000000 |
Authorized Participants Record: 9 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1983092.79000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1962328.08000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 10 |
Fund Name | ProShares Ultra Real Estate |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | URE |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 97642486.95000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 97820544.30000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1133060.12000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2715850.58000000 |
Authorized Participants Record: 10 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1991724.97000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 26527404.85000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 96171248.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 95538259.20000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 73.78564099 % |
ii. The standard deviation of the percentage of that value composed of cash: | 48.62981100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 104.85743700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 7.83493100 % |
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: | 1.93344300 % |
ii. The standard deviation of the percentage of that value composed of cash: | 3.01603800 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.06655700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.01603800 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 11 |
Fund Name | ProShares UltraShort MSCI Japan |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EWV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1413800.19000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 734410.94000000 |
Authorized Participants Record: 12 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3072350.24000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 650007.97000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5751684.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4155801.21000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 12 |
Fund Name | ProShares Ultra 20+ Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UBT |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17591980.46000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 65738069.82000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2607309.47000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10041529.34000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14548796.66000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7943971.79000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 74444010.27000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15361231.24000000 |
Authorized Participants Record: 17 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9514644.23000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 95.78189999 % |
ii. The standard deviation of the percentage of that value composed of cash: | 20.66438400 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.49628600 % |
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: | 85.32039400 % |
ii. The standard deviation of the percentage of that value composed of cash: | 37.31490600 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 102.26728800 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 13 |
Fund Name | ProShares Short 7-10 Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TBX |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1270737.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5669755.27000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8022656.98000000 |
Authorized Participants Record: 14 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 609319.99000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3970299.30000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2392873.46000000 |
Authorized Participants Record: 19 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 14 |
Fund Name | ProShares Global Listed Private Equity ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | PEX |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 690259.29000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1294606.38000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 50.60224023 % |
ii. The standard deviation of the percentage of that value composed of cash: | 57.04431773 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.79552000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.26790186 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 15 |
Fund Name | ProShares Ultra QQQ |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | QLD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 86158607.05000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 223500416.89000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 203016714.72000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 285316172.97000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 162784587.51000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 79857072.77000000 |
Authorized Participants Record: 11 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 233602406.97000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 350821302.71000000 |
Authorized Participants Record: 14 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 33.22049299 % |
ii. The standard deviation of the percentage of that value composed of cash: | 47.09713700 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.51456000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.10802299 % |
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: | -0.25847300 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.82532300 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.25847300 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.82532300 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 16 |
Fund Name | ProShares Ultra Consumer Services |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UCC |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2736907.66000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5334612.18000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5209149.52000000 |
Authorized Participants Record: 8 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2518352.01000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5452893.18000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5174877.88000000 |
Authorized Participants Record: 19 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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: | 1.40321100 % |
ii. The standard deviation of the percentage of that value composed of cash: | 1.83339600 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.59678900 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.83339600 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 17 |
Fund Name | ProShares UltraShort Utilities |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SDP |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 290798.76000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4444786.81000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5926719.49000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 18 |
Fund Name | ProShares Ultra Russell2000 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UWM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 59006390.28000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 58017424.84000000 |
Authorized Participants Record: 12 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 96918614.82000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 51391688.50000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23189149.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52311249.91000000 |
Authorized Participants Record: 18 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 72226509.63000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 67610990.58000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 81.20773900 % |
ii. The standard deviation of the percentage of that value composed of cash: | 39.17320200 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.33052299 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.32129900 % |
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: | 77.48225999 % |
ii. The standard deviation of the percentage of that value composed of cash: | 42.45525899 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 101.32983000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.62979000 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 19 |
Fund Name | ProShares MSCI EAFE Dividend Growers ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | EFAD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1894752.35000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1555440.72000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11387665.98000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9498359.86000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1495556.12000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 1.59769744 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.96887524 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.40230271 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.96887533 % |
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: | 2.70172084 % |
ii. The standard deviation of the percentage of that value composed of cash: | 1.36883434 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.29827920 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.36883394 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 20 |
Fund Name | ProShares UltraShort Dow30 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DXD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 33868670.29000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 54786665.62000000 |
Authorized Participants Record: 2 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 204843143.52000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 127096310.52000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 49965612.34000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 26070662.53000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2642914.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 99262837.98000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 47762884.40000000 |
Authorized Participants Record: 23 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 21 |
Fund Name | ProShares Ultra Dow30 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DDM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7050106.70000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3653680.02000000 |
Authorized Participants Record: 5 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20471508.14000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 22048157.18000000 |
Authorized Participants Record: 12 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15168434.22000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 27795114.46000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 31018840.02000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 38308587.53000000 |
Authorized Participants Record: 19 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9902490.89000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9780027.09000000 |
Authorized Participants Record: 20 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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: | 0.32888600 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.03086900 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.67111400 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.03086900 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 22 |
Fund Name | ProShares UltraShort MidCap400 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | MZZ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 777566.27000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3785055.21000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1762411.27000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 23 |
Fund Name | ProShares Russell 2000 Dividend Growers ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | SMDV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10374681.44000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 32724660.16000000 |
Authorized Participants Record: 2 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11971049.84000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3920146.54000000 |
