# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011684
**Filing Date:** 2023-1
**Character Count:** 17128
**Document Hash:** 26f700c173872eced9875a77b72f0c68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011684.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 23550686

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 240-497-6400

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XTRASHARES TRUST
- **DATE OF NAME CHANGE:** 20030409

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS ETF TRUST
- **DATE OF NAME CHANGE:** 20020531

## Series and Classes Contracts Data

### ProShares Merger ETF (Series ID: S000037318)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000115055 | ProShares Merger ETF | MRGR            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** ProShares Trust

- **b. Investment Company Act file number:** 811-21114

- **c. CIK number of Registrant:** 0001174610

- **d. LEI of Registrant:** 5493005D9DS7C1P5AM59

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

**Item A.2. Information about the Series.**

- **a. Name of Series:** ProShares Merger ETF

- **b. EDGAR series identifier (if any):** S000037318

- **c. LEI of Series:** 5493004THPTEQ37G4572

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $22014194.57

**Total Liabilities:** $1402994.08

**Net Assets:** $20611200.49

**Cash Not Reported:** $516787.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000115055 | -0.86%               | 0.95%                | -2.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37986.72                | $-430095.75                                |
| Month 2  | $12352.27                | $125097.73                                 |
| Month 3  | $-354322.57              | $140668.54                                 |

**Designated Index Information**

- **Index Name:** S&P Merger Arbitrage Index

- **Index Identifier:** SPLSALP

### Schedule of Portfolio Investments

| Name                               | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Poshmark, Inc.                     | Poshmark, Inc., Class A            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30008 | NS      | $535042.64    | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $849.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeServe plc                      | HomeServe plc                      | CUSIP: N/A<br>LEI: 213800EKBJTGNMXEDF11       | Long             | EC               | CORP              | GB        |     19961 | NS      | $286530.72    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                      | KnowBe4, Inc., Class A             | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21614 | NS      | $533649.66    | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.     | Resolute Forest Products, Inc.     | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26546 | NS      | $560120.60    | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Total Return Swap                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1016 | NC      | $-1179924.64  | -5.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                         | Euronav NV                         | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |     45021 | NS      | $871857.15    | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Total Return Swap                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -423 | NC      | $4648839.55   | 22.55%            |  |  |  | No            |                  2 | On Loan: No      |
| South Jersey Industries, Inc.      | South Jersey Industries, Inc.      | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     16335 | NS      | $566824.50    | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments, Inc.                 | Evo Payments, Inc., Class A        | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     15771 | NS      | $531640.41    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-28714.99    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc. | Atlas Air Worldwide Holdings, Inc. | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5274 | NS      | $531460.98    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement               | Repurchase Agreement               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    718879 | PA      | $718878.85    | 3.49%             |  |  |  | No            |                  2 | On Loan: No      |
| iRobot Corp.                       | iRobot Corp.                       | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      8835 | NS      | $460215.15    | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                | STORE Capital Corp.                | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     16610 | NS      | $529859.00    | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                      | ABIOMED, Inc.                      | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      1402 | NS      | $529661.58    | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement               | Repurchase Agreement               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    143774 | PA      | $143773.85    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight, Inc.                 | Black Knight, Inc.                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      7463 | NS      | $462631.37    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                    | LHC Group, Inc.                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3245 | NS      | $530265.45    | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.             | 1Life Healthcare, Inc.             | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30629 | NS      | $520386.71    | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.          | Activision Blizzard, Inc.          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      6604 | NS      | $488365.80    | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Total Return Swap                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-901.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                | First Horizon Corp.                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     22962 | NS      | $570605.70    | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.               | Signify Health, Inc., Class A      | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18116 | NS      | $518479.92    | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement               | Repurchase Agreement               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    681488 | PA      | $681488.02    | 3.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-61636.04    | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                | Total Return Swap                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -379 | NC      | $-66103.55    | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $186.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement               | Repurchase Agreement               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    143774 | PA      | $143773.85    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1048.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1805.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                        | TEGNA, Inc.                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     24139 | NS      | $476503.86    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.      | Altra Industrial Motion Corp.      | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      8816 | NS      | $516793.92    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Archaea Energy, Inc.               | Archaea Energy, Inc.               | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |     20524 | NS      | $532392.56    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.              | Albertsons Cos., Inc., Class A     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     20146 | NS      | $422058.70    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch, Inc.                       | Switch, Inc., Class A              | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |     15723 | NS      | $538512.75    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                       | VMware, Inc., Class A              | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      4125 | NS      | $501146.25    | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                | Forward Foreign Currency Contract  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowen, Inc.                        | Cowen, Inc., Class A               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     13690 | NS      | $529255.40    | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock, Inc.                    | ForgeRock, Inc., Class A           | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23410 | NS      | $509167.50    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement               | Repurchase Agreement               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1408984 | PA      | $1408983.68   | 6.84%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA, Inc.                          | IAA, Inc.                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     13482 | NS      | $503822.34    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer