# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-25-186802
**Filing Date:** 2025-8
**Character Count:** 1910551
**Document Hash:** 3a87013fe7e1d03bb0c567f5a0165279
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-186802.hdr.sgml**: 20250813

**ACCESSION NUMBER**: 0001752724-25-186802

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250813

**DATE AS OF CHANGE**: 20250813

**EFFECTIVENESS DATE**: 20250813

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 251210640

**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 Ultra S&P500 (Series ID: S000006821)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000018459 | ProShares Ultra S&P500 | SSO             |

### ProShares UltraShort MidCap400 (Series ID: S000006822)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000018460 | ProShares UltraShort MidCap400 | MZZ             |

### ProShares UltraShort Dow30 (Series ID: S000006823)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000018461 | ProShares UltraShort Dow30 | DXD             |

### ProShares UltraShort QQQ (Series ID: S000006824)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000018462 | ProShares UltraShort QQQ | QID             |

### ProShares Ultra MidCap400 (Series ID: S000006825)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000018463 | ProShares Ultra MidCap400 | MVV             |

### ProShares Ultra Dow30 (Series ID: S000006826)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000018464 | ProShares Ultra Dow30 | DDM             |

### ProShares Ultra QQQ (Series ID: S000006827)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018465 | ProShares Ultra QQQ | QLD             |

### ProShares Short S&P500 (Series ID: S000006828)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000018466 | ProShares Short S&P500 | SH              |

### ProShares Short MidCap400 (Series ID: S000006829)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000018467 | ProShares Short MidCap400 | MYY             |

### ProShares Short Dow30 (Series ID: S000006830)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000018468 | ProShares Short Dow30 | DOG             |

### ProShares Short QQQ (Series ID: S000006831)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018469 | ProShares Short QQQ | PSQ             |

### ProShares UltraShort S&P500 (Series ID: S000006832)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000018470 | ProShares UltraShort S&P500 | SDS             |

### ProShares Ultra Russell2000 (Series ID: S000014248)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038807 | ProShares Ultra Russell2000 | UWM             |

### ProShares Ultra Consumer Staples (Series ID: S000014250)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038809 | ProShares Ultra Consumer Staples | UGE             |

### ProShares Ultra Consumer Discretionary (Series ID: S000014251)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000038810 | ProShares Ultra Consumer Discretionary | UCC             |

### ProShares Ultra Financials (Series ID: S000014252)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000038811 | ProShares Ultra Financials | UYG             |

### ProShares Ultra Health Care (Series ID: S000014253)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038812 | ProShares Ultra Health Care | RXL             |

### ProShares Ultra Industrials (Series ID: S000014254)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038813 | ProShares Ultra Industrials | UXI             |

### ProShares Ultra Energy (Series ID: S000014255)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000038814 | ProShares Ultra Energy | DIG             |

### ProShares Ultra Real Estate (Series ID: S000014257)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038816 | ProShares Ultra Real Estate | URE             |

### ProShares Ultra Semiconductors (Series ID: S000014258)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000038817 | ProShares Ultra Semiconductors | USD             |

### ProShares Ultra SmallCap600 (Series ID: S000014259)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038818 | ProShares Ultra SmallCap600 | SAA             |

### ProShares Ultra Technology (Series ID: S000014260)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000038819 | ProShares Ultra Technology | ROM             |

### ProShares Ultra Communication Services (Series ID: S000014261)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000038820 | ProShares Ultra Communication Services | LTL             |

### ProShares Ultra Utilities (Series ID: S000014262)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000038821 | ProShares Ultra Utilities | UPW             |

### ProShares Short Russell2000 (Series ID: S000014263)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038822 | ProShares Short Russell2000 | RWM             |

### ProShares Short SmallCap600 (Series ID: S000014264)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038823 | ProShares Short SmallCap600 | SBB             |

### ProShares Short Financials (Series ID: S000014276)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000038835 | ProShares Short Financials | SEF             |

### ProShares Short Real Estate (Series ID: S000014282)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038841 | ProShares Short Real Estate | REK             |

### ProShares UltraShort Russell2000 (Series ID: S000014287)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038846 | ProShares UltraShort Russell2000 | TWM             |

### ProShares UltraShort SmallCap600 (Series ID: S000014288)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038847 | ProShares UltraShort SmallCap600 | SDD             |

### ProShares UltraShort Materials (Series ID: S000014296)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000038855 | ProShares UltraShort Materials | SMN             |

### ProShares UltraShort Consumer Staples (Series ID: S000014298)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000038857 | ProShares UltraShort Consumer Staples | SZK             |

### ProShares UltraShort Consumer Discretionary (Series ID: S000014299)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000038858 | ProShares UltraShort Consumer Discretionary | SCC             |

### ProShares UltraShort Financials (Series ID: S000014300)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000038859 | ProShares UltraShort Financials | SKF             |

### ProShares UltraShort Health Care (Series ID: S000014301)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038860 | ProShares UltraShort Health Care | RXD             |

### ProShares UltraShort Industrials (Series ID: S000014302)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038861 | ProShares UltraShort Industrials | SIJ             |

### ProShares UltraShort Energy (Series ID: S000014304)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038863 | ProShares UltraShort Energy | DUG             |

### ProShares UltraShort Real Estate (Series ID: S000014306)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000038865 | ProShares UltraShort Real Estate | SRS             |

### ProShares UltraShort Semiconductors (Series ID: S000014307)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000038866 | ProShares UltraShort Semiconductors | SSG             |

### ProShares UltraShort Technology (Series ID: S000014308)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000038867 | ProShares UltraShort Technology | REW             |

### ProShares UltraShort Utilities (Series ID: S000014310)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000038869 | ProShares UltraShort Utilities | SDP             |

### ProShares Ultra Materials (Series ID: S000014313)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000038872 | ProShares Ultra Materials | UYM             |

### ProShares Ultra Nasdaq Biotechnology (Series ID: S000018718)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000051848 | ProShares Ultra Nasdaq Biotechnology | BIB             |

### ProShares Short FTSE China 50 (Series ID: S000018719)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000051849 | ProShares Short FTSE China 50 | YXI             |

### ProShares Short 7-10 Year Treasury (Series ID: S000018720)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000051850 | ProShares Short 7-10 Year Treasury | TBX             |

### ProShares Short 20+ Year Treasury (Series ID: S000018721)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000051851 | ProShares Short 20+ Year Treasury | TBF             |

### ProShares Short High Yield (Series ID: S000018723)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000051853 | ProShares Short High Yield | SJB             |

### ProShares UltraShort Nasdaq Biotechnology (Series ID: S000018724)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000051854 | ProShares UltraShort Nasdaq Biotechnology | BIS             |

### ProShares UltraShort MSCI Emerging Markets (Series ID: S000018727)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000051857 | ProShares UltraShort MSCI Emerging Markets | EEV             |

### ProShares UltraShort MSCI Japan (Series ID: S000018728)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000051858 | ProShares UltraShort MSCI Japan | EWV             |

### ProShares UltraShort MSCI EAFE (Series ID: S000018730)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000051860 | ProShares UltraShort MSCI EAFE | EFU             |

### ProShares UltraShort FTSE China 50 (Series ID: S000018731)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000051861 | ProShares UltraShort FTSE China 50 | FXP             |

### ProShares UltraShort 7-10 Year Treasury (Series ID: S000018732)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000051862 | ProShares UltraShort 7-10 Year Treasury | PST             |

### ProShares UltraShort 20+ Year Treasury (Series ID: S000018733)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000051863 | ProShares UltraShort 20+ Year Treasury | TBT             |

### ProShares Short MSCI Emerging Markets (Series ID: S000018740)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000051870 | ProShares Short MSCI Emerging Markets | EUM             |

### ProShares Short MSCI EAFE (Series ID: S000018742)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000051872 | ProShares Short MSCI EAFE | EFZ             |

### ProShares Large Cap Core Plus (Series ID: S000020962)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000059344 | ProShares Large Cap Core Plus | CSM             |

### ProShares UltraShort MSCI Brazil Capped (Series ID: S000022290)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000063928 | ProShares UltraShort MSCI Brazil Capped | BZQ             |

### ProShares UltraShort FTSE Europe (Series ID: S000022292)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000063930 | ProShares UltraShort FTSE Europe | EPV             |

### ProShares Ultra FTSE China 50 (Series ID: S000022299)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000063937 | ProShares Ultra FTSE China 50 | XPP             |

### ProShares Ultra MSCI EAFE (Series ID: S000022302)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000063940 | ProShares Ultra MSCI EAFE | EFO             |

### ProShares Ultra MSCI Emerging Markets (Series ID: S000022303)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000063941 | ProShares Ultra MSCI Emerging Markets | EET             |

### ProShares Ultra MSCI Japan (Series ID: S000022304)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000063942 | ProShares Ultra MSCI Japan | EZJ             |

### ProShares UltraPro QQQ (Series ID: S000024908)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000074098 | ProShares UltraPro QQQ | TQQQ            |

### ProShares UltraPro Short QQQ (Series ID: S000024909)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000074099 | ProShares UltraPro Short QQQ | SQQQ            |

### ProShares UltraPro Short Dow30 (Series ID: S000024910)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000074100 | ProShares UltraPro Short Dow30 | SDOW            |

### ProShares UltraPro Short S&P500 (Series ID: S000024911)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000074101 | ProShares UltraPro Short S&P500 | SPXU            |

### ProShares UltraPro Short MidCap400 (Series ID: S000024912)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000074102 | ProShares UltraPro Short MidCap400 | SMDD            |

### ProShares UltraPro Short Russell2000 (Series ID: S000024913)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000074103 | ProShares UltraPro Short Russell2000 | SRTY            |

### ProShares UltraPro Short 20+ Year Treasury (Series ID: S000024917)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000074107 | ProShares UltraPro Short 20+ Year Treasury | TTT             |

### ProShares UltraPro Dow30 (Series ID: S000024918)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000074108 | ProShares UltraPro Dow30 | UDOW            |

### ProShares UltraPro S&P500 (Series ID: S000024919)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000074109 | ProShares UltraPro S&P500 | UPRO            |

### ProShares UltraPro MidCap400 (Series ID: S000024920)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000074110 | ProShares UltraPro MidCap400 | UMDD            |

### ProShares UltraPro Russell2000 (Series ID: S000024921)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000074111 | ProShares UltraPro Russell2000 | URTY            |

### ProShares Ultra 7-10 Year Treasury (Series ID: S000027192)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000082080 | ProShares Ultra 7-10 Year Treasury | UST             |

### ProShares Ultra 20+ Year Treasury (Series ID: S000027193)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000082081 | ProShares Ultra 20+ Year Treasury | UBT             |

### ProShares Ultra MSCI Brazil Capped (Series ID: S000028919)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000088638 | ProShares Ultra MSCI Brazil Capped | UBR             |

### ProShares Ultra FTSE Europe (Series ID: S000028921)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000088640 | ProShares Ultra FTSE Europe | UPV             |

### ProShares Hedge Replication ETF (Series ID: S000031041)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000096244 | ProShares Hedge Replication ETF | HDG             |

### ProShares Ultra High Yield (Series ID: S000031635)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000098413 | ProShares Ultra High Yield | UJB             |

### ProShares Inflation Expectiations ETF (Series ID: S000035008)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000107655 | ProShares Inflation Expectations ETF | RINF            |

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

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

### ProShares Global Listed Private Equity ETF (Series ID: S000037319)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000115056 | ProShares Global Listed Private Equity ETF | PEX             |

### ProShares High Yield-Interest Rate Hedged (Series ID: S000039732)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000123089 | ProShares High Yield-Interest Rate Hedged | HYHG            |

### ProShares DJ Brookfield Global Infrastructure ETF (Series ID: S000040181)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000124906 | ProShares DJ Brookfield Global Infrastructure ETF | TOLZ            |

### ProShares S&P 500 Dividend Aristocrats ETF (Series ID: S000042349)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000131287 | ProShares S&P 500 Dividend Aristocrats ETF | NOBL            |

### ProShares Investment Grade-Interest Rate Hedged (Series ID: S000042798)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000132381 | ProShares Investment Grade-Interest Rate Hedged | IGHG            |

### ProShares MSCI EAFE Dividend Growers ETF (Series ID: S000046273)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000144590 | ProShares MSCI EAFE Dividend Growers ETF | EFAD            |

### ProShares MSCI Emerging Markets Dividend Growers ETF (Series ID: S000046274)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000144591 | ProShares MSCI Emerging Markets Dividend Growers ETF | EMDV            |

### ProShares MSCI Europe Dividend Growers (Series ID: S000046275)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000144592 | ProShares MSCI Europe Dividend Growers | EUDV            |

### ProShares S&P MidCap 400 Dividend Aristocrats ETF (Series ID: S000047884)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000150377 | ProShares S&P MidCap 400 Dividend Aristocrats ETF | REGL            |

### ProShares Russell 2000 Dividend Growers ETF (Series ID: S000047885)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000150378 | ProShares Russell 2000 Dividend Growers ETF | SMDV            |

### ProShares S&P 500 Ex-Energy ETF (Series ID: S000050775)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000160294 | ProShares S&P 500 Ex-Energy ETF | SPXE            |

### ProShares S&P 500 Ex-Financials ETF (Series ID: S000050776)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000160295 | ProShares S&P 500 Ex-Financials ETF | SPXN            |

### ProShares S&P 500 Ex-Health Care ETF (Series ID: S000050777)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000160296 | ProShares S&P 500 Ex-Health Care ETF | SPXV            |

### ProShares S&P 500 Ex-Technology ETF (Series ID: S000050780)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000160299 | ProShares S&P 500 Ex-Technology ETF | SPXT            |

### ProShares S&P 500 Bond ETF (Series ID: S000053144)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000167248 | ProShares S&P 500 Bond ETF |  |

### ProShares K-1 Free Crude Oil ETF (Series ID: S000054590)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000171471 | ProShares K-1 Free Crude Oil ETF | OILK            |

### ProShares Equities for Rising Rates ETF (Series ID: S000057332)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000182948 | ProShares Equities for Rising Rates ETF | EQRR            |

### ProShares Decline of the Retail Store ETF (Series ID: S000059653)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000195295 | ProShares Decline of the Retail Store ETF | EMTY            |

### ProShares Long Online/Short Stores Retail ETF (Series ID: S000059656)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000195298 | ProShares Long Online/Short Stores Retail ETF | CLIX            |

### ProShares Pet Care ETF (Series ID: S000062559)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000202974 | ProShares Pet Care ETF | PAWZ            |

### ProShares Online Retail ETF (Series ID: S000063144)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000204726 | ProShares Online Retail ETF | ONLN            |

### ProShares Russell U.S. Dividend Growers ETF (Series ID: S000066433)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000214312 | ProShares Russell US Dividend Growers ETF | TMDV            |

### ProShares S&P Technology Dividend Aristocrats ETF (Series ID: S000066435)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000214314 | ProShares S&P Technology Dividend Aristocrats ETF | TDV             |

### ProShares MSCI Transformational Changes ETF (Series ID: S000069834)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000222595 | ProShares MSCI Transformational Changes ETF | ANEW            |

### ProShares Ultra Nasdaq Cybersecurity (Series ID: S000070718)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000224813 | ProShares Ultra Nasdaq Cybersecurity | UCYB            |

### ProShares Ultra Nasdaq Cloud Computing (Series ID: S000070720)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000224815 | ProShares Ultra Nasdaq Cloud Computing | SKYU            |

### ProShares Nasdaq-100 Dorsey Wright Momentum ETF (Series ID: S000071850)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000227376 | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | QQQA            |

### ProShares Smart Materials ETF (Series ID: S000073416)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000230303 | ProShares Smart Materials ETF | TINT            |

### ProShares S&P Kensho Smart Factories ETF (Series ID: S000073417)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000230304 | ProShares S&P Kensho Smart Factories ETF | MAKX            |

### ProShares S&P Kensho Cleantech ETF (Series ID: S000073419)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000230306 | ProShares S&P Kensho Cleantech ETF | CTEX            |

### ProShares On-Demand ETF (Series ID: S000073420)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000230307 | ProShare On-Demand ETF | OND             |

### ProShares Nanotechnology ETF (Series ID: S000073421)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000230308 | ProShares Nanotechnology ETF | TINY            |

### ProShares Big Data Refiners ETF (Series ID: S000073423)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000230310 | ProShares Big Data Refiners ETF | DAT             |

### ProShares Bitcoin ETF (Series ID: S000073908)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000231184 | ProShares Bitcoin ETF | BITO            |

### ProShares Ether ETF (Series ID: S000074165)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000231749 | ProShares Ether ETF | EETH            |

### ProShares Metaverse ETF (Series ID: S000075552)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000234747 | ProShares Metaverse ETF | VERS            |

### ProShares Supply Chain Logistics ETF (Series ID: S000075630)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000234857 | ProShares Supply Chain Logistics ETF | SUPL            |

### ProShares Short Bitcoin ETF (Series ID: S000076601)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000236586 | ProShares Short Bitcoin ETF | BITI            |

### ProShares S&P Global Core Battery Metals ETF (Series ID: S000078011)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000238747 | ProShares S&P Global Core Battery Metals ETF | ION             |

### ProShares S&P 500 High Income ETF (Series ID: S000081387)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000244194 | ProShares S&P 500 High Income ETF | ISPY            |

### ProShares Short Ether ETF (Series ID: S000082336)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000245638 | ProShares Short Ether ETF | SETH            |

### ProShares Bitcoin & Ether Market Cap Weight ETF (Series ID: S000082352)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000245659 | ProShares Bitcoin & Ether Market Cap Weight ETF | BETH            |

### ProShares Bitcoin & Ether Equal Weight ETF (Series ID: S000082365)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000245674 | ProShares Bitcoin & Ether Equal Weight ETF | BETE            |

### ProShares Nasdaq-100 High Income ETF (Series ID: S000083818)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000247835 | ProShares Nasdaq-100 High Income ETF | IQQQ            |

### ProShares UltraShort Bitcoin ETF (Series ID: S000084462)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000248847 | ProShares UltraShort Bitcoin ETF | SBIT            |

### ProShares UltraShort Ether ETF (Series ID: S000084463)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000248848 | ProShares UltraShort Ether ETF | ETHD            |

### ProShares Short Bitcoin ETF II (Series ID: S000084464)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000248849 | ProShares Short Bitcoin ETF II |  |

### ProShares Ultra Ether ETF (Series ID: S000084465)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000248850 | ProShares Ultra Ether ETF | ETHT            |

### ProShares Ultra Bitcoin ETF (Series ID: S000084466)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000248851 | ProShares Ultra Bitcoin ETF | BITU            |

### ProShares Russell 2000 High Income ETF (Series ID: S000087688)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000253563 | ProShares Russell 2000 High Income ETF | ITWO            |

### Proshares Ultra MARA ETF (Series ID: S000087806)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000253772 | Proshares Ultra MARA ETF |  |

### Proshares Ultra MSTR ETF (Series ID: S000087807)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000253773 | Proshares Ultra MSTR ETF | MSU             |

### Proshares UltraShort MARA ETF (Series ID: S000087808)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000253774 | Proshares UltraShort MARA ETF |  |

### Proshares UltraShort MSTR ETF (Series ID: S000087809)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000253775 | Proshares UltraShort MSTR ETF | MSTD            |

### Proshares UltraShort COIN ETF (Series ID: S000087810)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000253776 | Proshares UltraShort COIN ETF | COND            |