Authorized Participants Record: 6 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 34029475.68000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15615727.90000000 |
Authorized Participants Record: 10 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15941839.28000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1810703.43000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3487432.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10181432.78000000 |
Authorized Participants Record: 18 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 98660089.39000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 38135873.10000000 |
Authorized Participants Record: 24 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.49674537 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.50361887 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.50325467 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.50361885 % |
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: | 0.80471858 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.33310344 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.19528149 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.33310356 % |
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 purchased on the same day, 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 24 |
Fund Name | ProShares UltraShort S&P500 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SDS |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1366766021.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 774100547.84000000 |
Authorized Participants Record: 4 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 270440214.82000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 383233185.60000000 |
Authorized Participants Record: 16 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 167243117.96000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 105100320.07000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 671332772.15000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 194696990.52000000 |
Authorized Participants Record: 22 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7775192.50000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 25 |
Fund Name | ProShares S&P MidCap 400 Dividend Aristocrats ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | REGL |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13506499.56000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9606678.80000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 126812406.08000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23673250.84000000 |
Authorized Participants Record: 5 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28047815.59000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 33503492.26000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16156178.41000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 28303825.72000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 30261240.60000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4699658.48000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 847465.62000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.94884474 % |
ii. The standard deviation of the percentage of that value composed of cash: | 9.90669539 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.03185974 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.20329055 % |
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: | 0.02602115 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.17639643 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.97397885 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.17639638 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 26 |
Fund Name | ProShares Ultra Financials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UYG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4946663.62000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17871746.33000000 |
Authorized Participants Record: 3 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 22160797.39000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 131832297.58000000 |
Authorized Participants Record: 13 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1466765.30000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2435975.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17400437.07000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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: | -0.21649700 % |
ii. The standard deviation of the percentage of that value composed of cash: | 4.03074100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.21649700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.03074100 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 27 |
Fund Name | ProShares UltraPro Russell2000 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | URTY |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13111721.27000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 16046947.50000000 |
Authorized Participants Record: 3 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 112980073.85000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 63254770.76000000 |
Authorized Participants Record: 9 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 183851014.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 89168631.47000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 40242097.47000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52813242.68000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 69.96908799 % |
ii. The standard deviation of the percentage of that value composed of cash: | 46.13772999 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.47739599 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 8.88110599 % |
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: | 42.52949200 % |
ii. The standard deviation of the percentage of that value composed of cash: | 49.59825000 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.69373799 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.80871500 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 28 |
Fund Name | ProShares UltraShort 20+ Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TBT |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 74495006.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 354094513.53000000 |
Authorized Participants Record: 4 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9279890.21000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8692594.12000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 283750576.35000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 152937012.02000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4418021.67000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23423699.88000000 |
Authorized Participants Record: 19 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 56201531.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 34702928.03000000 |
Authorized Participants Record: 24 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 29 |
Fund Name | ProShares UltraShort FTSE China 50 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | FXP |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24335883.29000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10319693.41000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24353106.60000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 31935850.32000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9242158.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6411028.55000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 30 |
Fund Name | ProShares Ultra Telecommunications |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | LTL |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1945390.83000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1688567.81000000 |
Authorized Participants Record: 8 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | -2.84817805 % |
ii. The standard deviation of the percentage of that value composed of cash: | 5.28553614 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 102.84817850 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.28553621 % |
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 purchased on the same day, 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 purchased 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 31 |
Fund Name | ProShares Hedge Replication ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | HDG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1821616.20000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6362663.56000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9713668.51000000 |
Authorized Participants Record: 18 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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 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 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 32 |
Fund Name | ProShares Short Basic Materials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SBM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1863730.16000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 886433.92000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 33 |
Fund Name | ProShares Long Online/Short Stores ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | CLIX |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 83515106.71000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 28047249.34000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20733703.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4724944.67000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 36791666.31000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10014675.43000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16403619.21000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 12.95381795 % |
ii. The standard deviation of the percentage of that value composed of cash: | 30.86798618 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.70489827 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.97184180 % |
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: | -0.63744744 % |
ii. The standard deviation of the percentage of that value composed of cash: | 3.05993523 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.63744722 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.05993517 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 34 |
Fund Name | ProShares Decline of the Retail Store ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EMTY |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17413773.86000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3558903.09000000 |
Authorized Participants Record: 12 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32896850.38000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8102480.31000000 |
Authorized Participants Record: 24 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 35 |
Fund Name | ProShares UltraPro MidCap400 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UMDD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3718314.17000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5571785.96000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7076663.84000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 921947.30000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 44.50079000 % |
ii. The standard deviation of the percentage of that value composed of cash: | 53.17183899 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.89857700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 10.49747099 % |
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: | 1.47633100 % |
ii. The standard deviation of the percentage of that value composed of cash: | 3.09554400 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.52366899 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.09554400 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 36 |
Fund Name | ProShares UltraPro S&P500 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UPRO |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 565748252.16000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 534493635.29000000 |
Authorized Participants Record: 7 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 111962744.08000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 118572114.08000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 933753975.84000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5693444.14000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 185533350.77000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 70702519.96000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 65.85206500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 48.04363599 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.67753100 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 8.27849100 % |
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: | 0.94841600 % |
ii. The standard deviation of the percentage of that value composed of cash: | 4.32878800 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.05158400 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.32878800 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 37 |
Fund Name | ProShares Ultra 7-10 Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UST |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1519596.98000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 42426623.76000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 67023436.90000000 |
Authorized Participants Record: 14 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 30423111.85000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5098777.16000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 38 |
Fund Name | ProShares S&P 500 Ex-Financials ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXN |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1824139.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.18079247 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.03523668 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81920767 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.03523685 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 39 |
Fund Name | ProShares UltraPro Dow30 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UDOW |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 525662883.19000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 357804511.05000000 |
Authorized Participants Record: 2 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 117265693.47000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 90179521.80000000 |
Authorized Participants Record: 13 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28227888.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19787498.47000000 |
Authorized Participants Record: 18 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 174908747.95000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 96462821.44000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 193896540.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 244146865.24000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4459046.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 54.59773600 % |
ii. The standard deviation of the percentage of that value composed of cash: | 51.36014200 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 101.92345100 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 10.45457600 % |
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: | 1.15499900 % |
ii. The standard deviation of the percentage of that value composed of cash: | 4.50554500 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.84500100 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.50554500 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 40 |
Fund Name | ProShares Online Retail ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | ONLN |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13153354.59000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1115501.39000000 |
Authorized Participants Record: 11 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15299570.02000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 49548456.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2995884.32000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12361931.95000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2513249.68000000 |
Authorized Participants Record: 18 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2604441.49000000 |
Authorized Participants Record: 22 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 2.01698630 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.08584813 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.98301370 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08584813 % |
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: | 1.89043771 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.11655975 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.10956171 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11655954 % |
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 purchased on the same day, 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 41 |
Fund Name | ProShares Ultra FTSE Europe |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UPV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1373308.31000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1183385.13000000 |
Authorized Participants Record: 12 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. MORGAN CLEARING CORP |
b. SEC file number | 8-43724 |
c. CRD number | 000028432 |
d. LEI, if any | 549300BRNI54SX6NX725 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 42 |
Fund Name | ProShares UltraShort MSCI Brazil Capped |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | BZQ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3542844.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 27228856.39000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 26484295.70000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6573185.04000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4976997.84000000 |
Authorized Participants Record: 6 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10151201.28000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3653692.49000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6700757.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5030051.52000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 70368958.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 84223822.61000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 43 |
Fund Name | ProShares RAFI Long/Short |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | RALS |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 321472.67000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3474318.25000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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 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 % |
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: | 41.77079840 % |
ii. The standard deviation of the percentage of that value composed of cash: | 53.15786196 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.04867000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.67070923 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 44 |
Fund Name | ProShares UltraShort SmallCap600 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SDD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 677388.17000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1073517.96000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8406787.62000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 557657.03000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 45 |
Fund Name | ProShares S&P 500 Ex-Energy ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXE |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8853572.87000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 658910.72000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 646406.20000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.08664053 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.17094740 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91335920 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.17094733 % |
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: | 0.21028670 % |
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: | 99.78971300 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 46 |
Fund Name | ProShares Ultra FTSE China 50 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | XPP |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1467939.34000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4804614.27000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5268969.14000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4317185.53000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16371492.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23759480.19000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 47 |
Fund Name | ProShares Managed Futures Strategy ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | FUT |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 387640.34000000 |
Authorized Participants Record: 4 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3225551.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3959061.12000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1215471.85000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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 that value composed of cash: | 0.00000056 % |
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: | 0.00000102 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 48 |
Fund Name | ProShares UltraShort Nasdaq Biotechnology |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
b. Ticker. Provide the Fund's ticker symbol: | BIS |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1768668.28000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2888717.77000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5072389.81000000 |
Authorized Participants Record: 13 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9107366.52000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8444772.76000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 971711.45000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 49 |
Fund Name | ProShares Ultra MSCI Emerging Markets |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EET |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8555100.64000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13533590.83000000 |
Authorized Participants Record: 5 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5139676.03000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17562453.08000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 50 |
Fund Name | ProShares Ultra High Yield |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UJB |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1736192.72000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 51 |
Fund Name | ProShares Short QQQ |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | PSQ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 91210436.12000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 72041500.41000000 |
Authorized Participants Record: 6 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 29245194.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 130143375.33000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 244307299.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 128931167.61000000 |
Authorized Participants Record: 20 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 542840161.37000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 513598443.97000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 52 |
Fund Name | ProShares UltraPro Short S&P500 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXU |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 723514104.68000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 126204728.98000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5407206.62000000 |
Authorized Participants Record: 4 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1994939614.76000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 925009663.19000000 |
Authorized Participants Record: 9 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11820588.73000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13696578.27000000 |
Authorized Participants Record: 17 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 161624769.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 187371168.52000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 169209014.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 77495285.03000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 53 |