### ProShares Ultra COIN ETF (Series ID: S000087811)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000253777 | ProShares Ultra COIN ETF |  |

### ProShares UltraShort Top QQQ (Series ID: S000090186)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000257112 | ProShares UltraShort Top QQQ | QQDN            |

### ProShares Ultra Top QQQ (Series ID: S000090187)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000257113 | ProShares Ultra Top QQQ | QQUP            |

### ProShares Gold Bitcoin ETF (Series ID: S000091114)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000258511 | ProShares Gold Bitcoin ETF |  |

### ProShares Bitcoin-Denominated Nasdaq-100 ETF (Series ID: S000091115)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000258512 | ProShares Bitcoin-Denominated Nasdaq-100 ETF | QXB             |

### ProShares Bitcoin-Denominated S&P 500 ETF (Series ID: S000091116)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000258513 | ProShares Bitcoin-Denominated S&P 500 ETF |  |

### ProShares Solana ETF (Series ID: S000091567)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000259245 | ProShares Solana ETF |  |

### ProShares UltraShort Solana ETF (Series ID: S000091568)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000259246 | ProShares UltraShort Solana ETF |  |

### ProShares Ultra Solana ETF (Series ID: S000091569)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000259247 | ProShares Ultra Solana ETF |  |

### ProShares Short Solana ETF (Series ID: S000091570)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000259248 | ProShares Short Solana ETF |  |

### ProShares XRP ETF (Series ID: S000091571)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000259249 | ProShares XRP ETF |  |

### ProShares UltraShort XRP ETF (Series ID: S000091572)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000259250 | ProShares UltraShort XRP ETF |  |

### ProShares Ultra XRP ETF (Series ID: S000091573)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000259251 | ProShares Ultra XRP ETF |  |

### ProShares Short XRP ETF (Series ID: S000091574)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000259252 | ProShares Short XRP ETF |  |

### ProShares Russell 2000 Dynamic Buffer ETF (Series ID: S000093204)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000261358 | ProShares Russell 2000 Dynamic Buffer ETF | RB              |

### ProShares Nasdaq-100 Dynamic Buffer ETF (Series ID: S000093205)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000261359 | ProShares Nasdaq-100 Dynamic Buffer ETF | QB              |

### ProShares S&P 500 Dynamic Buffer ETF (Series ID: S000093206)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000261360 | ProShares S&P 500 Dynamic Buffer ETF | FB              |

### ProShares UltraShort QQQ Top 30 (Series ID: S000094568)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000263101 | ProShares UltraShort QQQ Top 30 | QQXS            |

### ProShares Ultra QQQ Top 30 (Series ID: S000094569)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000263102 | ProShares Ultra QQQ Top 30 | QQXL            |

### ProShares Short QQQ Top 30 (Series ID: S000094570)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000263103 | ProShares Short QQQ Top 30 | QQD             |

### ProShares Ultra S&P 500 Equal Weight (Series ID: S000094769)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000263307 | ProShares Ultra S&P 500 Equal Weight |  |

### ProShares Ultra CRCL (Series ID: S000094784)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000263324 | ProShares Ultra CRCL | CRCA            |

### ProShares Ultra NVDA ETF (Series ID: S000094857)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000263403 | ProShares Ultra NVDA ETF |  |

### ProShares Ultra PLTR ETF (Series ID: S000094858)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000263404 | ProShares Ultra PLTR ETF |  |

### ProShares Ultra TSLA ETF (Series ID: S000094859)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000263405 | ProShares Ultra TSLA ETF |  |

### Ultra FIG (Series ID: S000095861)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000264643 | Ultra FIG    |  |

### ProShares Ultra BLSH (Series ID: S000096194)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000264983 | ProShares Ultra BLSH |  |

## Internal

```

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of ProShares Trust and Shareholders
of each of funds listed in Appendix A

In planning and performing our audits of the financial statements
of each of the funds listed in Appendix A (constituting ProShares
Trust, hereafter collectively referred to as the "Funds"), as of and
for the year ended May 31, 2025 (except as indicated in Appendix A),
in accordance with the standards of the Public Company Accounting
Oversight Board (United States) (PCAOB), we considered the Funds'
internal control over financial reporting, including controls over
safeguarding securities, as a basis for designing our auditing
procedures for the purpose of expressing our opinion on the financial
statements and to comply with the requirements of Form N-CEN, but not
for the purpose of expressing an opinion on the effectiveness of the
Funds' internal control over financial reporting. Accordingly, we do
not express an opinion on the effectiveness of the Funds' internal
control over financial reporting.

The management of the Funds is responsible for establishing and
maintaining effective internal control over financial reporting.
In fulfilling this responsibility, estimates and judgments by
management are required to assess the expected benefits and
related costs of controls. A company's internal control over
financial reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting and
the preparation of financial statements for external purposes
in accordance with generally accepted accounting principles.
A company's internal control over financial reporting includes
those policies and procedures that (1) pertain to the maintenance
of records that, in reasonable detail, accurately and fairly
reflect the transactions and dispositions of the assets of the company;
(2) provide reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in
accordance with generally accepted accounting principles, and that
receipts and expenditures of the company are being made only in
accordance with authorizations of management and directors of the
company; and (3) provide reasonable assurance regarding prevention
or timely detection of unauthorized acquisition, use or disposition
of a company's assets that could have a material effect on the financial
statements.

Because of its inherent limitations, internal control over financial
reporting may not prevent or detect misstatements. Also, projections
of any evaluation of effectiveness to future periods are subject to
the risk that controls may become inadequate because of changes in
conditions, or that the degree of compliance with the policies or
procedures may deteriorate.

A deficiency in internal control over financial reporting exists when
the design or operation of a control does not allow management or
employees, in the normal course of performing their assigned functions,
to prevent or detect misstatements on a timely basis. A material weakness
is a deficiency, or a combination of deficiencies, in internal control
over financial reporting, such that there is a reasonable possibility that
a material misstatement of the company's annual or interim financial
statements will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financial reporting
was for the limited purpose described in the first paragraph and would not
necessarily disclose all deficiencies in internal control over financial
reporting that might be material weaknesses under standards established by
the PCAOB. However, we noted no deficiencies in the Funds' internal control
over financial reporting and its operation, including controls over
safeguarding securities, that we consider to be a material weakness as
defined above as of May 31, 2025.

This report is intended solely for the information and use of the Board of
Trustees of ProShares Trust and the Securities and Exchange Commission and
is not intended to be and should not be used by anyone other than these
specified parties.

/s/PricewaterhouseCoopers LLP
Columbus, Ohio
July 25, 2025

Appendix A
Short 7-10 Year Treasury
Short 20+ Year Treasury
Short Dow30
Short Financials
Short FTSE China 50
Short High Yield
Short MidCap400
Short MSCI EAFE
Short MSCI Emerging Markets
Short QQQ
Short Real Estate
Short Russell2000
Short S&P500
Short SmallCap600
Ultra 7-10 Year Treasury
Ultra 20+ Year Treasury
Ultra Communication Services
Ultra Consumer Discretionary
Ultra Consumer Staples
Ultra Dow30
Ultra Energy
Ultra Financials
Ultra FTSE China 50
Ultra FTSE Europe
Ultra Health Care
Ultra High Yield
Ultra Industrials
Ultra Materials
Ultra MidCap400
Ultra MSCI Brazil Capped
Ultra MSCI EAFE
Ultra MSCI Emerging Markets
Ultra MSCI Japan
Ultra Nasdaq Biotechnology
Ultra Nasdaq Cloud Computing
Ultra Nasdaq Cybersecurity
Ultra QQQ
Ultra Real Estate
Ultra Russell2000
Ultra S&P500
Ultra Semiconductors
Ultra SmallCap600
Ultra Technology
Ultra Utilities
UltraPro Dow30
UltraPro MidCap400
UltraPro QQQ
UltraPro Russell2000
UltraPro S&P500
UltraPro Short 20+ Year Treasury
UltraPro Short Dow30
UltraPro Short MidCap400
UltraPro Short QQQ
UltraPro Short Russell2000
UltraPro Short S&P500
UltraShort 7-10 Year Treasury
UltraShort 20+ Year Treasury
UltraShort Consumer Discretionary
UltraShort Consumer Staples
UltraShort Dow30
UltraShort Energy
UltraShort Financials
UltraShort FTSE China 50
UltraShort FTSE Europe
UltraShort Health Care
UltraShort Industrials
UltraShort Materials
UltraShort MidCap400
UltraShort MSCI Brazil Capped
UltraShort MSCI EAFE
UltraShort MSCI Emerging Markets
UltraShort MSCI Japan
UltraShort Nasdaq Biotechnology
UltraShort QQQ
UltraShort Real Estate
UltraShort Russell2000
UltraShort S&P500
UltraShort Semiconductors
UltraShort SmallCap600
UltraShort Technology
UltraShort Utilities
Big Data Refiners ETF
Decline of the Retail Store ETF
DJ Brookfield Global Infrastructure ETF
Equities for Rising Rates ETF
Global Listed Private Equity ETF
Hedge Replication ETF
High Yield-Interest Rate Hedged
Inflation Expectations ETF
Investment Grade-Interest Rate Hedged
K-1 Free Crude Oil ETF
Large Cap Core Plus
Long Online/Short Stores ETF
Merger ETF
Metaverse ETF
MSCI EAFE Dividend Growers ETF
MSCI Emerging Markets Dividend Growers ETF
MSCI Europe Dividend Growers ETF
MSCI Transformational Changes ETF
Nanotechnology ETF
Nasdaq-100 Dorsey Wright Momentum ETF
Nasdaq-100 High Income ETF
On-Demand ETF
Online Retail ETF
Pet Care ETF
Russell 2000 Dividend Growers ETF
Russell 2000 High Income ETF (a)
Russell U.S. Dividend Growers ETF
S&P 500 Dividend Aristocrats ETF
S&P 500 Ex-Energy ETF
S&P 500 Ex-Financials ETF
S&P 500 Ex-Health Care ETF
S&P 500 Ex-Technology ETF
S&P 500 High Income ETF (b)
S&P Global Core Battery Metals ETF
S&P Kensho Cleantech ETF
S&P Kensho Smart Factories ETF
S&P MidCap 400 Dividend Aristocrats ETF
S&P Technology Dividend Aristocrats ETF
Smart Materials ETF
Supply Chain Logistics ETF
Bitcoin & Ether Equal Weight ETF
Bitcoin & Ether Market Cap Weight ETF
Bitcoin ETF
Ether ETF
Short Bitcoin ETF
Short Ether ETF
Ultra Bitcoin ETF
Ultra Ether ETF (b)
UltraShort Bitcoin ETF
UltraShort Ether ETF (b)

(a) For the period September 4, 2024 (commencement of investment
operations) through May 31, 2025
(b) For the period June 7, 2024 (commencement of investment
operations) through May 31, 2025

```

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001174610

## N-CEN: Series/Class (Contract) Information

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2025-05-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** ProShares Trust

- **Item B.1.b - Investment Company Act file number:** 811-21114

- **Item B.1.c - CIK:** 0001174610

- **Item B.1.d - LEI:** 5493005D9DS7C1P5AM59

- **Item B.2.a - Street 1:** 7272 Wisconsin Avenue

- **Item B.2.b - City:** Bethesda

- **Item B.2.c - State:** MD

- **Item B.2.e - Zip Code:** 20814

- **Item B.2.f - Telephone:** 240-497-6400

- **Item B.2.g - Public Website:** https://www.proshares.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Chase Bank, N.A.

- **b. Street 1:** 70 Fargo Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02210

- **g. Telephone number:** 800-935-9935

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as administrator

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** ProShare Advisors LLC

- **b. Street 1:** 7272 Wisconsin Avenue

- **Street 2:** 21st Floor

- **c. City:** Bethesda

- **d. State, if applicable:** MD

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 20814

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

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as advisor

**Location books Record: 3**

- **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:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02199

- **g. Telephone number:** 617-859-3417

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as regulatory administrator until 12/31/2024.

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** Ultimus Fund Solutions, LLC

- **b. Street 1:** 2 Easton Oval

- **Street 2:** Suite 300

- **c. City:** Columbus

- **d. State, if applicable:** OH

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 43219

- **g. Telephone number:** 513-587-3400

- **h. Briefly describe the books and records kept at this location:** Records relating to its function as regulatory administrator effective 1/1/2025.

**Location books Record: 5**

- **a. Name of person (e.g., a custodian of records):** SEI Investments Distribution Co.

- **b. Street 1:** One Freedom Valley Drive

- **c. City:** Oaks

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 19456

- **g. Telephone number:** 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: 6**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Chase Bank, N.A.

- **b. Street 1:** 4 MetroTech Center

- **c. City:** Brooklyn

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 11245

- **g. Telephone number:** 718-242-0609

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as custodian

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** ProShares Trust

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 131

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                     | Is Interested Person?   | Other Investment Company File Numbers   |
|:---|:---|:---|
| William D. Fertig        | No                      | 811-08239, 811-21634                    |
| Michael C. Wachs         | No                      | 811-21634, 811-08239                    |
| Russell S. Reynolds, III | No                      | 811-21634, 811-08239                    |
| Michael L. Sapir         | Yes                     | 811-21634, 811-08239                    |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Victor M. Frye, Esq.

- **b. CRD Number, if any:** 001253717

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

- **   Street Address 2:** 21st Floor

- **d. City:** Bethesda

- **e. State, if applicable:** MD

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 20814

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-27658

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** SEI INVESTMENTS DISTRIBUTION CO.

- **ii. SEC file number:** 8-13329

- **iii. CRD number:** 000010690

- **iv. LEI, if any:** 5LJTIFADGZ6XH1RVOC11

- **v. State, if applicable:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** No

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. 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:** MD

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - ProShares UltraShort FTSE China 50

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort FTSE China 50

- **b. Series identification number, if any:** S000018731

- **c. LEI:** 0JW1Z7SKXK3844HL0923

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort FTSE China 50 | C000051861                                | FXP                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $7,995,667.99             |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $7,263,609.50             |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,967,111.67             |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,464,125.21             |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $18,272,965.74            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $134,511,970.77           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $179,475,450.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,908,587.19

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 2 - ProShares UltraPro Short MidCap400

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short MidCap400

- **b. Series identification number, if any:** S000024912

- **c. LEI:** G7H12I5OU2R7Z0LCU994

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short MidCap400 | C000074102                                | SMDD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $17.51

**Aggregate Commission:** $17.51

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $596,533.51               |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $28,963,155.36            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,092,179.55             |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,484,141.25             |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,737,240.31             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $37,873,249.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,299,890.59

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 3 - ProShares UltraShort Semiconductors

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Semiconductors

- **b. Series identification number, if any:** S000014307

- **c. LEI:** V3STKZPD7B71017ZEE51

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Semiconductors | C000038866                                | SSG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $8,728,879.39             |
| Barclays Capital, Inc.      | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $5,150,482.08             |
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $9,408,618.25             |
| Jefferies LLC               | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $993,016.00               |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $102,322,194.54           |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,988,247.22             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $128,591,437.48

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,838,302.51

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 4 - ProShares S&P Kensho Smart Factories ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P Kensho Smart Factories ETF

- **b. Series identification number, if any:** S000073417

- **c. LEI:** 549300GUHFMKDS1TUG22

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P Kensho Smart Factories ETF | C000230304                                | MAKX                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,854.07

- **g. Provide the net income from securities lending activities:** $83.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $93.75

**Aggregate Commission:** $93.75

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $35.08                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $35.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $965,300.25

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 5 - ProShares UltraShort S&P500

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort S&P500

- **b. Series identification number, if any:** S000006832

- **c. LEI:** 1X5PN4N7IS336EIQEE06

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort S&P500 | C000018470                                | SDS                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,043.14

**Aggregate Commission:** $5,043.14

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,596,041,279.79         |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $370,628,918.05           |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $99,303,888.89            |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $49,118,888.89            |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $749,944,645.15           |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $178,714,862.85           |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $268,967,128.47           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $496,456,497.92           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,809,176,110.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $454,129,783.93

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 6 - ProShares MSCI EAFE Dividend Growers ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares MSCI EAFE Dividend Growers ETF

- **b. Series identification number, if any:** S000046273

- **c. LEI:** 549300OBHWKSYHFZ1343

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares MSCI EAFE Dividend Growers ETF | C000144590                                | EFAD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,080,962.74

- **g. Provide the net income from securities lending activities:** $4,707.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,538.87

**Aggregate Commission:** $11,538.87

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $995,193.53               |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $17,843,684.12            |
| Mizuho Securities USA LLC     | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $449,629.98               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $19,288,507.63

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $71,715,779.69

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 7 - ProShares S&P 500 Ex-Energy ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 Ex-Energy ETF

- **b. Series identification number, if any:** S000050775

- **c. LEI:** 549300TNY0VNIXW5FJ64

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 Ex-Energy ETF | C000160294                                | SPXE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $13,217.74

- **g. Provide the net income from securities lending activities:** $39.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $109.40

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.97

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $464.79

**Aggregate Commission:** $580.16

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $5,483.09                 |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $603,344.19               |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,854,179.49             |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $1,094.45                 |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $3,247,481.34             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $7,088,242.33             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,799,824.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $58,342,032.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 8 - ProShares S&P 500 Ex-Health Care ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 Ex-Health Care ETF

- **b. Series identification number, if any:** S000050777

- **c. LEI:** 5493001L2ZGJ40PRHY65

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 Ex-Health Care ETF | C000160296                                | SPXV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,873.91

- **g. Provide the net income from securities lending activities:** $14.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61.04

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $203.88

**Aggregate Commission:** $264.92

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $9,946.28                 |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $2,168.31                 |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,618,978.92             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $3,661,884.00             |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $583,115.91               |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,253,978.40             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,130,071.82

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $24,492,719.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 9 - ProShares Ultra Nasdaq Cloud Computing

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Nasdaq Cloud Computing

- **b. Series identification number, if any:** S000070720

- **c. LEI:** 549300M1LSU3OHT2VE23

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Nasdaq Cloud Computing | C000224815                                | SKYU                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,009.42

- **g. Provide the net income from securities lending activities:** $16.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $153.03

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $142.18

**Aggregate Commission:** $295.21

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $5,626,838.16             |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $296,604.18               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,242,187.75             |
| Barclays Capital, Inc.                     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $348,866.81               |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $745.65                   |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $3,227,584.50             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $10,742,827.05

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,734,613.38

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 10 - ProShares UltraShort FTSE Europe

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort FTSE Europe

- **b. Series identification number, if any:** S000022292

- **c. LEI:** I5P8CWQ9REYR8K9HN560

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort FTSE Europe | C000063930                                | EPV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $209,965,360.56           |
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $19,640,155.55            |
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $24,919,698.34            |
| Morgan Stanley & Co. LLC   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $496,898.76               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $255,022,113.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $20,020,666.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 11 - ProShares UltraShort Russell2000

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Russell2000

- **b. Series identification number, if any:** S000014287

- **c. LEI:** 75HGN5OSF2FQ1L7JNK61

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Russell2000 | C000038846                                | TWM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,618.00

**Aggregate Commission:** $1,618.00

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $19,864,419.44            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $643,511,438.00           |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $94,371,765.28            |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $63,097,691.75            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $24,861,561.11            |
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $9,938,159.72             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $855,645,035.30

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $51,509,079.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 12 - ProShares Ultra 7-10 Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra 7-10 Year Treasury

- **b. Series identification number, if any:** S000027192

- **c. LEI:** 69FVKV7C7KHD1L0XZB62

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra 7-10 Year Treasury | C000082080                                | UST                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $72.80

**Aggregate Commission:** $72.80

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.        | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $17,933,131.11            |
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $14,955,524.31            |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $39,892,643.33            |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $14,847,931.25            |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $316,308,650.98           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $403,937,880.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $27,303,585.10

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 13 - ProShares S&P MidCap 400 Dividend Aristocrats ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P MidCap 400 Dividend Aristocrats ETF

- **b. Series identification number, if any:** S000047884

- **c. LEI:** 549300VCJLJM17R2FP84

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P MidCap 400 Dividend Aristocrats ETF | C000150377                                | REGL                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,483,948.45

- **g. Provide the net income from securities lending activities:** $3,297.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $77,405.38

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $990.40

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,972.41

**Brokers Record: 4**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $58,252.06

**Aggregate Commission:** $139,620.25

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $62,913,999.11            |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $2,396,556.29             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $248,235,326.00           |
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $1,691,736.40             |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $246,695,556.00           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $83,883,339.64            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $392,779,147.49           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,038,595,660.93

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,614,049,487.61

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 14 - ProShares UltraShort 7-10 Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort 7-10 Year Treasury

- **b. Series identification number, if any:** S000018732

- **c. LEI:** 0PVI6JVXQCFJKOBIKO48

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort 7-10 Year Treasury | C000051862                                | PST                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $60.06

**Aggregate Commission:** $60.06

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $89,316,647.82            |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $12,886,698.06            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $9,877,143.68             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $112,080,489.56

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $15,063,867.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 15 - ProShares UltraPro Dow30

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Dow30

- **b. Series identification number, if any:** S000024918

- **c. LEI:** L3Y0M1NGO52I2PZ6P085

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Dow30 | C000074108                                | UDOW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $337,998.96

- **g. Provide the net income from securities lending activities:** $1,021.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,389.51

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,098.20

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,288.62

**Brokers Record: 4**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,255.20

**Aggregate Commission:** $77,031.53

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $102,942,877.70           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,326,616,248.92         |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $71,093,383.99            |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $19,946,321.67            |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $238,998,584.90           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $478,440,495.67           |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $385,686,666.23           |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $64,570,802.77            |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $109,022,731.04           |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $783,873,460.65           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,612,769,848.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $699,871,930.67

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 16 - ProShares UltraPro Short 20+ Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short 20+ Year Treasury

- **b. Series identification number, if any:** S000024917

- **c. LEI:** Z0SKYMVDUZNKXP7CCC49

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short 20+ Year Treasury | C000074107                                | TTT                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $192.78

**Aggregate Commission:** $192.78

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $20,020,277.33            |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $5,953,355.00             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $320,778,251.23           |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $4,969,064.93             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $351,720,948.49

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $31,299,350.17

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 17 - ProShares K-1 Free Crude Oil ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares K-1 Free Crude Oil ETF

- **b. Series identification number, if any:** S000054590

- **c. LEI:** 549300FKX6EV0GS5PS44

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares K-1 Free Crude Oil Strategy ETF | C000171471                                | OILK                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,024.76

**Brokers Record: 2**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,292.00

**Aggregate Commission:** $36,316.76

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $314,071,529.89           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $314,071,529.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $88,862,845.52

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 18 - ProShares Hedge Replication ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Hedge Replication ETF

- **b. Series identification number, if any:** S000031041

- **c. LEI:** ADUJ68TGZBVW30IQNE81

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Hedge Replication ETF | C000096244                                | HDG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $35.00

- **g. Provide the net income from securities lending activities:** $2.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $217.86

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,247.29

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $416.18

**Aggregate Commission:** $1,881.33

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC          | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $35,458,449.00            |
| Bank of Montreal                  | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $103,314,279.24           |
| Citadel Securities LLC            | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $335,853.25               |
| Susquehanna Financial Group, LLLP | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $206,704.20               |
| BMO Capital Markets Corp.         | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $178,462.89               |
| Jefferies LLC                     | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $18,536,949.27            |
| Goldman Sachs & Co. LLC           | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $54,662,821.74            |
| Wells Fargo Securities, LLC       | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $38,526,639.40            |
| Barclays Capital, Inc.            | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $72,237,446.13            |
| J.P. Morgan Securities LLC        | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $145,522,570.93           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $469,077,730.45

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $26,644,984.42

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 19 - ProShares Supply Chain Logistics ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Supply Chain Logistics ETF

- **b. Series identification number, if any:** S000075630

- **c. LEI:** 5493003OUX1USAS4J011

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Supply Chain Logistics ETF | C000234857                                | SUPL                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $19,160.94

- **g. Provide the net income from securities lending activities:** $188.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $267.73

**Aggregate Commission:** $267.73

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $56,404.61                |
| Jane Street Capital, LLC      | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $489,104.29               |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $379,605.14               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $925,114.04

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,371,157.71

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 20 - ProShares Ultra MSCI Brazil Capped

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra MSCI Brazil Capped

- **b. Series identification number, if any:** S000028919

- **c. LEI:** GTCVAZ1J0WWQQV5M4K81

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra MSCI Brazil Capped | C000088638                                | UBR                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $597,095.63               |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $14,330,587.69            |
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $396,698.50               |
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,037,119.45             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $19,361,501.27

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,331,849.30

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 21 - ProShares UltraPro Short Russell2000

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short Russell2000

- **b. Series identification number, if any:** S000024913

- **c. LEI:** W7KXLPGRRLQIN28WC263

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short Russell2000 | C000074103                                | SRTY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,429.86

**Aggregate Commission:** $3,429.86

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Wells Fargo Securities, LLC   | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $39,780,480.99            |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $80,860,394.21            |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $70,452,134.62            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,083,362,672.71         |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $93,165,534.67            |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $49,865,804.17            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,417,487,021.37

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $86,541,061.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 22 - ProShares Ultra QQQ

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra QQQ

- **b. Series identification number, if any:** S000006827

- **c. LEI:** BB4MTKSM4GAKW287HJ60

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra QQQ     | C000018465                                | QLD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,402,529.65

- **g. Provide the net income from securities lending activities:** $27,503.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,095.24

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $77,245.81

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,117.76

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $131,725.71

**Brokers Record: 5**

- **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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $215,018.34

**Aggregate Commission:** $483,202.86

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $345,412,651.46           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $9,270,822,969.57         |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $228,329,513.85           |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $731,317,765.16           |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,075,925,053.78         |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $780,760,161.11           |
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $248,649,344.45           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,749,336,922.10         |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,882,445,011.26         |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $340,966,783.41           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $22,980,025,089.37

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,970,728,820.27

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 23 - ProShares Russell 2000 Dividend Growers ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Russell 2000 Dividend Growers ETF

- **b. Series identification number, if any:** S000047885

- **c. LEI:** 549300MVQ2FQVKTSHR36

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Russell 2000 Dividend Growers ETF | C000150378                                | SMDV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,181,695.49

- **g. Provide the net income from securities lending activities:** $196,387.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $33,884.38

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $431.23

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,496.03

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,971.71

**Aggregate Commission:** $63,783.35

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $78,945,774.70            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $128,697,358.30           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $59,768,612.71            |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $50,542,841.02            |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $32,412,843.08            |
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $14,929,807.85            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $365,297,237.66

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $705,569,535.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 24 - ProShares Ultra 20+ Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra 20+ Year Treasury

- **b. Series identification number, if any:** S000027193

- **c. LEI:** O4SM0OE1AXZJ6OR80Y45

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra 20+ Year Treasury | C000082081                                | UBT                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $403,094.40

- **g. Provide the net income from securities lending activities:** $1,947.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $395.01

**Aggregate Commission:** $395.01

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $19,873,670.00            |
| Morgan Stanley & Co. LLC   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $49,661,048.61            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $901,737,798.66           |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $273,410,295.15           |
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $24,835,986.11            |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $69,207,696.25            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,338,726,494.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $120,672,826.32

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 25 - ProShares UltraShort Utilities

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Utilities

- **b. Series identification number, if any:** S000014310

- **c. LEI:** WW08P0ORVY40TNO1X304

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Utilities | C000038869                                | SDP                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $1,043,113.27             |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $18,164,696.69            |
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,280,640.83             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $20,488,450.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,791,254.92

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 26 - ProShares Ultra Communication Services

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Communication Services

- **b. Series identification number, if any:** S000014261

- **c. LEI:** MRQ4JPGFGVU5YUA1O213

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Communication Services | C000038820                                | LTL                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,196.48

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $585.56

**Aggregate Commission:** $1,782.04

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $11,750,449.81            |
| Barclays Capital, Inc.                     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $373,341.15               |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $768,770.64               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,658,893.71             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,551,455.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,897,809.96

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 27 - ProShares Large Cap Core Plus

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Large Cap Core Plus

- **b. Series identification number, if any:** S000020962

- **c. LEI:** 37E0KTDC3GUWOZOYE729

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Large Cap Core Plus | C000059344                                | CSM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $210,014.88

- **g. Provide the net income from securities lending activities:** $431.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37,024.04

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $33,096.51

**Aggregate Commission:** $70,120.55

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $136,711,042.10           |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $117.07                   |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $32,965,953.33            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $14,889,006.81            |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,152,861.92             |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $3,247,746.82             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $119,722,555.47           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $308,689,283.52

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $453,545,111.05

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 28 - ProShares Ether ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ether ETF

- **b. Series identification number, if any:** S000074165

- **c. LEI:** 5299004ANMHA84WMXW84

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ether Strategy ETF | C000231749                                | EETH                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** StoneX Financial, Inc

- **ii. SEC file number:** 8-51269

- **iii. CRD number:** 000045993

- **iv. LEI, if any:** 549300LNKU6K5TJCRG93

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $135,979.53

**Brokers Record: 2**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $60,555.66

**Aggregate Commission:** $196,535.19

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $856,657,538.73           |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $16,711,568.90            |
| Goldman Sachs & Co. LLC      | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $22,927,008.33            |
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $188,787,819.52           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,085,083,935.48

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $73,284,084.76

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 29 - ProShares Merger ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Merger ETF

- **b. Series identification number, if any:** S000037318

- **c. LEI:** 5493004THPTEQ37G4572

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Merger ETF    | C000115055                                | MRGR                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $246,720.05

- **g. Provide the net income from securities lending activities:** $24,796.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,849.75

**Aggregate Commission:** $4,849.75

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $51,697.87                |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $33,935,695.80            |
| Jane Street Capital, LLC      | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $1,449,495.75             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $35,436,889.42

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,618,855.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 30 - ProShares Smart Materials ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Smart Materials ETF

- **b. Series identification number, if any:** S000073416

- **c. LEI:** 5493002YSY5PL4HENM62

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Smart Materials ETF | C000230303                                | TINT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,516.96

- **g. Provide the net income from securities lending activities:** $24.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $355.14

**Aggregate Commission:** $355.14

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $249.60                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $249.60

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,558,295.32

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 31 - ProShares MSCI Transformational Changes ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares MSCI Transformational Changes ETF

- **b. Series identification number, if any:** S000069834

- **c. LEI:** 549300T6OZWBESPF1K65

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares MSCI Transformational Changes ETF | C000222595                                | ANEW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $10,661.63

- **g. Provide the net income from securities lending activities:** $40.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 25**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,161.66

**Aggregate Commission:** $1,161.66

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $12,821,990.12            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,821,990.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $8,328,948.94

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 32 - ProShares Ultra Russell2000

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Russell2000

- **b. Series identification number, if any:** S000014248

- **c. LEI:** 9PQYJGVJO8FNJLFCK011

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Russell2000 | C000038807                                | UWM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,010,347.74

- **g. Provide the net income from securities lending activities:** $173,273.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,146.62

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,987.58

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $36,250.99

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,153.84

**Aggregate Commission:** $68,539.03

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNP Paribas Securities Corp.      | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $4,476.33                 |
| Goldman Sachs & Co. LLC           | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $66,051,963.47            |
| Susquehanna Financial Group, LLLP | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $4,580.82                 |
| Citigroup Global Markets Inc.     | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $14,959,741.25            |
| J.P. Morgan Securities LLC        | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,288,134,601.89         |
| Bank of Montreal                  | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $39,714,531.25            |
| Virtu Americas LLC                | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $521.40                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,408,870,416.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $356,238,048.63

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 33 - ProShares UltraPro QQQ

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro QQQ

- **b. Series identification number, if any:** S000024908

- **c. LEI:** 03026FQTQRJ0JSTBI779

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro QQQ  | C000074098                                | TQQQ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,549,917.20

- **g. Provide the net income from securities lending activities:** $45,443.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,556,373.94

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $327,442.10

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $247,185.00

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $381,726.18

**Brokers Record: 5**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $72,156.25

**Aggregate Commission:** $2,584,883.47

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $6,512,425,713.37         |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $9,211,011,739.30         |
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,476,021,533.67         |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $8,750,344,155.57         |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $25,361,958,876.47        |
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $1,892,640,836.79         |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $17,676,745,773.12        |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,240,078,833.34         |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $61,947,099,144.97        |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,161,321,760.81         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $140,137,270,687.57

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $23,145,139,614.39

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 34 - ProShares UltraShort MSCI Emerging Markets

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort MSCI Emerging Markets

- **b. Series identification number, if any:** S000018727

- **c. LEI:** YKYO515QG76GHEKZ9D12

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort MSCI Emerging Markets | C000051857                                | EEV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $3,979,117.09             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,454,305.63             |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $945,033.51               |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $30,826,142.16            |
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,986,032.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $42,190,630.39

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,878,715.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 35 - ProShares UltraShort MidCap400

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort MidCap400

- **b. Series identification number, if any:** S000006822

- **c. LEI:** 0OXEXR3RP7GYKFC5IO85

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort MidCap400 | C000018460                                | MZZ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.99

**Aggregate Commission:** $5.99

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $395,858.61               |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $8,781,674.74             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $9,177,533.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,320,693.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 36 - ProShares Ultra MSCI Emerging Markets

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra MSCI Emerging Markets

- **b. Series identification number, if any:** S000022303

- **c. LEI:** FODQHN5VAHVQHJ7VUE83

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra MSCI Emerging Markets | C000063941                                | EET                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $246,995.49               |
| Citadel Securities LLC     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $9,843,709.17             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,967,100.00             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $12,916,075.42            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $154,516,600.45           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $182,490,480.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $17,275,612.74

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 37 - ProShares Ultra MSCI EAFE

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra MSCI EAFE

- **b. Series identification number, if any:** S000022302

- **c. LEI:** DNBQXQ8DQYLHXB1XYT46

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra MSCI EAFE | C000063940                                | EFO                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $2,981,447.92             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $2,680,217.69             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $10,408,527.22            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $39,079,542.58            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $55,149,735.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $9,995,837.68

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 38 - ProShares Short 7-10 Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short 7-10 Year Treasury

- **b. Series identification number, if any:** S000018720

- **c. LEI:** ASRYSFYKVTZZ4UGDCQ51

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short 7-10 Year Treasury | C000051850                                | TBX                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47.32

**Aggregate Commission:** $47.32

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,944,044.48             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $103,822,426.95           |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,980,514.58             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,989,450.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $113,736,436.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $13,932,721.52

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 39 - ProShares Inflation Expectations ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Inflation Expectations ETF

- **b. Series identification number, if any:** S000035008

- **c. LEI:** R3XNF7PTC3C8WDXTVN76

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Inflation Expectations ETF | C000107655                                | RINF                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $9,741,534.72             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $89,154,479.40            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $3,966,985.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $102,862,999.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $22,525,601.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 40 - ProShares UltraShort Consumer Discretionary

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Consumer Discretionary

- **b. Series identification number, if any:** S000014299

- **c. LEI:** C52L906VB1MRG2CNI959

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Consumer Discretionary | C000038858                                | SCC                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,487,838.67             |
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,587,114.45             |
| Barclays Capital, Inc.      | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $496,471.67               |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $21,240,174.32            |
| Morgan Stanley & Co. LLC    | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $347,697.82               |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $298,547.81               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $25,457,844.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,068,049.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 41 - ProShares S&P Global Core Battery Metals ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P Global Core Battery Metals ETF

- **b. Series identification number, if any:** S000078011

- **c. LEI:** 549300W9OSPNV8CVI013

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P Global Core Battery Metals ETF | C000238747                                | ION                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $120,959.16

- **g. Provide the net income from securities lending activities:** $7,078.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,612.79

**Aggregate Commission:** $1,612.79

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $559,683.35               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $559,683.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,602,023.36

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 42 - ProShares Ultra Dow30

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Dow30

- **b. Series identification number, if any:** S000006826

- **c. LEI:** 7N3EJP31CN65H4G3UK92

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Dow30   | C000018464                                | DDM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $30,075.55

- **g. Provide the net income from securities lending activities:** $104.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,522.35

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,520.80

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,448.37

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $239.80

**Aggregate Commission:** $37,731.32

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $7,620,278.26             |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $19,946,321.67            |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $44,613,343.10            |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $20,287,313.96            |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $655,147,161.61           |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,029,008.94             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $61,934,748.60            |
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $9,207,419.04             |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $68,451,204.91            |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $55,709,347.49            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $951,946,147.58

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $424,530,238.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 43 - ProShares UltraShort Technology

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Technology

- **b. Series identification number, if any:** S000014308

- **c. LEI:** 1HZ2QLWEZGI7735DTS61

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Technology | C000038867                                | REW                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,791,055.88             |
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,263,529.77             |
| Barclays Capital, Inc.      | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,737,650.83             |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,990,318.76             |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $30,756,638.49            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $40,539,193.73

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,405,677.23

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 44 - ProShares UltraShort Financials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Financials

- **b. Series identification number, if any:** S000014300

- **c. LEI:** YOJN1DKAU7JWI16N8H58

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Financials | C000038859                                | SKF                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $109,703,500.20           |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $14,348,210.90            |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,769,345.69             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,949,310.42             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $131,770,367.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,831,633.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 45 - ProShares Ultra Nasdaq Biotechnology

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Nasdaq Biotechnology

- **b. Series identification number, if any:** S000018718

- **c. LEI:** SL5GC2XPBUL7EXVSNF27

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Nasdaq Biotechnology | C000051848                                | BIB                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $983,808.90

- **g. Provide the net income from securities lending activities:** $38,809.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,494.56

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,221.81

**Aggregate Commission:** $3,716.37

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citadel Securities LLC                     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $9,843,709.17             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $6,206,813.40             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $34,575,486.72            |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $8,439,623.73             |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $125,012,569.57           |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $72.88                    |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $11,437,518.00            |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $800.86                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $195,516,594.33

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $73,095,513.54

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 46 - ProShares Short QQQ

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short QQQ

- **b. Series identification number, if any:** S000006831

- **c. LEI:** Q95Y09OLRIOMH8CB3M62

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short QQQ     | C000018469                                | PSQ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,174.76

**Aggregate Commission:** $3,174.76

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| TD SECURITIES (USA) LLC       | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $49,670,922.22            |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $69,812,125.83            |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $148,963,827.08           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $695,880,330.43           |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $148,658,583.33           |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $849,089,525.51           |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,674,216,662.27         |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $844,770,288.22           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $8,481,062,264.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $566,760,856.02