Fund Name | ProShares UltraShort 7-10 Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | PST |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1596344.71000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10549134.02000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7845724.75000000 |
Authorized Participants Record: 8 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 786808.60000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10386266.37000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 54 |
Fund Name | ProShares Ultra Industrials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UXI |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3751969.40000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3557996.18000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1787347.76000000 |
Authorized Participants Record: 12 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 1.00000000 % |
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 % |
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: | -3.78423500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.89988400 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 103.78423500 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.89988500 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 55 |
Fund Name | ProShares Ultra S&P500 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SSO |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 691400774.51000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1042139163.16000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 671316896.31000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 517075824.63000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 202820988.97000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 388586457.19000000 |
Authorized Participants Record: 14 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 243164138.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 225966976.23000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 46.45917500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 50.14386100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.15283800 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.36194100 % |
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: | 1.40260900 % |
ii. The standard deviation of the percentage of that value composed of cash: | 11.30641400 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81464300 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.67746200 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 56 |
Fund Name | ProShares Short 20+ Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TBF |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 105154888.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 85553414.97000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2897871.75000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 50937863.88000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 48179039.06000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 136514006.69000000 |
Authorized Participants Record: 23 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 43890969.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3073828.38000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 57 |
Fund Name | ProShares Ultra MidCap400 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | MVV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 33673954.20000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 32498181.83000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15180725.38000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2308312.85000000 |
Authorized Participants Record: 17 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50149888.09000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 71195433.88000000 |
Authorized Participants Record: 22 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8445828.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5582267.17000000 |
Authorized Participants Record: 23 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 52.66036600 % |
ii. The standard deviation of the percentage of that value composed of cash: | 50.20928000 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.18780499 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.49975400 % |
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: | 34.22272199 % |
ii. The standard deviation of the percentage of that value composed of cash: | 48.26133000 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.09585700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.88339400 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 58 |
Fund Name | ProShares UltraPro Short MidCap400 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SMDD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11624635.17000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 427433.45000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13396210.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1239297.19000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1458638.12000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 59 |
Fund Name | ProShares High Yield-Interest Rate Hedged |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | HYHG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4909599.46000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 35595227.49000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | -0.31915790 % |
ii. The standard deviation of the percentage of that value composed of cash: | 1.91858944 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.72665950 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.75390695 % |
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: | -4.00547633 % |
ii. The standard deviation of the percentage of that value composed of cash: | 5.79855719 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 102.44849733 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.90503684 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 60 |
Fund Name | ProShares UltraShort MSCI EAFE |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EFU |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1152919.81000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3329570.63000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1913507.72000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 61 |
Fund Name | ProShares Ultra Nasdaq Biotechnology |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
b. Ticker. Provide the Fund's ticker symbol: | BIB |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8932690.03000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 46867815.71000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8634485.76000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 37863700.63000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6339046.63000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 18115654.03000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25246104.45000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 61926178.21000000 |
Authorized Participants Record: 23 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 7.58497300 % |
ii. The standard deviation of the percentage of that value composed of cash: | 28.00043300 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.11627899 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.76638600 % |
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: | 1.33844299 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.75098999 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.66155700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.75098999 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 62 |
Fund Name | ProShares UltraShort Basic Materials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SMN |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1392878.50000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1403760.94000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2235043.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2362490.39000000 |
Authorized Participants Record: 16 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2653998.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2518071.62000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 63 |
Fund Name | ProShares Ultra Oil & Gas |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DIG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4879300.82000000 |
Authorized Participants Record: 2 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50560103.84000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15360982.13000000 |
Authorized Participants Record: 10 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1857781.68000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32832513.04000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8989207.97000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 0.10550699 % |
ii. The standard deviation of the percentage of that value composed of cash: | 40.57831199 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 112.84377900 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 19.37156900 % |
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: | 0.97335400 % |
ii. The standard deviation of the percentage of that value composed of cash: | 3.51970800 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.02664600 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.51970800 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 64 |
Fund Name | ProShares S&P 500 Ex-Health Care ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 680306.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | -0.07153660 % |
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: | 100.07153700 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 65 |
Fund Name | ProShares UltraPro Short Russell2000 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SRTY |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 74182154.92000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52809804.17000000 |
Authorized Participants Record: 5 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 164751254.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 40940385.43000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 51783187.17000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 29077895.52000000 |
Authorized Participants Record: 14 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 68568166.12000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 58677203.01000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 66 |
Fund Name | ProShares Short Oil & Gas |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DDG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2414205.77000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1812393.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1853088.47000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 67 |
Fund Name | ProShares S&P 500 Bond ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXB |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3831904.03000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6586632.81000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6585071.61000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4419542.26000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 50.14938915 % |
ii. The standard deviation of the percentage of that value composed of cash: | 70.49940982 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.14839500 % |
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: | 50.78446680 % |
ii. The standard deviation of the percentage of that value composed of cash: | 69.60127453 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.60278200 % |
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 purchased 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 purchased 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 purchased on the same day, if charged on that basis: | 6314.00000000 |
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 purchased on the same day, if charged on that basis: | 12128.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 68 |
Fund Name | ProShares UltraShort Oil & Gas |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DUG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5774633.79000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3840222.94000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3041496.68000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9935210.84000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24645175.83000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 29660880.87000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 69 |