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 47 - ProShares Ultra S&P500

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra S&P500

- **b. Series identification number, if any:** S000006821

- **c. LEI:** UT59PM4NN1V3JAKZPS19

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra S&P500  | C000018459                                | SSO                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,155,115.42

- **g. Provide the net income from securities lending activities:** $4,465.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $53,035.31

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $183,680.55

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,549.23

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $98,014.67

**Brokers Record: 5**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,001.22

**Aggregate Commission:** $354,280.98

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,036,447,740.62         |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,054,041,168.76         |
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $398,364,377.76           |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $780,863,492.38           |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $920,560,681.69           |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $1,299,081,645.12         |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $231,237,390.51           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $9,036,869,610.30         |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $185,476,674.41           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,231,004,061.92         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $19,347,285,560.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,325,186,657.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 48 - ProShares Ultra High Yield

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra High Yield

- **b. Series identification number, if any:** S000031635

- **c. LEI:** H62TZPTGJYN1WPUZQP47

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra High Yield | C000098413                                | UJB                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $978.06

- **g. Provide the net income from securities lending activities:** $2.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citadel Securities LLC     | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $1,476,556.38             |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $277,445,990.67           |
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $2,382,260.83             |
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $11,398,183.33            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $292,702,991.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $13,599,584.65

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 49 - ProShares Big Data Refiners ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Big Data Refiners ETF

- **b. Series identification number, if any:** S000073423

- **c. LEI:** 549300TWVJSNY7YRKI45

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Big Data Refiners ETF | C000230310                                | DAT                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $323,933.00

- **g. Provide the net income from securities lending activities:** $3,259.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $561.18

**Aggregate Commission:** $561.18

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jane Street Capital, LLC   | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $833,837.32               |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $35,958.35                |
| Virtu Americas LLC         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $885,881.27               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,755,676.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,257,409.44

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 50 - ProShares Short High Yield

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short High Yield

- **b. Series identification number, if any:** S000018723

- **c. LEI:** W4E5OYBUX8BV1ZKG2H85

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short High Yield | C000051853                                | SJB                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $179,807,855.70           |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $54,815,601.25            |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $81,787,908.17            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $54,488,265.27            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $558,570,317.39           |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $24,809,965.28            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $954,279,913.06

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $84,594,816.02

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 51 - ProShares Short MSCI EAFE

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short MSCI EAFE

- **b. Series identification number, if any:** S000018742

- **c. LEI:** E9YLGGCRV6TSIDLNI588

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short MSCI EAFE | C000051872                                | EFZ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $206,271,360.59           |
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $54,259,997.35            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $260,531,357.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $17,787,664.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 52 - ProShares UltraShort Health Care

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Health Care

- **b. Series identification number, if any:** S000014301

- **c. LEI:** DRLI0TXPR5167FL54L31

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Health Care | C000038860                                | RXD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $197,929.31               |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $9,402,397.25             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $9,600,326.56

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,254,632.07

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 53 - ProShares Decline of the Retail Store ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Decline of the Retail Store ETF

- **b. Series identification number, if any:** S000059653

- **c. LEI:** 5493002U6CHMD65I8F67

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Decline of the Retail Store ETF | C000195295                                | EMTY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $2,085,181.00             |
| Morgan Stanley & Co. LLC   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,086,186.90             |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $25,914,343.05            |
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,055,164.04             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $32,140,874.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,835,950.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 54 - ProShares Short Real Estate

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Real Estate

- **b. Series identification number, if any:** S000014282

- **c. LEI:** OO8MK7CY8LDH7ZASHT92

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Real Estate | C000038841                                | REK                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $6,894,551.39             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $93,468,265.98            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $10,645,177.41            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $111,007,994.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $12,488,612.26

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 55 - ProShares UltraShort 20+ Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort 20+ Year Treasury

- **b. Series identification number, if any:** S000018733

- **c. LEI:** PQTQB8I6TMT6W5YFAJ57

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort 20+ Year Treasury | C000051863                                | TBT                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,050.65

**Aggregate Commission:** $2,050.65

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $446,627,901.04           |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $69,653,772.22            |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $124,132,062.50           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $179,039,828.89           |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $49,865,804.17            |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $49,118,888.89            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,248,372,419.20         |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $295,617,969.81           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,462,428,646.72

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $296,906,650.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 56 - ProShares Nasdaq-100 Dorsey Wright Momentum ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Nasdaq-100 Dorsey Wright Momentum ETF

- **b. Series identification number, if any:** S000071850

- **c. LEI:** 549300A9NYN5L3FFX416

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | C000227376                                | QQQA                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $160,043.96

- **g. Provide the net income from securities lending activities:** $382.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $370.88

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,087.59

**Aggregate Commission:** $3,458.47

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $2,812,217.00             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $245,501.26               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $434,788.90               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,492,507.16

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,616,680.54

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 57 - ProShares Ultra Consumer Staples

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Consumer Staples

- **b. Series identification number, if any:** S000014250

- **c. LEI:** 1M6RW6Q5D0LPJ2MSS486

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Consumer Staples | C000038809                                | UGE                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,035.04

- **g. Provide the net income from securities lending activities:** $2.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $176.54

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,186.98

**Aggregate Commission:** $1,363.52

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $20,109,399.10            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $21,758,175.82            |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $214.10                   |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $988,782.09               |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $615,479.43               |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,292,295.79             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $23,274,674.64            |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $858,830.40               |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,957,740.85             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $692,752.57               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $71,548,344.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $8,999,953.07

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 58 - ProShares UltraShort MSCI Japan

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort MSCI Japan

- **b. Series identification number, if any:** S000018728

- **c. LEI:** KZU4C19RPVWWUXE45Q21

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort MSCI Japan | C000051858                                | EWV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,973,972.50             |
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $6,950,997.23             |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $49,623,043.89            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $58,548,013.62

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,359,057.14

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 59 - ProShares Ultra Industrials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Industrials

- **b. Series identification number, if any:** S000014254

- **c. LEI:** OGTGSEPIVKMSM78CHD88

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Industrials | C000038813                                | UXI                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,496.57

- **g. Provide the net income from securities lending activities:** $18.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $155.68

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $482.03

**Aggregate Commission:** $637.71

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $36,234,649.43            |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $109.12                   |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $2,975,238.75             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $989,646.53               |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $496,884.78               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $5,936,947.03             |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $29.04                    |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,051,887.63             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $49,685,392.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $23,160,697.04

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 60 - ProShares Short Bitcoin ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Bitcoin ETF

- **b. Series identification number, if any:** S000076601

- **c. LEI:** 549300GXECIOZMG55H68

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Bitcoin Strategy ETF | C000236586                                | BITI                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** StoneX Financial, Inc

- **ii. SEC file number:** 8-51269

- **iii. CRD number:** 000045993

- **iv. LEI, if any:** 549300LNKU6K5TJCRG93

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $75,184.42

**Brokers Record: 2**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,145.93

**Aggregate Commission:** $117,330.35

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $979,043,964.59           |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $169,055,898.75           |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $9,975,500.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,158,075,363.34

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $82,881,340.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 61 - ProShares UltraPro Short Dow30

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short Dow30

- **b. Series identification number, if any:** S000024910

- **c. LEI:** LIZENFIQJTTT2RI1UP54

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short Dow30 | C000074100                                | SDOW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,116.80

**Aggregate Commission:** $5,116.80

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $263,125,083.56           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $247,776,795.14           |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $39,640,550.00            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $400,416,720.56           |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $582,425,464.39           |
| BofA Securities, Inc.         | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,975,066.67             |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $24,809,965.28            |
| StoneX Financial, Inc         | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $24,578,541.67            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $3,098,040,886.04         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,690,789,073.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $270,204,588.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 62 - ProShares Equities for Rising Rates ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Equities for Rising Rates ETF

- **b. Series identification number, if any:** S000057332

- **c. LEI:** 549300ONGJC47EH4UP44

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Equities for Rising Rates ETF | C000182948                                | EQRR                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,021.18

- **g. Provide the net income from securities lending activities:** $5.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3.61

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,118.17

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,563.72

**Aggregate Commission:** $2,685.50

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,151,877.03             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,362,104.88             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,147,848.72             |
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $2,312,808.08             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,974,638.71

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $13,372,210.07

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 63 - ProShares Short FTSE China 50

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short FTSE China 50

- **b. Series identification number, if any:** S000018719

- **c. LEI:** 4FS46YNFSZ3Y6KBFLS21

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short FTSE China 50 | C000051849                                | YXI                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,490,723.96             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $29,468,564.00            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,589,654.24             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,546,806.14             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $37,095,748.34

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,996,505.06

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 64 - ProShares Short Financials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Financials

- **b. Series identification number, if any:** S000014276

- **c. LEI:** GK4TU6C1B5LXPX6BWP64

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Financials | C000038835                                | SEF                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,969,586.25             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $9,875,006.50             |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $987,981.94               |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $116,867,368.54           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $130,699,943.23

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,552,562.81

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 65 - ProShares UltraPro Russell2000

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Russell2000

- **b. Series identification number, if any:** S000024921

- **c. LEI:** 5YNMV3LERCU7E6E3H465

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Russell2000 | C000074111                                | URTY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,685,042.03

- **g. Provide the net income from securities lending activities:** $159,507.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,899.26

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,572.19

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,359.83

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $36,281.87

**Aggregate Commission:** $74,113.15

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal                  | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $33,317,751.03            |
| Goldman Sachs & Co. LLC           | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $259,119,535.15           |
| Jefferies LLC                     | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $44,739,613.33            |
| BNP Paribas Securities Corp.      | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $4,942.06                 |
| Susquehanna Financial Group, LLLP | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $4,432.30                 |
| StoneX Financial, Inc             | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $24,578,541.67            |
| J.P. Morgan Securities LLC        | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,055,734,128.16         |
| Citigroup Global Markets Inc.     | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $9,986,981.81             |
| Virtu Americas LLC                | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $582.71                   |
| Barclays Capital, Inc.            | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $53,072,039.24            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,480,558,547.46

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $421,500,353.45

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 66 - ProShares UltraShort Consumer Staples

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Consumer Staples

- **b. Series identification number, if any:** S000014298

- **c. LEI:** RXMAZ23155OIUVZG6Z64

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Consumer Staples | C000038857                                | SZK                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $4,289,878.57             |
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $197,929.31               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,487,807.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $685,694.68

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 67 - ProShares UltraShort SmallCap600

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort SmallCap600

- **b. Series identification number, if any:** S000014288

- **c. LEI:** 713DOEKWJEIFDGYIFD21

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort SmallCap600 | C000038847                                | SDD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,386,663.60             |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $497,579.69               |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $19,482,819.83            |
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $495,873.13               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $21,862,936.25

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,018,154.08

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 68 - ProShares S&P 500 Ex-Technology ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 Ex-Technology ETF

- **b. Series identification number, if any:** S000050780

- **c. LEI:** 5493001I18EDIH1SXT13

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 Ex-Technology ETF | C000160299                                | SPXT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $10,930.83

- **g. Provide the net income from securities lending activities:** $33.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $141.03

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,918.52

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $57.85

**Aggregate Commission:** $2,117.40

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $168,850,224.59           |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $11,850,941.00            |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $13,316,666.14            |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $745.55                   |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,340,227.04             |
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $9,375,246.20             |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $5,615.17                 |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $804,876.66               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $210,544,542.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $133,893,905.79

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 69 - ProShares Short SmallCap600

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short SmallCap600

- **b. Series identification number, if any:** S000014264

- **c. LEI:** 3JSQYJMW6PVD4VIYNG53

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short SmallCap600 | C000038823                                | SBB                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,941,868.50             |
| StoneX Financial, Inc      | 8-51269           |    000045993 | 549300LNKU6K5TJCRG93 | FL      | US        | $2,949,425.00             |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $38,721,883.21            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $45,613,176.71

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,521,487.44

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 70 - ProShares UltraShort Ether ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Ether ETF

- **b. Series identification number, if any:** S000084463

- **c. LEI:** 529900UXRBTITWHZ2A11

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Ether ETF | C000248848                                | ETHD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80,126.66

**Aggregate Commission:** $80,126.66

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $148,393,908.72           |
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $5,195,066.75             |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $2,423,269.60             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $156,012,245.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,170,708.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 71 - ProShares Ultra Materials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Materials

- **b. Series identification number, if any:** S000014313

- **c. LEI:** 57BSEOSJBOOM11VOKX24

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Materials | C000038872                                | UYM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $23,789.52

- **g. Provide the net income from securities lending activities:** $91.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $462.97

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,376.77

**Aggregate Commission:** $2,839.74

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,978,084.03             |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $3,971,699.44             |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $4,455,816.82             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $9,691,182.69             |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $399,905.46               |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $55,368,214.26            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $76,864,902.70

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $39,800,410.19

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 72 - ProShares Short Russell2000

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Russell2000

- **b. Series identification number, if any:** S000014263

- **c. LEI:** YGKIXS4FSM8OUIQK9X25

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Russell2000 | C000038822                                | RWM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,770.12

**Aggregate Commission:** $3,770.12

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $162,800,900.00           |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $74,798,706.25            |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $99,245,802.09            |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $44,706,687.50            |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $99,343,944.44            |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $100,215,827.88           |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,950,162,901.66         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,531,274,769.82

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $163,943,070.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 73 - ProShares MSCI Emerging Markets Dividend Growers ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares MSCI Emerging Markets Dividend Growers ETF

- **b. Series identification number, if any:** S000046274

- **c. LEI:** 549300M7R19HIH2U6V88

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares MSCI Emerging Markets Dividend Growers ETF | C000144591                                | EMDV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $35,065.31

- **g. Provide the net income from securities lending activities:** $326.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 21**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,708.38

**Aggregate Commission:** $10,708.38

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| UBS Securities LLC         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $484,320.48               |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $13,423,048.01            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $13,907,368.49

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $8,709,197.74

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 74 - ProShares Ultra Bitcoin ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Bitcoin ETF

- **b. Series identification number, if any:** S000084466

- **c. LEI:** 529900I1J407FO4X3C73

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Bitcoin ETF | C000248851                                | BITU                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** ADM Investor Services International Ltd.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 213800GNABQM2M887812

- **vii. Gross commissions paid by the Fund for the reporting period:** $182,539.84

**Brokers Record: 2**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,485.00

**Brokers Record: 3**

- **i. Full name of broker:** StoneX Financial, Inc

- **ii. SEC file number:** 8-51269

- **iii. CRD number:** 000045993

- **iv. LEI, if any:** 549300LNKU6K5TJCRG93

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $298,234.82

**Brokers Record: 4**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $413,351.80

**Aggregate Commission:** $899,611.46

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $369,612,644.63           |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $149,820,100.00           |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,015,258,937.64         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,534,691,682.27

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $726,736,442.23

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 75 - ProShares Ultra MSCI Japan

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra MSCI Japan

- **b. Series identification number, if any:** S000022304

- **c. LEI:** X88CXJ6GMOK5KGHOH810

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra MSCI Japan | C000063942                                | EZJ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNP Paribas Securities Corp. | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $494,340.31               |
| Citadel Securities LLC       | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $2,263,503.98             |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $29,697,871.07            |
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $542,923.90               |
| Barclays Capital, Inc.       | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,692,493.08             |
| Goldman Sachs & Co. LLC      | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $99,976.36                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $34,791,108.70

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,300,103.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 76 - ProShares Ultra Ether ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Ether ETF

- **b. Series identification number, if any:** S000084465

- **c. LEI:** 529900BL75KI5DP4SC65

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Ether ETF | C000248850                                | ETHT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $360,876.06

**Brokers Record: 2**

- **i. Full name of broker:** StoneX Financial, Inc

- **ii. SEC file number:** 8-51269

- **iii. CRD number:** 000045993

- **iv. LEI, if any:** 549300LNKU6K5TJCRG93

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $256,102.75

**Aggregate Commission:** $616,978.81

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $901,689,504.52           |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $19,729,595.87            |
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $44,458,862.13            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $965,877,962.52

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $86,208,969.74

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 77 - ProShares Pet Care ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Pet Care ETF

- **b. Series identification number, if any:** S000062559

- **c. LEI:** 549300SJHELHWEOX6S65

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Pet Care ETF  | C000202974                                | PAWZ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,583,357.43

- **g. Provide the net income from securities lending activities:** $17,054.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,486.09

**Aggregate Commission:** $16,486.09

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $3,767,567.26             |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $319,054.43               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,690,876.79             |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $26,024,257.34            |
| Jane Street Capital, LLC                   | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $886,555.18               |
| SG Americas Securities, LLC                | 8-66125           | 000128351    | 549300F35UE0BOM1WJ55 | NY      | US        | $7,492,145.84             |
| Societe Generale                           | N/A               | N/A          | O2RNE8IBXP4R0TD8PU41 |  |  | $3,191,207.93             |
| Mizuho Securities USA LLC                  | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $1,141,884.44             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $44,513,549.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $64,205,080.15

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 78 - ProShares Short Ether ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Ether ETF

- **b. Series identification number, if any:** S000082336

- **c. LEI:** 5299008DZZXCBON0MU08

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Ether Strategy ETF | C000245638                                | SETH                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,108.64

**Aggregate Commission:** $22,108.64

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $6,609,684.35             |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $48,586,903.70            |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $2,567,201.87             |
| Goldman Sachs & Co. LLC      | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,895,459.89             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $59,659,249.81

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,524,163.43

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 79 - ProShares Ultra SmallCap600

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra SmallCap600

- **b. Series identification number, if any:** S000014259

- **c. LEI:** QOEPI3XUDE1M6I02XL90

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra SmallCap600 | C000038818                                | SAA                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $213,098.07

- **g. Provide the net income from securities lending activities:** $3,190.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,229.72

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,186.67

**Aggregate Commission:** $2,416.39

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $890,681.88               |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $43,033,366.47            |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,490,130.00             |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $735,471.79               |
| Wells Fargo Securities, LLC                | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $994,123.61               |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $6,889.94                 |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $2,577,440.30             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $5,863,307.45             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $2,971,852.76             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $58,563,264.20

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $34,567,318.82

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 80 - ProShares Short Dow30

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short Dow30

- **b. Series identification number, if any:** S000006830

- **c. LEI:** 2M4TNNGAB88L4FX7KA15

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short Dow30   | C000018468                                | DOG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,492.80

**Aggregate Commission:** $1,492.80

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,302,082,835.83         |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $24,670,914.93            |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $98,437,091.67            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $49,493,104.17            |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $149,208,895.83           |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $99,123,861.11            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,723,016,703.54

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $146,505,787.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 81 - ProShares UltraShort Energy

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Energy

- **b. Series identification number, if any:** S000014304

- **c. LEI:** FQG71REHBHQSGRANGU57

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Energy | C000038863                                | DUG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $6,988,253.28             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $14,883,510.42            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $170,985,701.27           |
| Citadel Securities LLC     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $8,367,152.79             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $201,224,617.76

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $15,951,290.68

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 82 - ProShares Ultra Real Estate

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Real Estate

- **b. Series identification number, if any:** S000014257

- **c. LEI:** YRKWC4M5QHXPXFYQ4650

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Proshares Ultra Real Estate | C000038816                                | URE                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,657.35

- **g. Provide the net income from securities lending activities:** $2.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,087.65

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $725.04

**Aggregate Commission:** $1,812.69

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $128,683,349.47           |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $23,139,766.47            |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $2,966,041.83             |
| TD SECURITIES (USA) LLC                    | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $2,483,546.11             |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $9,323,283.61             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $26,024,741.08            |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $3,475,237.01             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $196,095,965.58

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $68,453,809.47

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 83 - ProShares Short MidCap400

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short MidCap400

- **b. Series identification number, if any:** S000006829

- **c. LEI:** 7J4H8PLHWHA7W5UBMW09

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short MidCap400 | C000018467                                | MYY                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $30.72

**Aggregate Commission:** $30.72

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $494,823.26               |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $99,495.07                |
| StoneX Financial, Inc         | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $2,949,425.00             |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,463,667.81             |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $995,063.25               |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $60,603,380.60            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $67,605,854.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,001,991.25

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 84 - ProShares Ultra FTSE China 50

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra FTSE China 50

- **b. Series identification number, if any:** S000022299

- **c. LEI:** K6HKT6UET9OI1CJXNG49

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra FTSE China 50 | C000063937                                | XPP                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $123,276,633.32           |
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $22,286,865.57            |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,492,739.07             |
| Jefferies LLC               | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $11,920,191.86            |
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $8,704,561.61             |
| Barclays Capital, Inc.      | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $4,977,780.56             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $172,658,771.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $15,696,138.08

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 85 - ProShares Ultra Nasdaq Cybersecurity

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Nasdaq Cybersecurity

- **b. Series identification number, if any:** S000070718

- **c. LEI:** 549300W3DOIV3TG4MW19

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Nasdaq Cybersecurity | C000224813                                | UCYB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $16,614,772.28            |
| Barclays Capital, Inc.     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $1,967,435.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $18,582,207.28

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,066,931.06

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 86 - ProShares Bitcoin & Ether Market Cap Weight ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Bitcoin & Ether Market Cap Weight ETF

- **b. Series identification number, if any:** S000082352

- **c. LEI:** 5299001LY7GNOC302Z21

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                                    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Bitcoin & Ether Market Cap Weight Strategy ETF | C000245659                                | BETH                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,944.13

**Aggregate Commission:** $13,944.13

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $2,497,217.50             |
| Goldman Sachs & Co. LLC      | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,981,261.67             |
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $26,164,484.10            |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $104,620,728.20           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $141,263,691.47

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,928,706.22

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 87 - ProShares Investment Grade-Interest Rate Hedged

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Investment Grade-Interest Rate Hedged

- **b. Series identification number, if any:** S000042798

- **c. LEI:** 549300QI16S9YVH36114

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Investment Grade-Interest Rate Hedged | C000132381                                | IGHG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $887,078.91

- **g. Provide the net income from securities lending activities:** $5,711.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,471.19

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,287.76

**Aggregate Commission:** $38,758.95

**Item C.17.a. Principal transaction counterparties.**

| Name                                | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jefferies LLC                       | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $12,432,165.32            |
| J.P. Morgan Securities LLC          | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $372,770,997.07           |
| Citigroup Global Markets Inc.       | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $12,583,677.97            |
| Jane Street Capital, LLC            | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $94,220,932.76            |
| Susquehanna Financial Group, LLLP   | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $6,062,429.11             |
| MarketAxess Corporation             | 8-50727           |    000044542 | GPSMMRI21JE7ZCVYF972 | NY      | US        | $14,660,506.47            |
| BofA Securities, Inc.               | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $19,621,832.30            |
| Jane Street Execution Services, LLC | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $78,207,980.08            |
| Goldman Sachs & Co. LLC             | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $94,667,606.98            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $737,862,344.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $259,685,317.49

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 88 - ProShares S&P 500 Ex-Financials ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 Ex-Financials ETF

- **b. Series identification number, if any:** S000050776

- **c. LEI:** 549300U5AKS5ZG8E7M64

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 Ex-Financials ETF | C000160295                                | SPXN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $9,040.75

- **g. Provide the net income from securities lending activities:** $36.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $782.09

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $196.60

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $248.02

**Aggregate Commission:** $1,226.71

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $3,363,030.37             |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $2,890.70                 |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $1,450.34                 |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $62.51                    |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $8,443,611.74             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,335,206.42             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $14,146,252.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $59,830,555.36

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 89 - ProShares Long Online/Short Stores ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Long Online/Short Stores ETF

- **b. Series identification number, if any:** S000059656

- **c. LEI:** 549300QP6J13R5VAMZ44

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Long Online/Short Stores ETF | C000195298                                | CLIX                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $361,569.43

- **g. Provide the net income from securities lending activities:** $4,999.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,096.27

**Aggregate Commission:** $1,096.27

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $3,215,593.82             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $5,731,667.01             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $818,141.66               |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $1,347,532.61             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $11,112,935.10

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $9,099,262.14

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 90 - ProShares UltraPro S&P500

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro S&P500

- **b. Series identification number, if any:** S000024919

- **c. LEI:** GFX121535M001RJL0037

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro S&P500 | C000074109                                | UPRO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $415,461.40

- **g. Provide the net income from securities lending activities:** $5,420.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $83,960.41

**Brokers Record: 2**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $64,485.96

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $137,168.40

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,668.07

**Aggregate Commission:** $330,282.84

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $123,248,283.99           |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,474,016,798.48         |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $889,541,414.55           |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $521,027,899.71           |
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $433,501,820.92           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $9,261,863,659.17         |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,450,934,027.27         |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $947,092,807.34           |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,069,651,659.21         |
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $298,243,395.82           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $22,722,536,255.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,845,444,350.06

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 91 - ProShares UltraPro Short S&P500

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short S&P500

- **b. Series identification number, if any:** S000024911

- **c. LEI:** GZYUYYBVN9JCLNYWZ615

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short S&P500 | C000074101                                | SPXU                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,650.43

**Aggregate Commission:** $7,650.43

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| TD SECURITIES (USA) LLC       | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $49,670,922.22            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $712,566,826.94           |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $228,920,922.22           |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $7,005,822,586.68         |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $98,237,777.78            |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $233,556,571.54           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $516,531,464.93           |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $873,561,054.87           |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $243,802,932.29           |
| BNP Paribas Securities Corp.  | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $49,282,894.45            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $10,011,953,953.92

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $517,019,767.46

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 92 - ProShares Metaverse ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Metaverse ETF

- **b. Series identification number, if any:** S000075552

- **c. LEI:** 549300HFME2BUWIPD388

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Metaverse ETF | C000234747                                | VERS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $454,199.10

- **g. Provide the net income from securities lending activities:** $33,794.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $124.32

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10.78

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $537.45

**Aggregate Commission:** $672.55

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC     | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $1,345,530.45             |
| Susquehanna Financial Group, LLLP | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $70.62                    |
| BNP Paribas Securities Corp.      | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $61.77                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,345,662.84

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,522,218.50

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 93 - ProShares On Demand ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares On Demand ETF

- **b. Series identification number, if any:** S000073420

- **c. LEI:** 549300Q204YT8L82XZ48

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares On Demand ETF | C000230307                                | OND                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $26,722.52

- **g. Provide the net income from securities lending activities:** $86.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $397.31

**Aggregate Commission:** $397.31

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $124,799.55               |
| Jane Street Capital, LLC   | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $478,800.31               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $603,599.86

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,212,683.53

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 94 - ProShares UltraShort Industrials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Industrials

- **b. Series identification number, if any:** S000014302

- **c. LEI:** KHY6XVBG40JBWKJIVZ83

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Industrials | C000038861                                | SIJ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,244,145.52             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $494,404.45               |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $10,557,383.65            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $495,873.13               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,791,806.75

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,266,313.79

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 95 - ProShares UltraShort Materials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Materials

- **b. Series identification number, if any:** S000014296

- **c. LEI:** R66OW8FNZ14X9NKKN662

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Materials | C000038855                                | SMN                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $12,044,746.45            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,336,974.64             |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $347,322.25               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $13,729,043.34

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,030,611.83

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 96 - ProShares Short S&P500

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short S&P500

- **b. Series identification number, if any:** S000006828

- **c. LEI:** XSY494HNCRZV64FNKS70

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short S&P500  | C000018466                                | SH                           |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,741.89

**Aggregate Commission:** $7,741.89

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $596,329,373.06           |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $422,092,069.45           |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,062,641,337.79         |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $139,333,433.33           |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,445,364,185.44         |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $98,437,091.67            |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,023,156,447.24         |
| StoneX Financial, Inc         | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $73,735,625.00            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $10,547,375,391.56        |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,408,464,954.54

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,044,816,464.47

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 97 - ProShares Ultra Technology

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Technology

- **b. Series identification number, if any:** S000014260

- **c. LEI:** 92R00YYQVXPWTZPPGX58

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Technology | C000038819                                | ROM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $124,879.29

- **g. Provide the net income from securities lending activities:** $651.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $53,136.90

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $35,590.50

**Aggregate Commission:** $88,727.40

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $24,835,986.11            |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $108,683,660.86           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,000,797,213.47         |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $5,656,672.00             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $20,239,731.14            |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $61,964,805.35            |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $24,750,008.75            |
| Citadel Securities LLC                     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $29,531,127.50            |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $6,205,281.87             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $72,332,595.13            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,354,997,082.18

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $673,125,723.27

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 98 - ProShares Ultra Consumer Discretionary

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Consumer Discretionary

- **b. Series identification number, if any:** S000014251

- **c. LEI:** DOJG9Y6Y2TYRZTWXFM85

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Consumer Discretionary | C000038810                                | UCC                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,224.61

- **g. Provide the net income from securities lending activities:** $5.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $100.70

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,412.83

**Aggregate Commission:** $1,513.53

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,986,305.14             |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,503,719.96             |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $377.14                   |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $2,482,812.37             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $9,128,518.89             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $98,964.65                |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $35,382,396.47            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $52,583,094.62

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $15,931,141.66

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 99 - ProShares Bitcoin & Ether Equal Weight ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Bitcoin & Ether Equal Weight ETF

- **b. Series identification number, if any:** S000082365

- **c. LEI:** 529900D0W6RPWMPAZX58

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Bitcoin & Ether Equal Weight Strategy | C000245674                                | BETE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,483.20

**Aggregate Commission:** $13,483.20

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $18,875,301.75            |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $998,973.33               |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $84,530,957.57            |
| Goldman Sachs & Co. LLC      | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,289,924.56             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $108,695,157.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,513,446.06

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 100 - ProShares MSCI Europe Dividend Growers ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares MSCI Europe Dividend Growers ETF

- **b. Series identification number, if any:** S000046275

- **c. LEI:** 549300MSXI0BSCBYRP36

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares MSCI Europe Dividend Growers ETF | C000144592                                | EUDV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $44,439.24

- **g. Provide the net income from securities lending activities:** $244.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $860.84

**Aggregate Commission:** $860.84

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,588,706.18             |
| Mizuho Securities USA LLC     | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $11,550.83                |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $479,580.60               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,079,837.61

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,890,206.40

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 101 - ProShares UltraShort Bitcoin ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Bitcoin ETF

- **b. Series identification number, if any:** S000084462

- **c. LEI:** 5299006MOOTBKNV8XL39

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Bitcoin ETF | C000248847                                | SBIT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,438.48

**Brokers Record: 2**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $435.80

**Aggregate Commission:** $48,874.28

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal             | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $10,990,143.89            |
| UMB Financial Services, Inc. | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $999,707.78               |
| J.P. Morgan Securities LLC   | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $795,108,756.97           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $807,098,608.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $43,293,744.05

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 102 - ProShares UltraShort Real Estate

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Real Estate

- **b. Series identification number, if any:** S000014306

- **c. LEI:** NT0VSQZIS8VW06MG4289

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Real Estate | C000038865                                | SRS                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citadel Securities LLC     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $19,687,418.33            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $16,022,476.67            |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,975,963.89             |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $28,786,788.83            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $211,159,075.26           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $277,631,722.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $27,412,277.12

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 103 - ProShares Nanotechnology ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Nanotechnology ETF

- **b. Series identification number, if any:** S000073421

- **c. LEI:** 549300E9FILCX5MUXK26

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Nanotechnology ETF | C000230308                                | TINY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $136,417.02

- **g. Provide the net income from securities lending activities:** $786.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,236.01

**Aggregate Commission:** $1,236.01

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jane Street Capital, LLC   | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $709,557.00               |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $202,016.72               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $911,573.72

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,595,119.48

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 104 - ProShares Global Listed Private Equity ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Global Listed Private Equity ETF

- **b. Series identification number, if any:** S000037319

- **c. LEI:** 549300FJQ4NTFQMAUR97

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Global Listed Private Equity ETF | C000115056                                | PEX                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,208,945.50

- **g. Provide the net income from securities lending activities:** $21,586.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $847.12

**Aggregate Commission:** $847.12

**Item C.17.a. Principal transaction counterparties.**

| Name                         | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC   | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $7,345,992.81             |
| Jane Street Capital, LLC     | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $765,169.46               |
| BNP Paribas Securities Corp. | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $73,644.87                |
| Virtu Americas LLC           | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $198,130.12               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $8,382,937.26

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $12,220,062.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 105 - ProShares Ultra Energy

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Energy

- **b. Series identification number, if any:** S000014255

- **c. LEI:** TDJO5587152SHBGDDZ44

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Energy  | C000038814                                | DIG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,598.66

- **g. Provide the net income from securities lending activities:** $137.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,330.73

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,548.25

**Aggregate Commission:** $4,878.98

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $36,965,624.33            |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $224,351,172.01           |
| TD SECURITIES (USA) LLC                    | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $7,450,638.33             |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,953,920.56             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $7,386,942.85             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $26,865,700.98            |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $3,129,140.82             |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,124,751.98             |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $17,573,524.08            |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $4,969,079.86             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $335,770,495.80

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $92,526,679.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 106 - ProShares Nasdaq-100 High Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Nasdaq-100 High Income ETF

- **b. Series identification number, if any:** S000083818

- **c. LEI:** 529900Q0U7PS9EGTU181

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Nasdaq-100 High Income ETF | C000247835                                | IQQQ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $90,645.89

- **g. Provide the net income from securities lending activities:** $232.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $356.76

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $76.42

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,316.34

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,130.23

**Brokers Record: 5**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,739.21

**Aggregate Commission:** $23,618.96

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $32.92                    |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $84.71                    |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $59,019,232.23            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $83,106,172.80            |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $1,011,637.10             |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $125.13                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $143,137,284.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $79,079,625.11

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 107 - ProShares Ultra Financials

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Financials

- **b. Series identification number, if any:** S000014252

- **c. LEI:** LYB0BLOHQZOQ1IGGW139

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Financials | C000038811                                | UYG                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $349,950.78

- **g. Provide the net income from securities lending activities:** $1,627.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,791.32

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,106.48

**Aggregate Commission:** $36,897.80

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $4,964,624.31             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $18,421,188.76            |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,710,350,414.93         |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $76,120,418.22            |
| Citigroup Global Markets Inc.              | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $29,809,132.50            |
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $198,644,194.44           |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $29,423,732.43            |
| Citadel Securities LLC                     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $24,652,698.33            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $57,497,418.83            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,149,883,822.75

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $808,207,738.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 108 - ProShares Ultra Semiconductors

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Semiconductors

- **b. Series identification number, if any:** S000014258

- **c. LEI:** 351GX2I741JNUHKXBZ58

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Semiconductors | C000038817                                | USD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $186,653.49

- **g. Provide the net income from securities lending activities:** $1,098.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $85,136.36

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,409.45

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $215,806.88

**Aggregate Commission:** $303,352.69

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $223,536,395.83           |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,365,001,990.60         |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $198,966,770.84           |
| Citadel Securities LLC                     | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $196,826,433.34           |
| HRT Financial LLC                          | 8-68430           | 000152144    | 21380037YFKONTT23854 | NY      | US        | $289,939,427.28           |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $123,879,361.11           |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $308,641,188.66           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $330,809,064.36           |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $203,401,645.36           |
| Jefferies LLC                              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $99,343,944.44            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,373,829,165.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,051,912,944.76

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 109 - ProShares UltraShort MSCI Brazil Capped

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort MSCI Brazil Capped

- **b. Series identification number, if any:** S000022290

- **c. LEI:** VEXG89UKZ1ENVYT89S19

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort MSCI Brazil Capped | C000063928                                | BZQ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $11,327,564.38            |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $54,678,118.99            |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $3,511,456.34             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $4,472,033.48             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $73,989,173.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $9,244,867.70

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 110 - ProShares Ultra Health Care

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Health Care

- **b. Series identification number, if any:** S000014253

- **c. LEI:** XMUK3X5V9HUTXR1NFE09

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Health Care | C000038812                                | RXL                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,589.35

- **g. Provide the net income from securities lending activities:** $19.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $624.18

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $194.54

**Aggregate Commission:** $818.72

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $21,422,360.82            |
| Morgan Stanley & Co. LLC                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,490,133.50             |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $10,904,706.67            |
| Wells Fargo Securities, LLC                | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $3,980,637.52             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $6,848,032.36             |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $1,002,905.36             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $9,878,544.40             |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $96,070,184.78            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $151,597,505.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $84,272,050.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 111 - ProShares S&P 500 Dividend Aristocrats ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 Dividend Aristocrats ETF

- **b. Series identification number, if any:** S000042349

- **c. LEI:** 549300VFVCIPWC83R162

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 Dividend Aristocrats ETF | C000131287                                | NOBL                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,458,443.09

- **g. Provide the net income from securities lending activities:** $19,698.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $168,752.16

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $193,172.55

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,323.87

**Brokers Record: 4**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $205,717.36

**Aggregate Commission:** $571,965.94

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $90,196,241.43            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $99,421,318.60            |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $9,280,041.18             |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $72,516,379.44            |
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $230,427,763.18           |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,400,527,846.72         |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $973,388,638.90           |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $10,103,477.13            |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $160,513,469.03           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,046,375,175.61

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,980,281,137.51

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 112 - ProShares S&P 500 High Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P 500 High Income ETF

- **b. Series identification number, if any:** S000081387

- **c. LEI:** 5493000LGPMQFP3Z4P05

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P 500 High Income ETF | C000244194                                | ISPY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $83,856.88

- **g. Provide the net income from securities lending activities:** $197.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,646.60

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,798.63

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,997.99

**Brokers Record: 4**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,253.45

**Aggregate Commission:** $62,696.67

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $4,867,221.05             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $324,485,743.31           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $288,419,342.02           |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,645,460.15             |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $1,601.61                 |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $2,973.39                 |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $182,036,475.21           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $801,458,816.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $459,413,239.30

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 113 - ProShares S&P Kensho Cleantech ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P Kensho Cleantech ETF

- **b. Series identification number, if any:** S000073419

- **c. LEI:** 549300THZNWKGH2QM472

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P Kensho Cleantech ETF | C000230306                                | CTEX                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $471,586.75

- **g. Provide the net income from securities lending activities:** $12,831.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $356.17

**Aggregate Commission:** $356.17

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jane Street Capital, LLC    | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $1,040,185.10             |
| Virtu Americas LLC          | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $1,623,956.61             |
| SG Americas Securities, LLC | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $994,976.59               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,659,118.30

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,931,083.78

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 114 - ProShares Ultra Utilities

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra Utilities

- **b. Series identification number, if any:** S000014262

- **c. LEI:** OF4ZDXRHKSS79JZHX634

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra Utilities | C000038821                                | UPW                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,219.85