Fund Name | ProShares Ultra Technology |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | ROM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15343486.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13315792.20000000 |
Authorized Participants Record: 9 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 97568512.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 116877272.84000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7267033.67000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9614243.90000000 |
Authorized Participants Record: 15 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3359281.54000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 15.57128100 % |
ii. The standard deviation of the percentage of that value composed of cash: | 36.42144200 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.32790500 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.68678600 % |
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: | 0.08255200 % |
ii. The standard deviation of the percentage of that value composed of cash: | 4.39344300 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91744800 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 4.39344300 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 70 |
Fund Name | ProShares Short S&P500 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SH |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 456068559.09000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 205309478.83000000 |
Authorized Participants Record: 6 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 145500120.16000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 134477564.96000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2548674887.58000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1088141786.82000000 |
Authorized Participants Record: 11 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 996735173.86000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 293731690.93000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 71 |
Fund Name | ProShares UltraShort Communication Services Select Sector |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | YCOM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2823381.72000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased 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 purchased 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 72 |
Fund Name | ProShares S&P 500 Ex-Technology ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SPXT |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1146351.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1546217.84000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.31431810 % |
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: | 99.68568100 % |
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: | 0.35783625 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.00266233 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.64216400 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00266296 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 73 |
Fund Name | ProShares UltraShort QQQ |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | QID |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14025244.89000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 122330192.37000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 189291023.59000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 103508288.61000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 272527370.69000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 213400608.52000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 244790634.64000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 139017207.51000000 |
Authorized Participants Record: 24 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 74 |
Fund Name | ProShares Large Cap Core Plus |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | CSM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7774692.91000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1297498.89000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1565090.75000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 359757739.38000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 2.36491760 % |
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: | 97.63508200 % |
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: | 2.38757028 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.57257533 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.61242974 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.57257531 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 75 |
Fund Name | ProShares UltraShort MSCI Emerging Markets |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EEV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4565634.31000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7382413.91000000 |
Authorized Participants Record: 2 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16080325.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12288981.02000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 76 |
Fund Name | ProShares Ultra Communication Services Select Sector |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | XCOM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 800554.73000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3066300.45000000 |
Authorized Participants Record: 17 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | -4.50003600 % |
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: | 1.04500360 % |
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: | 1.00000000 % |
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 purchased 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 purchased 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 77 |
Fund Name | ProShares S&P Technology Dividend Aristocrats ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | TDV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2898428.50000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5828358.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4983196.14000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12677375.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4117933.04000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1070286.56000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3716015.34000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4000000.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 7.52862556 % |
ii. The standard deviation of the percentage of that value composed of cash: | 25.58182644 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.07647264 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.14681770 % |
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 purchased on the same day, if charged on that basis: | 116.67000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
2. Dollars for one or more creation units purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 78 |
Fund Name | ProShares Short Term USD Emerging Markets Bond ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | EMSH |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 79 |
Fund Name | ProShares Short MidCap400 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | MYY |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 30170703.17000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13041728.38000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 22146135.77000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 27452301.98000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5473115.57000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6185275.09000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1080521.63000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 80 |
Fund Name | ProShares UltraPro Short QQQ |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
b. Ticker. Provide the Fund's ticker symbol: | SQQQ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 118612419.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 137517272.69000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 30792622.02000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 75602437.72000000 |
Authorized Participants Record: 11 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9904057.89000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2970877653.23000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1746599255.28000000 |
Authorized Participants Record: 15 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1228359788.87000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 734878417.56000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10485711.01000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 124013326.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 296817735.68000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 81 |
Fund Name | ProShares Short Financials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SEF |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9178659.62000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4156218.35000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2068552.67000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9866074.95000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4482949.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16797966.66000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11400366.91000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 82 |
Fund Name | ProShares UltraShort Financials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SKF |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 31951265.98000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4045089.73000000 |
Authorized Participants Record: 8 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4382888.20000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2622723.33000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1024126.94000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3483106.28000000 |
Authorized Participants Record: 20 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 83 |
Fund Name | ProShares Equities for Rising Rates ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
b. Ticker. Provide the Fund's ticker symbol: | EQRR |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1228414.95000000 |
Authorized Participants Record: 4 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 677991.20000000 |
Authorized Participants Record: 5 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 433534.35000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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 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 % |
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: | 0.55827435 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.78672750 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.44172559 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.78672744 % |
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 purchased 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 84 |
Fund Name | ProShares U.S. Russell Dividend Growers ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | TMDV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2874321.38000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4089552.58000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3689918.03000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4000000.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4887526.37000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5715088.18000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 10.06813735 % |
ii. The standard deviation of the percentage of that value composed of cash: | 29.82712751 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.92504870 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08262426 % |
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 purchased on the same day, if charged on that basis: | 68.18000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
2. Dollars for one or more creation units purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 85 |