- **g. Provide the net income from securities lending activities:** $2.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $401.24

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $449.87

**Aggregate Commission:** $851.11

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $496,710.00               |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $6,583,262.17             |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $496,884.78               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $9,596,885.31             |
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $593,787.92               |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $34,353,295.44            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $52,120,825.62

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $16,976,353.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 115 - ProShares Ultra MidCap400

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra MidCap400

- **b. Series identification number, if any:** S000006825

- **c. LEI:** 549300G4JPUZKCEQBU98

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra MidCap400 | C000018463                                | MVV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $201,026.89

- **g. Provide the net income from securities lending activities:** $2,220.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,091.86

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,468.52

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,384.07

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $69.11

**Aggregate Commission:** $8,013.56

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $130.95                   |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $161,051,709.74           |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $9,863,669.17             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $52,240,800.62            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,796,080.75             |
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $2,722,619.32             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $227,675,010.55

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $141,432,140.15

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 116 - ProShares Ultra FTSE Europe

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Ultra FTSE Europe

- **b. Series identification number, if any:** S000028921

- **c. LEI:** SFWTKM6PLSKL9V982C20

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Ultra FTSE Europe | C000088640                                | UPV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $8,431,223.34             |
| Jefferies LLC              | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,291,960.76             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,492,278.56             |
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $30,150,811.52            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $41,366,274.18

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,532,412.61

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 117 - ProShares Short MSCI Emerging Markets

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short MSCI Emerging Markets

- **b. Series identification number, if any:** S000018740

- **c. LEI:** QPCMN346AQ3IJAVS2Y39

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short MSCI  Emerging Markets | C000051870                                | EUM                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $86,839,296.98            |
| Barclays Capital, Inc.     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $987,981.94               |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $17,367,878.48            |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $9,877,143.68             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $115,072,301.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $13,033,799.77

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 118 - ProShares Online Retail ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Online Retail ETF

- **b. Series identification number, if any:** S000063144

- **c. LEI:** 549300FCJGHEIQKD4M60

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Online Retail ETF | C000204726                                | ONLN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,627,287.43

- **g. Provide the net income from securities lending activities:** $55,079.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,703.11

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37.28

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $149.56

**Aggregate Commission:** $11,889.95

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $911,912.08               |
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $977,430.80               |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,511,600.53             |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $12,829,624.90            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $22,811,414.12            |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $2,058,428.71             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $5,867,966.12             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $51,968,377.26

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $83,314,426.72

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 119 - ProShares Bitcoin ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Bitcoin ETF

- **b. Series identification number, if any:** S000073908

- **c. LEI:** 5493004OXDRSMIZWPA26

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Bitcoin Strategy ETF | C000231184                                | BITO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** —

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $203,329.50

**Brokers Record: 2**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $102,711.10

**Brokers Record: 3**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $176,085.84

**Brokers Record: 4**

- **i. Full name of broker:** StoneX Financial, Inc

- **ii. SEC file number:** 8-51269

- **iii. CRD number:** 000045993

- **iv. LEI, if any:** 549300LNKU6K5TJCRG93

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,089,570.40

**Brokers Record: 5**

- **i. Full name of broker:** MAREX NORTH AMERICA SECURITIES LLC

- **ii. SEC file number:** 8-70580

- **iii. CRD number:** 000307508

- **iv. LEI, if any:** 5493008RKGQ4XITI3W85

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $200,879.30

**Brokers Record: 6**

- **i. Full name of broker:** ADM Investor Services International Ltd.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 213800GNABQM2M887812

- **vii. Gross commissions paid by the Fund for the reporting period:** $411,112.76

**Brokers Record: 7**

- **i. Full name of broker:** PHILLIP CAPITAL INC.

- **ii. SEC file number:** 8-69558

- **iii. CRD number:** 000173869

- **iv. LEI, if any:** 549300AZCWF9DX4IYK18

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $208,382.82

**Brokers Record: 8**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $137,808.60

**Aggregate Commission:** $2,529,880.32

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $349,175,333.33           |
| UMB Financial Services, Inc.  | 8-34999           | 000017073    | 254900GFVO9NGQ21JC37 | MO      | US        | $198,865,333.34           |
| BMO Capital Markets Corp.     | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $2,973,006,603.06         |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $1,688,257,524.80         |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $26,169,734,817.50        |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $49,753,162.50            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $31,428,792,774.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,174,672,855.16

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 120 - ProShares Short 20+ Year Treasury

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Short 20+ Year Treasury

- **b. Series identification number, if any:** S000018721

- **c. LEI:** MNF315G62CW700KJGX62

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Short 20+ Year Treasury | C000051851                                | TBF                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $391.23

**Aggregate Commission:** $391.23

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $9,936,377.50             |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $28,857,477.08            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $113,044,740.28           |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $49,713,315.98            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $479,528,297.99           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $681,080,208.83

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $79,732,511.23

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 121 - ProShares UltraShort Dow30

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Dow30

- **b. Series identification number, if any:** S000006823

- **c. LEI:** HLX2KBHZ8O71NCJDVN35

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Dow30 | C000018461                                | DXD                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,032.00

**Aggregate Commission:** $1,032.00

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $543,737,519.21           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $36,671,066.04            |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $89,318,625.70            |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $49,280,173.75            |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $14,885,979.17            |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $24,932,902.08            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $758,826,265.95

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $64,235,770.54

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 122 - ProShares DJ Brookfield Global Infrastructure ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares DJ Brookfield Global Infrastructure ETF

- **b. Series identification number, if any:** S000040181

- **c. LEI:** 549300ZCDYEDZ1ZM1P70

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProSharesDJ Brookfield Global Infrastructure ETF | C000124906                                | TOLZ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,864,942.88

- **g. Provide the net income from securities lending activities:** $45,187.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 26**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,989.82

**Aggregate Commission:** $3,989.82

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,812,844.49             |
| Virtu Americas LLC                         | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $5,125,751.14             |
| UBS Securities LLC                         | 8-22651           | 000007654    | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $19,428,065.03            |
| Societe Generale                           | N/A               | N/A          | O2RNE8IBXP4R0TD8PU41 |  |  | $4,674,643.52             |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $6,300,806.22             |
| Jane Street Capital, LLC                   | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $11,106,965.13            |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $22,810,788.79            |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $663,312.18               |
| SG Americas Securities, LLC                | 8-66125           | 000128351    | 549300F35UE0BOM1WJ55 | NY      | US        | $4,789,703.06             |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $146,405,890.03           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $224,768,115.55

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $135,184,204.53

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 123 - ProShares High Yield-Interest Rate Hedged

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares High Yield-Interest Rate Hedged

- **b. Series identification number, if any:** S000039732

- **c. LEI:** 549300FV6XUZGOJNSR91

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares High Yield-Interest Rate Hedged | C000123089                                | HYHG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,926,005.02

- **g. Provide the net income from securities lending activities:** $34,680.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,535.85

**Brokers Record: 2**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,617.52

**Aggregate Commission:** $18,153.37

**Item C.17.a. Principal transaction counterparties.**

| Name                                | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Millennium Advisors, LLC            | 8-68349           |    000151236 | 254900E1P6Z2XZYSA163 | NC      | US        | $1,969,758.55             |
| Jane Street Capital, LLC            | 8-52275           |    000103782 | 549300ZM16HMPEPNV857 | NY      | US        | $32,201,243.34            |
| Jane Street Execution Services, LLC | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $54,293,426.37            |
| J.P. Morgan Securities LLC          | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $114,913,044.92           |
| BofA Securities, Inc.               | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $730,780.40               |
| Goldman Sachs & Co. LLC             | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $101,848,485.81           |
| Citigroup Global Markets Inc.       | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $8,602,875.26             |
| Jefferies LLC                       | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $36,505,504.29            |
| MarketAxess Corporation             | 8-50727           |    000044542 | GPSMMRI21JE7ZCVYF972 | NY      | US        | $498,257.86               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $352,192,931.39

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $155,190,924.73

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 124 - ProShares UltraShort QQQ

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort QQQ

- **b. Series identification number, if any:** S000006824

- **c. LEI:** I6KMEB46QTEY9DWWIG58

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort QQQ | C000018462                                | QID                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,236.32

**Aggregate Commission:** $2,236.32

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $268,263,327.78           |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $420,755,583.90           |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $74,598,590.28            |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $3,427,773,875.68         |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $169,343,270.83           |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $323,363,127.64           |
| Wells Fargo Securities, LLC   | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $19,906,209.78            |
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $24,835,986.11            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,728,839,972.00

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $252,409,759.36

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 125 - ProShares Russell 2000 High Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Russell 2000 High Income ETF

- **b. Series identification number, if any:** S000087688

- **c. LEI:** 5299006BOSGMFR7LI764

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Russell 2000 High Income ETF | C000253563                                | ITWO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $289,914.75

- **g. Provide the net income from securities lending activities:** $7,920.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $926.59

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,246.67

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $443.20

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $317.98

**Aggregate Commission:** $7,934.44

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $5,753,990.32             |
| BNP Paribas Securities Corp.               | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $78,450.20                |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $3,826,811.50             |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $1,196,081.65             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $672,055.29               |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $34,117,320.89            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $45,644,709.85

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $37,585,258.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 126 - ProShares UltraPro MidCap400

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro MidCap400

- **b. Series identification number, if any:** S000024920

- **c. LEI:** YELLSFUO2ZS3VU6OFQ93

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro MidCap400 | C000074110                                | UMDD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $48,191.59

- **g. Provide the net income from securities lending activities:** $447.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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

- **vii. Gross commissions paid by the Fund for the reporting period:** $383.20

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,890.66

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,396.44

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $816.13

**Aggregate Commission:** $4,486.43

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital, Inc.                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $4,730,192.22             |
| Bank of Montreal                           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $4,951,039.94             |
| ABN AMRO Clearing Chicago LLC              | 8-34354           | 000014020    | 549300U16G4LU3V6C598 | IL      | US        | $205,945.90               |
| BofA Securities, Inc.                      | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $252,278.26               |
| Susquehanna Financial Group, LLLP          | 8-44325           | 000035865    | 549300E8QX0ZMRDC2M81 | PA      | US        | $1,727.14                 |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $8,503,306.94             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $13,139,966.48            |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $131,836,142.78           |
| BNP Paribas Securities Corp.               | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $1,034.56                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $163,621,634.22

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $33,668,831.44

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 127 - ProShares UltraShort Nasdaq Biotechnology

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort Nasdaq Biotechnology

- **b. Series identification number, if any:** S000018724

- **c. LEI:** PTULAHCC8IQGXP6RZP70

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort Nasdaq Biotechnology | C000051854                                | BIS                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17e-1 (17 CFR 270.17e-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $17,327,787.43            |
| Goldman Sachs & Co. LLC    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,478,200.69             |
| StoneX Financial, Inc      | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $1,474,712.50             |
| Bank of Montreal           | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $99,495.07                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $20,380,195.69

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,338,285.53

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 128 - ProShares UltraShort MSCI EAFE

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraShort MSCI EAFE

- **b. Series identification number, if any:** S000018730

- **c. LEI:** 3FYE43KLL6WRPIO6NV87

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraShort MSCI EAFE | C000051860                                | EFU                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,412,192.36             |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $497,579.69               |
| Bank of Montreal            | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $495,873.13               |
| Barclays Capital, Inc.      | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $248,235.83               |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $10,268,548.55            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,922,429.56

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,304,307.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 129 - ProShares UltraPro Short QQQ

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares UltraPro Short QQQ

- **b. Series identification number, if any:** S000024909

- **c. LEI:** KC8ZSAS0N653Z8PPTO65

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares UltraPro Short QQQ | C000074099                                | SQQQ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**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:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,100.02

**Aggregate Commission:** $30,100.02

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC                 | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $670,758,124.99           |
| Goldman Sachs & Co. LLC       | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,541,814,547.15         |
| Barclays Capital, Inc.        | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $4,983,803,836.78         |
| Bank of Montreal              | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $2,988,399,412.27         |
| Citigroup Global Markets Inc. | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,487,227,205.97         |
| Citadel Securities LLC        | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $1,035,494,262.54         |
| Wells Fargo Securities, LLC   | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $323,392,333.32           |
| TD SECURITIES (USA) LLC       | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $124,177,305.55           |
| J.P. Morgan Securities LLC    | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $29,288,575,770.56        |
| Morgan Stanley & Co. LLC      | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $502,608,309.03           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $46,044,565,274.83

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,494,408,058.37

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 130 - ProShares Russell U.S. Dividend Growers ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares Russell U.S. Dividend Growers ETF

- **b. Series identification number, if any:** S000066433

- **c. LEI:** 549300SH3B62OPTDCG54

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                       | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares Russell U.S. Dividend Growers ETF | C000214312                                | TMDV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,997.27

- **g. Provide the net income from securities lending activities:** $10.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $151.18

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2.40

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $158.37

**Aggregate Commission:** $311.95

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $947,862.92               |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,485,911.59             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $662,813.85               |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $201.02                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,096,789.38

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,188,592.41

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 131 - ProShares S&P Technology Dividend Aristocrats ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** ProShares S&P Technology Dividend Aristocrats ETF

- **b. Series identification number, if any:** S000066435

- **c. LEI:** 549300M47OBENRBIPT84

- **d. Is this the first filing on this form by the Fund?:** No

**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 | i. Full name of Class                             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | ProShares S&P Technology Dividend Aristocrats ETF | C000214314                                | TDV                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**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...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,550,766.43

- **g. Provide the net income from securities lending activities:** $3,308.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** PROSHARE ADVISORS LLC

- **ii. SEC file number:** 801-64181

- **iii. CRD number:** 000134155

- **iv. LEI, if any:** 549300EP8KSLVZGKGX97

- **v. State, if applicable:** MD

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMORGAN CHASE BANK, N.A.

- **ii. SEC file number:** 84-11374

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** Ultimus Fund Solutions, LLC

- **ii. LEI, if any, or other identifying number:** N/A

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** PA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,633.57

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,506.77

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,411.73

**Aggregate Commission:** $17,552.07

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC              | 8-34354           |    000014020 | 549300U16G4LU3V6C598 | IL      | US        | $2,887,599.37             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,628,472.59             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $32,563,418.97            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $15,879,084.07            |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $3,462,073.56             |
| RBC Capital Markets, LLC                   | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $7,416,667.97             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $68,837,316.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $257,542,664.97

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

## Part E: Additional Questions for ETFs and ETMFs

### ProShares UltraShort FTSE China 50

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** FXP

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $335,321.45      | $367,931.81    |
| J.P. Morgan Securities LLC                                        | $0.00            | $2,190,831.53  |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jane Street Capital                                               | $2,246,919.95    | $519,665.60    |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $4,737,843.95    | $5,044,886.91  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $758,312.74      | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short MidCap400

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SMDD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $378,171.89      | $961,666.53    |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,853,915.35    | $551,548.09    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $528,114.81    |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Semiconductors

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SSG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $17,316,123.88   | $15,562,848.49 |
| Goldman Sachs & Co.                                               | $11,363,090.96   | $3,413,665.26  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $4,452,530.93    | $2,081,060.87  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P Kensho Smart Factories ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** MAKX

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort S&P500

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SDS

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00             | $0.00           |
| TD Securities (USA) LLC                                           | $0.00             | $0.00           |
| Nomura Securities International, Inc.                             | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00           |
| Barclays Capital                                                  | $0.00             | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00           |
| HRT Financial LLC                                                 | $85,497,090.31    | $277,048,462.37 |
| Goldman Sachs & Co.                                               | $1,854,198,918.47 | $743,672,413.64 |
| RBC Capital Markets LLC                                           | $0.00             | $0.00           |
| BofA Securities, Inc                                              | $406,270,748.55   | $741,841,367.58 |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00           |
| Citadel Securities LLC                                            | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00           |
| Virtu Americas LLC                                                | $47,019,531.69    | $57,285,854.00  |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00           |
| Wedbush Morgan Securities                                         | $0.00             | $0.00           |
| Morgan Stanley & Co.                                              | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00             | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00           |
| Jane Street Capital                                               | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $145,080,720.36   | $717,301,034.79 |
| Interactive Brokers                                               | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00           |
| UBS Securities LLC                                                | $0.00             | $0.00           |
| Jefferies LLC                                                     | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares MSCI EAFE Dividend Growers ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** EFAD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $4,754,763.33  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $1,159,559.67  |
| J.P. Morgan Securities LLC                                        | $0.00            | $6,933,538.05  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.29%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 Ex-Energy ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SPXE

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,965,121.22    | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $633,219.32      | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $5,690,892.57    | $1,791,323.69  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 5.32%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.90%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 Ex-Health Care ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SPXV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $608,121.46      | $0.00          |
| Goldman Sachs & Co.                                               | $1,316,294.04    | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,820,882.07    | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 4.24%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Nasdaq Cloud Computing

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** SKYU

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,618,363.33    | $1,543,525.68  |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $400,863.27      | $882,284.74    |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.98%

- **c.i. Average percentage of value composed of cash (redeemed):** -2.58%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort FTSE Europe

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EPV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $1,030,319.22  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $14,108,674.14   | $11,336,916.26 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $6,769,907.03    | $8,303,365.03  |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $5,434,604.45    | $4,506,531.32  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $1,540,914.23    | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,895,657.42    | $4,647,686.18  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Russell2000

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TWM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $7,465,928.50    | $21,247,905.87 |
| ABN AMRO Clearing Chicago LLC                                     | $33,653,458.89   | $35,543,611.29 |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $37,504,874.02   | $89,271,268.48 |
| Goldman Sachs & Co.                                               | $72,757,062.84   | $24,530,661.04 |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $525,638.91      | $470,330.60    |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra 7-10 Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UST

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $18,281,574.01   | $2,092,333.14  |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $26,358,803.02   | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $13,932,281.99   | $35,113,417.48 |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $33,111,063.02   | $47,500,782.17 |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P MidCap 400 Dividend Aristocrats ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** REGL

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $69,688,126.19   | $13,883,033.07  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $326,142,365.36  | $314,166,416.58 |
| ABN AMRO Clearing Chicago LLC                                     | $1,695,337.36    | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $2,385,723.44    | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $59,252,098.73   | $3,419,567.83   |
| Interactive Brokers                                               | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** -0.19%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.01%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort 7-10 Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** PST

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,266,926.56    | $1,179,998.58  |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $10,522,730.78   | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $2,337,354.52  |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jane Street Capital                                               | $3,494,294.37    | $15,113,182.35 |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Dow30

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UDOW

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $55,963,565.92   | $47,100,113.59  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $56,200,780.72   | $43,809,289.19  |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $379,383,132.25  | $312,722,680.69 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $308,106,712.94  | $276,944,483.97 |
| ABN AMRO Clearing Chicago LLC                                     | $82,557,498.73   | $329,046,259.74 |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $4,106,210.83   |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 26.74%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.62%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short 20+ Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TTT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| UBS Securities LLC                                                | $47,728,799.09   | $47,659,047.64 |
| BofA Securities, Inc                                              | $16,685,876.90   | $26,930,006.95 |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $25,652,453.78   | $25,019,588.56 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $23,926,376.88   | $23,646,256.33 |
| Jane Street Capital                                               | $5,334,325.79    | $9,606,212.15  |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $5,501,438.64    | $3,073,774.75  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $220.59

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares K-1 Free Crude Oil ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** OILK

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $6,483,238.60    | $87,337,793.08 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $9,000,293.44    | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $44,356,405.52   | $34,787,098.86 |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jane Street Capital                                               | $24,649,033.84   | $22,703,714.40 |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Hedge Replication ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** HDG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $504,032.22    |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $493,935.71      | $3,499,765.30  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Supply Chain Logistics ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SUPL

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $1,020,833.68  |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 9.39%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra MSCI Brazil Capped

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UBR

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $181,426.23      | $164,219.51    |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $876,393.06      | $867,515.53    |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $730,634.85    |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short Russell2000

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SRTY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $104,393,471.74  | $137,874,241.39 |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $96,900,551.08   | $75,080,010.50  |
| Virtu Americas LLC                                                | $13,152,783.86   | $6,689,692.37   |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $13,527,011.84   | $12,915,054.08  |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $83,567,521.53   | $91,959,558.95  |
| HRT Financial LLC                                                 | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra QQQ

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** QLD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| Virtu Americas LLC                                                | $477,702,828.16   | $589,530,362.95   |
| Citigroup Global Markets Inc.                                     | $21,934,742.32    | $4,683,834.30     |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00             |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| Jane Street Capital                                               | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $164,721,747.43   | $181,707,087.59   |
| SG Americas LLC                                                   | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00             |
| Goldman Sachs & Co.                                               | $3,849,088,684.87 | $3,619,604,007.88 |
| Jefferies LLC                                                     | $0.00             | $0.00             |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc                                       | $0.00             | $28,715,931.51    |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| BofA Securities, Inc                                              | $973,105,664.51   | $977,960,218.23   |
| Barclays Capital                                                  | $0.00             | $0.00             |
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                     | $390,888,755.96   | $179,208,645.80   |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 33.38%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.12%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Russell 2000 Dividend Growers ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** SMDV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $13,143,333.68   | $47,326,920.58 |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $31,177,363.26   | $99,690,228.21 |
| Jane Street Capital                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $5,849,331.91    | $26,946,828.08 |
| J.P. Morgan Securities LLC                                        | $712,163.10      | $677,534.62    |
| Barclays Capital                                                  | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $9,867,348.74    | $5,206,903.98  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.07%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.98%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra 20+ Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UBT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $15,960,400.29   | $5,262,006.82  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $67,163,010.72   | $78,021,259.66 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $45,085,913.17   | $39,241,567.46 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $56,878,947.05   | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $7,585,641.92    | $10,073,178.79 |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Utilities

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SDP

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $4,615,044.06    | $3,242,610.36  |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $901,183.68      | $874,913.48    |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Communication Services

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** LTL

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $1,846,773.33    | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $820,238.24      | $661,305.31    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $7,457,825.21    | $5,314,277.65  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 57.24%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Large Cap Core Plus

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** CSM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $33,506,654.30 |
| BofA Securities, Inc                                              | $47,785,502.45   | $74,742,679.57 |
| RBC Capital Markets LLC                                           | $668,492.38      | $2,686,514.16  |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $10,112,308.15   | $5,039,171.36  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 2.15%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.43%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ether ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EETH

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $16,017,473.89   | $4,897,184.16  |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $4,073,455.97    | $9,144,138.10  |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $7,707,605.40    | $14,973,609.69 |
| Jane Street Capital                                               | $23,637,483.87   | $27,328,280.59 |
| Interactive Brokers                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $519.02

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Merger ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** MRGR

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,023,749.49    | $1,044,655.87  |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 12.10%

- **c.i. Average percentage of value composed of cash (redeemed):** 22.50%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Smart Materials ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TINT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares MSCI Transformational Changes ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ANEW

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $1,140,133.86  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Russell2000

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UWM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $141,521,573.67  | $169,957,207.67 |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $82,436,479.25   | $31,057,710.58  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $170,446,143.65  | $49,203,739.17  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $144,331,259.05  | $100,901,378.33 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro QQQ

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** TQQQ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value     | Redeem Value       |
|:---|:---|:---|
| Mirae Asset Securities LLC                                        | $0.00              | $0.00              |
| Jefferies LLC                                                     | $0.00              | $0.00              |
| Virtu Americas LLC                                                | $567,429,074.18    | $272,915,964.21    |
| SG Americas LLC                                                   | $0.00              | $0.00              |
| Citigroup Global Markets Inc.                                     | $139,654,877.50    | $264,169,589.54    |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00              | $0.00              |
| HSBC Securities (USA) Inc.                                        | $0.00              | $0.00              |
| BofA Securities, Inc                                              | $9,528,165,641.11  | $12,719,210,590.87 |
| Barclays Capital                                                  | $0.00              | $0.00              |
| Interactive Brokers                                               | $0.00              | $0.00              |
| HRT Financial LLC                                                 | $737,660,867.69    | $1,156,326,028.37  |
| BMO Capital Markets Corp.                                         | $0.00              | $0.00              |
| RBC Capital Markets LLC                                           | $0.00              | $0.00              |
| Morgan Stanley & Co.                                              | $0.00              | $0.00              |
| Wedbush Morgan Securities                                         | $0.00              | $0.00              |
| J.P. Morgan Securities LLC                                        | $35,820,582.45     | $443,971,822.50    |
| Electronic Transaction Clearing Inc                               | $0.00              | $0.00              |
| Nomura Securities International, Inc.                             | $0.00              | $0.00              |
| TD Securities (USA) LLC                                           | $0.00              | $0.00              |
| Jane Street Capital                                               | $0.00              | $0.00              |
| Macquarie Capital (USA) Inc                                       | $4,146,410.18      | $84,769,702.42     |
| Citadel Securities LLC                                            | $0.00              | $0.00              |
| BNP Paribas Securities Corp.                                      | $47,776,373.79     | $56,365,413.58     |
| UBS Securities LLC                                                | $0.00              | $0.00              |
| ABN AMRO Clearing Chicago LLC                                     | $3,685,679,786.39  | $4,019,321,569.47  |
| Mizuho Securities USA Inc.                                        | $0.00              | $0.00              |
| Goldman Sachs & Co.                                               | $10,191,710,482.61 | $8,148,357,889.00  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 37.99%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.03%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort MSCI Emerging Markets

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EEV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $154,228.69    |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $443,322.77      | $159,031.07    |
| Interactive Brokers                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,510,580.91    | $2,338,214.49  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort MidCap400

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** MZZ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,154,439.20    | $546,636.00    |
| BofA Securities, Inc                                              | $501,467.99      | $1,055,277.68  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra MSCI Emerging Markets

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EET

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $21,958,670.00   | $2,197,544.13  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $850,960.29    |
| Jane Street Capital                                               | $1,080,379.42    | $4,797,930.07  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,644,245.85    | $2,065,110.23  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $15,898,645.02   | $21,387,266.94 |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra MSCI EAFE

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EFO

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,802,203.81    | $1,401,753.25  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,943,017.63    | $900,734.48    |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,530,117.96    | $1,455,729.64  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short 7-10 Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TBX

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $5,127,527.14    | $14,749,720.17 |
| RBC Capital Markets LLC                                           | $1,483,009.02    | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $5,268,243.18    | $5,094,249.50  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $9,646,475.84    | $8,055,794.58  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $6,020,849.35    | $5,821,999.43  |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Inflation Expectations ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** RINF

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc                                              | $7,579,900.42    | $5,426,961.06  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $333,114.71    |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $961,574.54      | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $2,645,524.13    | $966,026.44    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $280.80

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Consumer Discretionary

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SCC

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $4,258,233.42    | $2,368,279.21  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $2,322,019.76    | $551,917.81    |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $160,994.27      | $1,412,878.92  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P Global Core Battery Metals ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ION

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $689,487.11      | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 22.71%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Dow30

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DDM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $43,404,622.08   | $65,321,376.55 |
| ABN AMRO Clearing Chicago LLC                                     | $48,737,045.83   | $31,625,541.33 |
| Goldman Sachs & Co.                                               | $10,303,341.69   | $17,899,268.56 |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $49,860,765.12   | $51,866,126.86 |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $9,145,451.61  |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 79.28%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.23%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Technology

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** REW

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $6,521,748.14    | $3,459,265.60  |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $333,899.51      | $214,015.75    |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $937,066.76    |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Financials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SKF

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $1,269,638.38    | $874,083.50    |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,561,523.43    | $2,888,084.81  |
| Virtu Americas LLC                                                | $3,702,190.56    | $2,488,964.45  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Nasdaq Biotechnology

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** BIB

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $2,856,003.95  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,546,721.84    | $31,113,872.56 |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.08%

- **c.i. Average percentage of value composed of cash (redeemed):** 6.94%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short QQQ

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** PSQ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00           |
| Nomura Securities International, Inc.                             | $0.00             | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00           |
| RBC Capital Markets LLC                                           | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $224,018,676.09   | $298,419,513.48 |
| Virtu Americas LLC                                                | $53,859,198.16    | $69,761,763.21  |
| Citadel Securities LLC                                            | $0.00             | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00           |
| Goldman Sachs & Co.                                               | $1,252,625,223.67 | $647,948,307.93 |
| TD Securities (USA) LLC                                           | $0.00             | $0.00           |
| Morgan Stanley & Co.                                              | $0.00             | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00           |
| Interactive Brokers                                               | $0.00             | $0.00           |
| BofA Securities, Inc                                              | $336,153,317.49   | $574,079,726.79 |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00           |
| Jefferies LLC                                                     | $0.00             | $0.00           |
| Barclays Capital                                                  | $0.00             | $0.00           |
| Jane Street Capital                                               | $0.00             | $0.00           |
| SG Americas LLC                                                   | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00           |
| Wedbush Morgan Securities                                         | $0.00             | $0.00           |
| HRT Financial LLC                                                 | $79,918,723.42    | $222,673,252.33 |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra S&P500

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SSO

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00             |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                                     | $57,278,417.72    | $32,259,880.54    |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| Jefferies LLC                                                     | $0.00             | $0.00             |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| BofA Securities, Inc                                              | $1,145,498,811.03 | $1,249,338,675.70 |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                                      | $12,874,784.35    | $12,832,681.41    |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                     | $326,358,332.17   | $645,176,786.93   |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| Barclays Capital                                                  | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $221,546,531.19   | $178,204,725.59   |
| Virtu Americas LLC                                                | $505,503,041.42   | $1,146,058,059.27 |
| Jane Street Capital                                               | $0.00             | $0.00             |
| Goldman Sachs & Co.                                               | $2,117,115,053.03 | $1,062,763,518.34 |
| J.P. Morgan Securities LLC                                        | $19,435,685.66    | $291,559,205.31   |
| SG Americas LLC                                                   | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 28.17%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.32%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra High Yield

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UJB

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Jane Street Capital                                               | $42,174,226.28   | $38,916,509.40 |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $57,043,575.62   | $31,992,988.52 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $32,586,431.25   | $50,507,129.29 |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Big Data Refiners ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DAT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $887,445.61    |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $871,561.88    |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.19%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short High Yield

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SJB

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Jane Street Capital                                               | $32,455,484.07   | $38,388,679.96 |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $44,215,236.86   | $42,119,826.84 |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $53,450,140.28   | $35,572,355.59 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short MSCI EAFE

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EFZ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Virtu Americas LLC                                                | $10,747,120.47   | $24,771,645.58 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $4,360,970.79    | $4,539,181.26  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,967,539.68    | $5,240,437.78  |
| Jane Street Capital                                               | $49,144,522.23   | $38,885,370.95 |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Health Care

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** RXD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $724,992.94      | $266,890.28    |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,256,171.97    | $1,678,136.54  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Decline of the Retail Store ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EMTY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $407,136.34      | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $580,092.49      | $1,201,940.54  |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $275,983.09      | $1,166,147.35  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Real Estate

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** REK

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,618,966.22    | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $173,322.72      | $1,759,714.61  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,569,269.97    | $5,799,519.33  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort 20+ Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TBT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00           |
| Jane Street Capital                                               | $93,012,058.95   | $357,908,799.85 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $68,711,152.12   | $72,350,322.46  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $217,400,980.05  | $15,255,866.75  |
| BNP Paribas Securities Corp.                                      | $6,930,809.46    | $7,220,905.39   |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $75,414,576.13   | $103,816,046.25 |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $117,263,477.43  | $74,482,026.71  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Nasdaq-100 Dorsey Wright Momentum ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** QQQA

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc                                              | $0.00            | $440,663.67    |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $1,041,508.48    | $1,794,495.84  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.65%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.11%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Consumer Staples

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UGE

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $400,965.41      | $982,503.48    |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $11,538,136.93   | $18,016,179.29 |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $15,841,435.20   | $7,517,243.97  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 47.41%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.93%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort MSCI Japan

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EWV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $5,113,459.79    | $5,518,303.24  |
| Jane Street Capital                                               | $1,027,393.73    | $415,092.44    |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,028,551.07    | $960,954.15    |
| Goldman Sachs & Co.                                               | $2,487,736.78    | $2,027,721.85  |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Industrials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UXI

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,061,299.70    | $4,748,206.27  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $408,546.63      | $2,645,009.72  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 75.98%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.73%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Bitcoin ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BITI

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $96,116,547.54   | $87,765,369.97 |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $70,838,115.45   | $94,502,221.75 |
| BofA Securities, Inc                                              | $1,072,920.93    | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $13,638,020.22   | $11,799,866.40 |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $47,940,465.69   | $3,917,462.82  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $54,008,018.26   | $50,557,386.58 |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $484.24

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short Dow30

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SDOW

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $708,508.32      | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $255,890,862.70  | $235,087,122.00 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $59,172,574.70   | $99,308,207.16  |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $223,955,268.69  | $85,358,502.03  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $199,134,924.92  | $325,346,561.74 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $12,005,983.35   | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Equities for Rising Rates ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** EQRR

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $2,337,795.72  |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $2,390,693.86  |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $1,165,132.50  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.21%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short FTSE China 50

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** YXI

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $422,184.44    |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $262,051.32      | $667,419.66    |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jane Street Capital                                               | $374,437.55      | $1,494,868.98  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,189,507.25    | $1,877,870.79  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Financials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SEF

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,970,615.01    | $5,089,662.34  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $9,455,527.64    | $9,084,282.53  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $4,491,613.95    | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Russell2000

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** URTY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $16,432,900.85   | $15,015,165.27  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $176,403,935.70  | $212,002,705.62 |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $189,291,852.61  | $183,801,510.27 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $108,325,770.56  | $167,585,153.43 |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 88.64%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Consumer Staples

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SZK

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $116,716.90      | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $352,042.72      | $495,702.35    |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort SmallCap600

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SDD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,765,948.64    | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,090,834.22    | $4,900,045.47  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 Ex-Technology ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SPXT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $6,522,824.22    | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $9,591,800.61  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $156,269,944.64  | $17,049,778.17 |
| Virtu Americas LLC                                                | $13,575,023.65   | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 2.47%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.07%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short SmallCap600

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SBB

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,611,079.66    | $3,966,218.10  |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $7,635,613.66    | $5,843,108.36  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Ether ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ETHD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $14,605,414.13   | $18,782,453.72 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $6,040,203.90    | $23,204,419.36 |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $36,151,210.70   | $7,142,029.13  |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $27,465,201.29   | $19,008,584.38 |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $12,230,869.68   | $1,334,339.38  |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $385.70

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Materials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UYM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,179,793.72    | $8,322,724.04  |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $381,892.78      | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 56.69%

- **c.i. Average percentage of value composed of cash (redeemed):** -1.03%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Russell2000

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** RWM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $1,899,204.37    | $1,806,370.54   |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $130,085,933.64  | $2,853,434.89   |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $31,063,204.68   | $14,552,102.24  |
| BofA Securities, Inc                                              | $266,157,032.35  | $440,532,853.97 |
| ABN AMRO Clearing Chicago LLC                                     | $153,026,960.78  | $100,925,494.09 |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares MSCI Emerging Markets Dividend Growers ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** EMDV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $3,096,172.52  |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $1,735,843.91  |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 74.73%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Bitcoin ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BITU

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Jefferies LLC                                                     | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $116,593,686.43  | $113,791,458.82 |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $220,763,063.64  | $111,889,107.39 |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $116,151,398.24  | $77,374,986.65  |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $328,491,040.49  | $135,327,060.23 |
| Barclays Capital                                                  | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc                                       | $12,235,644.10   | $0.00           |
| Jane Street Capital                                               | $233,466,131.02  | $55,609,035.39  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $37,299,386.39   | $28,891,701.62  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $783.40

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra MSCI Japan

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EZJ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $2,049,277.98  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,363,291.00    | $4,739,151.37  |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $4,317,586.31    | $2,439,425.76  |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $409,855.60    |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Ether ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ETHT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $88,109,056.06   | $17,910,404.28 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $127,215,574.42  | $13,395,308.20 |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $6,473,001.96    | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $41,591,940.43   | $781,603.65    |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $103,247,689.23  | $4,579,609.54  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $475.78

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Pet Care ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** PAWZ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $11,072,934.65 |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $5,498,269.73    | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $1,468,746.45    | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $9,644,869.76  |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $1,361,497.47  |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.67%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.27%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Ether ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SETH

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $7,185,718.16    | $2,035,418.17  |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,782,863.65    | $4,423,918.53  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $4,353,893.42    | $10,224,521.48 |
| J.P. Morgan Securities LLC                                        | $460,261.89      | $301,852.02    |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $304.63

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra SmallCap600

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SAA

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,357,960.63    | $1,651,026.35  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,412,352.72    | $3,934,153.53  |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 42.95%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.16%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short Dow30

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DOG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $62,301,408.48   | $30,124,821.37 |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $4,404,499.56    | $35,971,018.07 |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $68,800,027.27   | $52,962,106.36 |
| Virtu Americas LLC                                                | $8,175,397.23    | $38,715,423.41 |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $15,207,389.96   | $31,143,352.66 |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Energy

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DUG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $18,251,485.92   | $24,849,118.39 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $921,419.72      | $1,043,348.40  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $15,425,412.49   | $20,052,259.23 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Real Estate

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** URE

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $14,963,273.08   | $19,358,285.35 |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 56.70%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.43%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short MidCap400

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** MYY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $7,939,630.03    | $7,866,909.76  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $6,076,886.51    | $2,461,787.30  |
| BofA Securities, Inc                                              | $4,774,300.74    | $5,651,826.63  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $1,952,182.35  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra FTSE China 50

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** XPP

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,487,101.88    | $863,322.73    |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,432,814.42    | $569,366.75    |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $9,872,672.80    | $10,921,624.40 |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $900,133.36      | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $779,629.48    |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Nasdaq Cybersecurity

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** UCYB

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $369,517.35    |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,236,461.97    | $1,477,913.42  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Bitcoin & Ether Market Cap Weight ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BETH

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jane Street Capital                                               | $5,869,920.45    | $1,576,160.42  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $662,851.98      | $923,420.11    |
| Interactive Brokers                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,492,138.96    | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $341.14

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Investment Grade-Interest Rate Hedged

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** IGHG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $7,815,378.53    | $13,449,958.66 |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $25,394,066.66   | $32,182,289.29 |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $7,826,712.67    | $11,472,702.12 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $27,220,067.83   | $34,516,490.46 |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,951,290.65    | $7,609,385.92  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 5.51%

- **c.i. Average percentage of value composed of cash (redeemed):** 11.40%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $571.75

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 Ex-Financials ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SPXN