Fund Name | ProShares Investment Grade-Interest Rate Hedged |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | IGHG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 29078013.16000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 74243607.32000000 |
Authorized Participants Record: 9 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23990485.73000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7466346.96000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 14.77094359 % |
ii. The standard deviation of the percentage of that value composed of cash: | 37.60774702 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.48703200 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.52744916 % |
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: | 29.15774859 % |
ii. The standard deviation of the percentage of that value composed of cash: | 48.40912251 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.10968040 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.42977844 % |
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 purchased on the same day, if charged on that basis: | 1032.03000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4224.21000000 |
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 purchased on the same day, if charged on that basis: | 1573.45142857 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 4257.08000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 86 |
Fund Name | ProShares Merger ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | MRGR |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 940939.15000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 946818.04000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 941175.69000000 |
Authorized Participants Record: 15 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 887073.74000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 24.46530017 % |
ii. The standard deviation of the percentage of that value composed of cash: | 13.56570248 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 75.53469967 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 13.56570265 % |
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: | 100.00000019 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 87 |
Fund Name | ProShares UltraShort Consumer Services |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SCC |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 08-8177 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4025146.78000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1785845.17000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 88 |
Fund Name | ProShares Ultra MSCI EAFE |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EFO |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1053512.18000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2083938.01000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4620498.66000000 |
Authorized Participants Record: 19 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1014582.88000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 89 |
Fund Name | ProShares UltraPro Short 20+ Year Treasury |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TTT |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 749154.40000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12957020.33000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6351023.34000000 |
Authorized Participants Record: 12 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 47679071.81000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1193453.70000000 |
Authorized Participants Record: 19 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2093272.66000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 44119433.91000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 90 |
Fund Name | ProShares Short SmallCap600 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SBB |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5915615.71000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7644811.34000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1876797.26000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 835291.86000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 833384.12000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 91 |
Fund Name | ProShares Ultra Utilities |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UPW |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21587434.79000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14499586.47000000 |
Authorized Participants Record: 5 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1627511.65000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1186551.09000000 |
Authorized Participants Record: 21 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 21.33683200 % |
ii. The standard deviation of the percentage of that value composed of cash: | 41.49303200 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.32896100 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.90151000 % |
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: | 26.30081000 % |
ii. The standard deviation of the percentage of that value composed of cash: | 44.65275100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.26558700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 5.07773700 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 92 |
Fund Name | ProShares DJ Brookfield Global Infrastructure ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TOLZ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 37419981.22000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4498954.11000000 |
Authorized Participants Record: 2 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 26415510.26000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4464217.31000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4014656.59000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 1.26399000 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.13767930 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.73601051 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.13767929 % |
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: | 0.76170024 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.00780611 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.23829950 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00780575 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 93 |
Fund Name | ProShares Ultra Semiconductors |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | USD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5472851.60000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2246921.93000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 31733508.42000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 30392071.96000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5826319.55000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1083552.15000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 27.52511400 % |
ii. The standard deviation of the percentage of that value composed of cash: | 44.09816400 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.05425700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.99408000 % |
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: | 0.06244600 % |
ii. The standard deviation of the percentage of that value composed of cash: | 6.93859500 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.93755400 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 6.93859500 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 94 |
Fund Name | ProShares Morningstar Alternatives Solution ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | ALTS |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 380394.85000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 382166.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.03033045 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.12487018 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.96966950 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12487011 % |
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 purchased on the same day, 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 95 |
Fund Name | ProShares UltraShort Real Estate |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SRS |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1965045.71000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41449215.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1822402.71000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8723136.46000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1711548.10000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 96 |
Fund Name | ProShares UltraShort Health Care |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | RXD |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1983865.59000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1393112.60000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | J.P. MORGAN CLEARING CORP |
b. SEC file number | 8-43724 |
c. CRD number | 000028432 |
d. LEI, if any | 549300BRNI54SX6NX725 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 97 |
Fund Name | ProShares UltraShort Russell2000 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | TWM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 48524018.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 32733845.47000000 |
Authorized Participants Record: 2 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 26954756.47000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3373404.46000000 |
Authorized Participants Record: 6 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 52760775.65000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 44930974.60000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 61472323.19000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 21273740.14000000 |
Authorized Participants Record: 22 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 98 |
Fund Name | ProShares Ultra MSCI Brazil Capped |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UBR |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 681595.02000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 397888.56000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 505746.66000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1972548.21000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1557943.83000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 99 |
Fund Name | ProShares Short Russell2000 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | RWM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41305601.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 43827159.18000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 165515570.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 53653657.58000000 |
Authorized Participants Record: 10 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 110868052.54000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 162500524.55000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 239355023.08000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 130645519.69000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 100 |
Fund Name | ProShares Ultra Consumer Goods |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UGE |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1169172.26000000 |
Authorized Participants Record: 9 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 805640.05000000 |
Authorized Participants Record: 11 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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: | 0.76095900 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.99062100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.23904100 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.99062100 % |
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 purchased 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 101 |
Fund Name | ProShares UltraPro QQQ |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NASDAQ - ALL MARKETS |
b. Ticker. Provide the Fund's ticker symbol: | TQQQ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 346345627.44000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 166142354.02000000 |
Authorized Participants Record: 4 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3739369273.18000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3458083979.34000000 |
Authorized Participants Record: 7 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10579983.10000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 77008462.41000000 |
Authorized Participants Record: 11 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 187944836.61000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10868393.22000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2265737197.91000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2838477660.79000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 254340873.85000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 391654633.33000000 |
Authorized Participants Record: 20 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | 63.56400500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 48.63938100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.75344700 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 6.44250200 % |
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: | 1.76814500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 6.43069100 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.52077200 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 3.59547700 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 102 |
Fund Name | ProShares Short Dow30 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | DOG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 114873366.33000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 59944498.02000000 |
Authorized Participants Record: 2 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 283137111.80000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 111830298.99000000 |
Authorized Participants Record: 5 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 97926512.62000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10105789.96000000 |
Authorized Participants Record: 8 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 35780718.94000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 41964656.27000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 103 |
Fund Name | ProShares UltraShort FTSE Europe |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EPV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2920300.33000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3792803.05000000 |
Authorized Participants Record: 3 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3889874.93000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6311991.62000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3617693.94000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 104 |
Fund Name | ProShares Ultra Basic Materials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | UYM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2825007.66000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10528709.51000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2055537.60000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 696897.71000000 |
Authorized Participants Record: 22 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | -1.11356500 % |
ii. The standard deviation of the percentage of that value composed of cash: | 1.09111700 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 101.11356500 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.09111700 % |
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: | 2.02970400 % |
ii. The standard deviation of the percentage of that value composed of cash: | 2.45626600 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 97.97029600 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 2.45626600 % |
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 purchased on the same day, 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 105 |
Fund Name | ProShares Inflation Expectations ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | RINF |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 35954436.27000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 45882096.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8811783.59000000 |
Authorized Participants Record: 18 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 50.60224023 % |
ii. The standard deviation of the percentage of that value composed of cash: | 57.04431773 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.79552000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.26790186 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 106 |
Fund Name | ProShares Pet Care ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | PAWZ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11402985.58000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5397022.48000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7926338.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14431748.04000000 |
Authorized Participants Record: 24 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7926338.36000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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: | 13.56313235 % |
ii. The standard deviation of the percentage of that value composed of cash: | 34.96116167 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.78499171 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.69875124 % |
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: | 50.10972630 % |
ii. The standard deviation of the percentage of that value composed of cash: | 70.55550170 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.78054700 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 107 |
Fund Name | ProShares S&P 500 Dividend Aristocrats ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | NOBL |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 497973950.29000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 268870524.82000000 |
Authorized Participants Record: 5 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17597774.14000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3209065.69000000 |
Authorized Participants Record: 6 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 56324381.56000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 40477820.60000000 |
Authorized Participants Record: 12 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 326253647.56000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 120270264.18000000 |
Authorized Participants Record: 13 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 7510179.03000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 7395167.43000000 |
Authorized Participants Record: 14 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 852420804.84000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 69149583.50000000 |
Authorized Participants Record: 22 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 40724080.03000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 36834410.67000000 |
Authorized Participants Record: 23 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 27747259.96000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 84356463.46000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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: | -0.02873520 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.17136688 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.02873522 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.17136688 % |
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: | -0.02453842 % |
ii. The standard deviation of the percentage of that value composed of cash: | 0.19053857 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 100.02453843 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.19053859 % |
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 purchased on the same day, 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 purchased 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 108 |
Fund Name | ProShares Short MSCI EAFE |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EFZ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 68898832.40000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 65416102.13000000 |
Authorized Participants Record: 4 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2612681.88000000 |
Authorized Participants Record: 10 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 9050695.13000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3825275.75000000 |
Authorized Participants Record: 17 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21346042.53000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11839967.85000000 |
Authorized Participants Record: 24 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 109 |
Fund Name | ProShares UltraShort Semiconductors |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SSG |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11373527.93000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4930369.58000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 6224523.28000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2725556.17000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1555911.53000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 110 |
Fund Name | ProShares Short High Yield |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SJB |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 113664962.64000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 113210592.12000000 |
Authorized Participants Record: 4 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4697718.20000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 24696367.32000000 |
Authorized Participants Record: 7 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 104348647.68000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 76920913.76000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11391597.47000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12864673.82000000 |
Authorized Participants Record: 22 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 111 |
Fund Name | ProShares Ultra SmallCap600 |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SAA |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2530640.45000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6193392.84000000 |
Authorized Participants Record: 13 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1102071.25000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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: | 1.24457000 % |
ii. The standard deviation of the percentage of that value composed of cash: | 1.07208300 % |
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 98.75543000 % |
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 1.07208300 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 112 |
Fund Name | ProShares MSCI Europe Dividend Growers ETF |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | BATS Z-EXCHANGE |
b. Ticker. Provide the Fund's ticker symbol: | EUDV |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2056885.45000000 |
Authorized Participants Record: 24 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 10000.00000000 |
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: | 0.81466430 % |
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: | 99.18533600 % |
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: | 0.29232060 % |
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: | 99.70767900 % |
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 purchased 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 purchased 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 purchased 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 purchased 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 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 113 |
Fund Name | ProShares UltraShort Industrials |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | SIJ |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 6 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 325706.11000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 16 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 21 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 22 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4453557.34000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2328911.86000000 |
Authorized Participants Record: 24 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 25000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
Exchange Record: 114 |
Fund Name | ProShares Short MSCI Emerging Market |
Item E.1. Exchange.
Security Exchanges Record: 1 | |
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: | NYSE ARCA |
b. Ticker. Provide the Fund's ticker symbol: | EUM |
Item E.2. Authorized participants.
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. |
For each authorized participant of the Fund, provide the following information: |
Authorized Participants Record: 1 | |
a. Full Name | Deutsche Bank Securities Inc. |
b. SEC file number | 8-17822 |
c. CRD number | 000002525 |
d. LEI, if any | 9J6MBOOO7BECTDTUZW19 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 2 | |
a. Full Name | Interactive Brokers |
b. SEC file number | 8-47257 |
c. CRD number | 000036418 |
d. LEI, if any | 50OBSE5T5521O6SMZR28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 3 | |
a. Full Name | Cowen Execution Services LLC |
b. SEC file number | 8-46838 |
c. CRD number | 000035693 |
d. LEI, if any | 5493005RJDJD18OPUP27 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 4 | |
a. Full Name | Mizuho Securities USA Inc. |
b. SEC file number | 8-37710 |
c. CRD number | 000019647 |
d. LEI, if any | 5493004GRDTUI7EMIZ82 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 5 | |
a. Full Name | Merrill Lynch Professional Clearing Corp. |
b. SEC file number | 8-33359 |
c. CRD number | 000016139 |
d. LEI, if any | 549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 18324427.68000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 27469481.70000000 |
Authorized Participants Record: 6 | |
a. Full Name | Electronic Transaction Clearing Inc |
b. SEC file number | 8-67790 |
c. CRD number | 000146122 |
d. LEI, if any | N/A |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 7 | |
a. Full Name | Citigroup Global Markets Inc. |
b. SEC file number | 8-81770 |
c. CRD number | 000007059 |
d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 8 | |
a. Full Name | Citadel Securities LLC |
b. SEC file number | 8-53574 |
c. CRD number | 000116797 |
d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 9 | |
a. Full Name | UBS Securities LLC |
b. SEC file number | 8-22651 |
c. CRD number | 000007654 |
d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 10 | |
a. Full Name | Morgan Stanley & Co. |
b. SEC file number | 8-15869 |
c. CRD number | 000008209 |
d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 11 | |
a. Full Name | Wedbush Morgan Securities |
b. SEC file number | 8-12987 |
c. CRD number | 000000877 |
d. LEI, if any | 549300CSX55MXZ47EI78 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 12 | |
a. Full Name | Timber Hill LLC |
b. SEC file number | 8-28569 |
c. CRD number | 000033319 |
d. LEI, if any | 549300ENR8YMEK2RVE28 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 13 | |
a. Full Name | ABN AMRO Clearing Chicago LLC |
b. SEC file number | 8-34354 |
c. CRD number | 000014020 |
d. LEI, if any | 549300U16G4LU3V6C598 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 14 | |
a. Full Name | Virtu Financial BD LLC |
b. SEC file number | 8-51262 |
c. CRD number | 000045986 |
d. LEI, if any | 54930088MP91YZQJT494 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 15 | |
a. Full Name | J.P. Morgan Securities LLC |
b. SEC file number | 8-35008 |
c. CRD number | 000000079 |
d. LEI, if any | ZBUT11V806EZRVTWT807 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 44976697.15000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 39127586.29000000 |
Authorized Participants Record: 16 | |
a. Full Name | Barclays Capital |
b. SEC file number | 8-41342 |
c. CRD number | 000019714 |
d. LEI, if any | AC28XWWI3WIBK2824319 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 17 | |
a. Full Name | HRT Financial LLC |
b. SEC file number | 8-68430 |
c. CRD number | 000152144 |
d. LEI, if any | 21380037YFKONTT23854 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 18 | |
a. Full Name | RBC Capital Markets LLC |
b. SEC file number | 8-45411 |
c. CRD number | 000031194 |
d. LEI, if any | 549300LCO2FLSSVFFR64 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 19 | |
a. Full Name | Jefferies LLC |
b. SEC file number | 8-15074 |
c. CRD number | 000002347 |
d. LEI, if any | 58PU97L1C0WSRCWADL48 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 20 | |
a. Full Name | Virtu Americas LLC |
b. SEC file number | 8-68193 |
c. CRD number | 000149823 |
d. LEI, if any | 549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8949873.20000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6066085.47000000 |
Authorized Participants Record: 21 | |
a. Full Name | Goldman Sachs & Co. |
b. SEC file number | 8-00129 |
c. CRD number | 000000361 |
d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 1928391.44000000 |
Authorized Participants Record: 22 | |
a. Full Name | BNP Paribas Securities Corp. |
b. SEC file number | 8-32682 |
c. CRD number | 000015794 |
d. LEI, if any | RCNB6OTYUAMMP879YW96 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 23 | |
a. Full Name | SG Americas LLC |
b. SEC file number | 8-66125 |
c. CRD number | 000128351 |
d. LEI, if any | 549300F35UE0BOM1WJ55 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
Authorized Participants Record: 24 | |
a. Full Name | Credit Suisse Securities (USA) LLC |
b. SEC file number | 8-00422 |
c. CRD number | 000000816 |
d. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
g. 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? | ![]() ![]() |
Item E.3. Creation units.
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: | 50000.00000000 |
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 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 % |
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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, 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 purchased on the same day, if charged on that basis: | 250.00000000 |
3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000 % |
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | ![]() ![]() |
N-CEN:Part G: Attachments
Item G.1a. Attachments.
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: | ![]() ![]() ![]() ![]() ![]() ![]() |
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. |
N-CEN: Signature
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 | 2020-05-31 | |
Signature | Troy Sheets | |
Title | Treasurer |