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,741,545.41    | $1,723,323.15  |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,503,888.37    | $9,086,179.71  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 23.68%

- **c.i. Average percentage of value composed of cash (redeemed):** 25.38%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Long Online/Short Stores ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** CLIX

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $932,584.03      | $413,064.88    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $3,258,007.22  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $818,743.29    |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.08%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.73%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro S&P500

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UPRO

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                                     | $76,146,520.86    | $45,552,289.32    |
| Barclays Capital                                                  | $0.00             | $33,454,428.48    |
| Macquarie Capital (USA) Inc                                       | $4,776,784.81     | $38,677,408.07    |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| Jane Street Capital                                               | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| Virtu Americas LLC                                                | $100,741,398.24   | $495,503,146.32   |
| BofA Securities, Inc                                              | $1,260,405,985.01 | $1,649,546,383.53 |
| Goldman Sachs & Co.                                               | $3,483,152,086.70 | $2,709,810,160.02 |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                     | $472,887,313.86   | $879,182,858.88   |
| SG Americas LLC                                                   | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $312,872,748.63   | $122,836,011.21   |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| Jefferies LLC                                                     | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 40.57%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.41%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short S&P500

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SPXU

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $2,219,059,885.87 | $726,344,538.65   |
| Jefferies LLC                                                     | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00             |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| BofA Securities, Inc                                              | $615,785,256.17   | $1,183,362,103.71 |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $149,798,739.25   | $503,799,704.53   |
| Jane Street Capital                                               | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00             |
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                                      | $13,574,003.15    | $14,072,962.93    |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| Virtu Americas LLC                                                | $52,763,962.36    | $15,620,699.44    |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                                     | $6,173,289.80     | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| SG Americas LLC                                                   | $0.00             | $0.00             |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| Barclays Capital                                                  | $0.00             | $0.00             |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                     | $614,712,587.85   | $1,024,760,032.12 |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Metaverse ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** VERS

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $1,351,324.35  |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.44%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares On Demand ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** OND

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $867,623.21      | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 16.90%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Industrials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SIJ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $635,403.45      | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $909,143.60      | $1,133,496.40  |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $619,058.60      | $270,168.83    |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Materials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SMN

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $391,287.44      | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,323,574.15    | $1,992,847.75  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short S&P500

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SH

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                     | $666,281,957.89   | $1,173,211,615.95 |
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| Jefferies LLC                                                     | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00             |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| Jane Street Capital                                               | $0.00             | $0.00             |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $71,459,485.45    | $195,062,868.11   |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |
| Virtu Americas LLC                                                | $115,776,703.10   | $75,244,934.92    |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| BofA Securities, Inc                                              | $1,138,252,140.24 | $1,306,058,864.07 |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                                     | $0.00             | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| Goldman Sachs & Co.                                               | $2,524,901,000.53 | $1,212,978,708.01 |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |
| Barclays Capital                                                  | $0.00             | $0.00             |
| SG Americas LLC                                                   | $0.00             | $0.00             |
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Technology

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ROM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas LLC                                                   | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $3,799,910.11  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $2,632,461.93    | $2,708,863.17  |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,932,074.79    | $17,118,806.94 |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $17,644,103.10   | $62,697,347.74 |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 39.18%

- **c.i. Average percentage of value composed of cash (redeemed):** -1.03%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Consumer Discretionary

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UCC

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $6,301,564.00    | $6,753,569.57  |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $376,177.52      | $1,602,934.87  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 71.63%

- **c.i. Average percentage of value composed of cash (redeemed):** -2.20%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Bitcoin & Ether Equal Weight ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BETE

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $623,682.79      | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $7,875,129.20    | $5,185,029.78  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $345.31

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares MSCI Europe Dividend Growers ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** EUDV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $498,494.02    |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,559,303.15    | $498,272.45    |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 2.34%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.82%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Bitcoin ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SBIT

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $8,154,783.80    | $2,774,613.51  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $45,669,692.45   | $97,750,365.87 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $111,191,114.89  | $49,674,220.02 |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $16,864,773.22   | $25,170,810.98 |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $25,964,074.72   | $24,343,070.46 |
| ABN AMRO Clearing Chicago LLC                                     | $200,653,413.86  | $98,758,092.13 |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $481.57

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Real Estate

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SRS

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $1,990,293.60  |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $987,774.41      | $10,116,048.89 |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,969,368.24    | $961,839.00    |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Nanotechnology ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TINY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $955,968.50    |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.64%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Global Listed Private Equity ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** PEX

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $274,037.24      | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $846,925.05      | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,401,309.49    | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $1,114,449.00    | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 15.03%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Energy

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DIG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,899,649.20    | $11,144,880.93 |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $10,295,290.47   | $28,639,508.42 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $2,946,270.43    | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 12.03%

- **c.i. Average percentage of value composed of cash (redeemed):** 10.11%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Nasdaq-100 High Income ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IQQQ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| UBS Securities LLC                                                | $2,541,035.30    | $0.00          |
| Virtu Americas LLC                                                | $2,921,401.31    | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $2,207,318.87    | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $4,153,334.95  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $4,311,232.91    | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $9,060,596.28    | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $94,017,041.03   | $38,695,756.73 |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $66,417,464.29   | $1,949,191.27  |
| Interactive Brokers                                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 72.74%

- **c.i. Average percentage of value composed of cash (redeemed):** 69.60%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Financials

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UYG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $2,328,315.29    | $56,920,596.63 |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,200,735.44    | $33,155,665.49 |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 13.60%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Semiconductors

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** USD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00           |
| HRT Financial LLC                                                 | $179,987,308.02  | $108,961,699.15 |
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $16,382,616.53   | $20,668,547.14  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00           |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $186,537,942.34  | $161,073,888.51 |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| Morgan Stanley & Co.                                              | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $81,715,995.67   | $119,080,613.83 |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $17,233,834.99   | $17,352,292.50  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 12.43%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.95%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort MSCI Brazil Capped

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BZQ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,916,567.57    | $3,453,514.72  |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $645,339.55    |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $5,062,176.79    | $424,261.47    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $3,462,078.27    | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Jane Street Capital                                               | $468,905.55      | $5,961,499.78  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Health Care

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** RXL

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $1,509,618.63    | $3,429,991.65  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $4,045,340.63    | $7,416,502.11  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 36.20%

- **c.i. Average percentage of value composed of cash (redeemed):** 11.40%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 Dividend Aristocrats ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** NOBL

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Wedbush Morgan Securities                                         | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00           |
| Interactive Brokers                                               | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00           |
| Jefferies LLC                                                     | $0.00            | $0.00           |
| SG Americas LLC                                                   | $0.00            | $0.00           |
| BofA Securities, Inc                                              | $192,194,273.13  | $790,490,295.80 |
| Morgan Stanley & Co.                                              | $55,051,562.70   | $35,248,089.34  |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00           |
| TD Securities (USA) LLC                                           | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00           |
| RBC Capital Markets LLC                                           | $0.00            | $10,115,893.19  |
| ABN AMRO Clearing Chicago LLC                                     | $92,217,139.41   | $138,194,979.73 |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00           |
| Goldman Sachs & Co.                                               | $29,374,114.04   | $70,118,698.85  |
| Nomura Securities International, Inc.                             | $0.00            | $0.00           |
| Jane Street Capital                                               | $0.00            | $0.00           |
| Virtu Americas LLC                                                | $62,492,429.92   | $9,853,019.92   |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                                      | $85,222,203.65   | $75,291,624.51  |
| HRT Financial LLC                                                 | $0.00            | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00           |
| Citadel Securities LLC                                            | $0.00            | $0.00           |
| Barclays Capital                                                  | $0.00            | $0.00           |
| UBS Securities LLC                                                | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.05%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.02%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P 500 High Income ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** ISPY

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Virtu Americas LLC                                                | $34,256,328.12   | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $5,257,120.78  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $415,844,360.42  | $34,197,436.83 |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| SG Americas LLC                                                   | $1,331,211.98    | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $374,223,696.97  | $56,732,780.73 |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $1,377,005.79  |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $7,805,807.97  |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 50.34%

- **c.i. Average percentage of value composed of cash (redeemed):** 55.55%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P Kensho Cleantech ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** CTEX

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $408,077.83    |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,626,726.12    | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $997,327.64    |
| Jane Street Capital                                               | $0.00            | $1,041,965.56  |
| Goldman Sachs & Co.                                               | $0.00            | $408,077.83    |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.17%

- **c.i. Average percentage of value composed of cash (redeemed):** 40.13%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra Utilities

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UPW

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,624,034.07    | $3,656,952.00  |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $2,225,841.06    | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $6,020,704.14    | $8,285,472.82  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 79.73%

- **c.i. Average percentage of value composed of cash (redeemed):** 44.01%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra MidCap400

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** MVV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Interactive Brokers                                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $34,452,705.71   | $27,154,014.56 |
| Goldman Sachs & Co.                                               | $0.00            | $1,808,904.44  |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $2,719,810.20    | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $6,866,038.14    | $9,955,188.69  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 50.94%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.14%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Ultra FTSE Europe

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UPV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $1,050,831.34  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $4,797,752.23    | $1,973,738.40  |
| Virtu Americas LLC                                                | $2,694,415.52    | $1,835,560.86  |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $582,014.79      | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short MSCI Emerging Markets

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EUM

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $1,315,785.75  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jane Street Capital                                               | $1,076,645.78    | $0.00          |
| Virtu Americas LLC                                                | $8,766,635.77    | $5,495,289.36  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $536,615.09      | $942,994.09    |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Online Retail ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** ONLN

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $2,068,708.53  |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $914,660.65    |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,416,577.03    | $19,479,331.00 |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $449,103.24      | $6,097,555.17  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $383,764.74      | $12,507,577.65 |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $980,302.07    |
| Barclays Capital                                                  | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.39%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.42%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Bitcoin ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BITO

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| UBS Securities LLC                                                | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc                                       | $53,384,907.95    | $21,941,760.28  |
| Morgan Stanley & Co.                                              | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                                     | $367,111,725.02   | $238,574,008.60 |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00           |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00             | $0.00           |
| TD Securities (USA) LLC                                           | $0.00             | $0.00           |
| Virtu Americas LLC                                                | $122,406,859.08   | $31,602,331.35  |
| Interactive Brokers                                               | $0.00             | $0.00           |
| Wedbush Morgan Securities                                         | $0.00             | $0.00           |
| Barclays Capital                                                  | $0.00             | $0.00           |
| Jane Street Capital                                               | $1,577,453,702.53 | $855,702,418.90 |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00           |
| BofA Securities, Inc                                              | $53,094,904.46    | $192,852,761.35 |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00           |
| Nomura Securities International, Inc.                             | $0.00             | $0.00           |
| Citadel Securities LLC                                            | $0.00             | $0.00           |
| Goldman Sachs & Co.                                               | $547,152,088.59   | $742,780,262.13 |
| J.P. Morgan Securities LLC                                        | $102,443,991.65   | $86,091,576.49  |
| RBC Capital Markets LLC                                           | $0.00             | $0.00           |
| HRT Financial LLC                                                 | $0.00             | $0.00           |
| SG Americas LLC                                                   | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                                      | $0.00             | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00           |
| Jefferies LLC                                                     | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,573.78

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Short 20+ Year Treasury

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TBF

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co.                                               | $6,715,173.60    | $0.00          |
| BofA Securities, Inc                                              | $26,736,708.31   | $15,266,391.83 |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $1,086,854.00    | $4,571,158.99  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $41,893,542.17   | $13,907,245.97 |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $3,906,737.46    | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Barclays Capital                                                  | $1,153,815.90    | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Jane Street Capital                                               | $2,286,809.44    | $60,364,769.08 |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Dow30

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DXD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $3,273,810.59    | $10,665,073.77 |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $15,969,326.43   | $3,930,537.80  |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $11,294,080.74   | $12,840,562.57 |
| ABN AMRO Clearing Chicago LLC                                     | $23,244,050.18   | $30,491,467.03 |
| Goldman Sachs & Co.                                               | $1,544,202.06    | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares DJ Brookfield Global Infrastructure ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TOLZ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $10,939,853.01   | $9,983,678.93  |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $25,320,060.04   | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $21,213,197.37 |
| J.P. Morgan Securities LLC                                        | $47,121,352.56   | $61,648,499.22 |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| SG Americas LLC                                                   | $5,623,711.35    | $4,471,479.90  |
| Virtu Americas LLC                                                | $0.00            | $5,948,439.26  |
| BofA Securities, Inc                                              | $9,197,419.06    | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 4.77%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.88%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares High Yield-Interest Rate Hedged

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** HYHG

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $40,712,075.63   | $9,469,240.58  |
| BofA Securities, Inc                                              | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $4,911,422.44    | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $4,625,286.85  |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 76.54%

- **c.i. Average percentage of value composed of cash (redeemed):** 3.67%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,502.19

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort QQQ

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** QID

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00           |
| Morgan Stanley & Co.                                              | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                                     | $0.00             | $0.00           |
| RBC Capital Markets LLC                                           | $0.00             | $0.00           |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00           |
| UBS Securities LLC                                                | $0.00             | $0.00           |
| Barclays Capital                                                  | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                                        | $19,979,602.65    | $12,715,036.77  |
| SG Americas LLC                                                   | $0.00             | $0.00           |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00           |
| HRT Financial LLC                                                 | $63,986,650.14    | $323,174,024.40 |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                                      | $8,959,832.48     | $8,526,158.34   |
| BofA Securities, Inc                                              | $362,421,726.73   | $775,769,888.53 |
| Goldman Sachs & Co.                                               | $1,436,204,219.15 | $480,849,699.49 |
| Jefferies LLC                                                     | $0.00             | $0.00           |
| Citadel Securities LLC                                            | $0.00             | $0.00           |
| Wedbush Morgan Securities                                         | $0.00             | $0.00           |
| Interactive Brokers                                               | $0.00             | $0.00           |
| Virtu Americas LLC                                                | $37,778,107.91    | $35,119,620.16  |
| ABN AMRO Clearing Chicago LLC                                     | $333,795,252.35   | $538,945,806.98 |
| TD Securities (USA) LLC                                           | $0.00             | $0.00           |
| Nomura Securities International, Inc.                             | $0.00             | $0.00           |
| Jane Street Capital                                               | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc                                       | $0.00             | $0.00           |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Russell 2000 High Income ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** ITWO

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital                                                  | $4,309,524.73    | $0.00          |
| J.P. Morgan Securities LLC                                        | $5,140,312.47    | $0.00          |
| Virtu Americas LLC                                                | $5,252,491.32    | $1,925,055.60  |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $4,085,351.90    | $0.00          |
| Nomura Securities International, Inc.                             | $7,355,120.11    | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $12,387,449.23   | $0.00          |
| BNP Paribas Securities Corp.                                      | $4,000,000.00    | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| UBS Securities LLC                                                | $4,199,444.72    | $0.00          |
| BofA Securities, Inc                                              | $7,120,120.36    | $1,863,115.28  |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| SG Americas LLC                                                   | $4,038,698.59    | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 74.44%

- **c.i. Average percentage of value composed of cash (redeemed):** 20.17%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $60.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro MidCap400

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** UMDD

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $5,241,557.98    | $5,752,001.52  |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $981,921.50      | $1,558,377.65  |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $197,653.42    |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $7,619,070.14    | $6,229,256.67  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 14.46%

- **c.i. Average percentage of value composed of cash (redeemed):** 6.64%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort Nasdaq Biotechnology

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** BIS

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $748,862.22      | $631,086.87    |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $1,310,228.70    | $2,327,604.70  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraShort MSCI EAFE

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EFU

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $184,192.23      | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $1,225,559.87    | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $1,643,760.94    | $2,262,009.45  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares UltraPro Short QQQ

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** SQQQ

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00             | $19,241,504.38    |
| Wedbush Morgan Securities                                         | $0.00             | $0.00             |
| BofA Securities, Inc                                              | $3,802,337,624.31 | $5,420,237,132.78 |
| SG Americas LLC                                                   | $0.00             | $0.00             |
| Nomura Securities International, Inc.                             | $0.00             | $0.00             |
| Jane Street Capital                                               | $0.00             | $0.00             |
| Electronic Transaction Clearing Inc                               | $0.00             | $0.00             |
| Barclays Capital                                                  | $0.00             | $0.00             |
| Goldman Sachs & Co.                                               | $7,162,314,293.91 | $2,162,498,365.97 |
| Citigroup Global Markets Inc.                                     | $131,996,673.97   | $88,487,447.51    |
| Mirae Asset Securities LLC                                        | $0.00             | $0.00             |
| UBS Securities LLC                                                | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                                     | $1,232,750,046.90 | $2,577,267,148.43 |
| BNP Paribas Securities Corp.                                      | $18,325,681.86    | $17,882,922.37    |
| J.P. Morgan Securities LLC                                        | $0.00             | $0.00             |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00             | $0.00             |
| Morgan Stanley & Co.                                              | $0.00             | $0.00             |
| BMO Capital Markets Corp.                                         | $0.00             | $0.00             |
| HRT Financial LLC                                                 | $315,742,515.59   | $909,714,933.87   |
| Citadel Securities LLC                                            | $0.00             | $0.00             |
| Mizuho Securities USA Inc.                                        | $0.00             | $0.00             |
| RBC Capital Markets LLC                                           | $0.00             | $0.00             |
| TD Securities (USA) LLC                                           | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                                        | $0.00             | $0.00             |
| Interactive Brokers                                               | $0.00             | $0.00             |
| Virtu Americas LLC                                                | $791,695,769.33   | $113,917,340.23   |
| Jefferies LLC                                                     | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares Russell U.S. Dividend Growers ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** TMDV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital                                               | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $0.00            | $2,518,588.11  |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $955,897.42    |
| Virtu Americas LLC                                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.10%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### ProShares S&P Technology Dividend Aristocrats ETF

**Item E.1 - Exchange**

- **Exchange:** CBSX

- **Ticker:** TDV

**Item E.2 - Authorized Participants**

| Name                                                              | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc                                       | $0.00            | $0.00          |
| Electronic Transaction Clearing Inc                               | $0.00            | $0.00          |
| Jane Street Capital                                               | $0.00            | $0.00          |
| Interactive Brokers                                               | $0.00            | $0.00          |
| Goldman Sachs & Co.                                               | $0.00            | $6,692,877.41  |
| Citadel Securities LLC                                            | $0.00            | $0.00          |
| BofA Securities, Inc                                              | $3,854,942.28    | $29,162,493.66 |
| SG Americas LLC                                                   | $0.00            | $0.00          |
| Virtu Americas LLC                                                | $0.00            | $3,495,398.23  |
| UBS Securities LLC                                                | $0.00            | $0.00          |
| Mirae Asset Securities LLC                                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                                     | $0.00            | $2,913,862.81  |
| BMO Capital Markets Corp.                                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                             | $0.00            | $0.00          |
| HRT Financial LLC                                                 | $0.00            | $0.00          |
| Mizuho Securities USA Inc.                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                                        | $0.00            | $0.00          |
| RBC Capital Markets LLC                                           | $0.00            | $7,516,434.81  |
| Citigroup Global Markets Inc.                                     | $0.00            | $0.00          |
| Wedbush Morgan Securities                                         | $0.00            | $0.00          |
| TD Securities (USA) LLC                                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                                        | $0.00            | $0.00          |
| Marex Capital Markets (formerly E D & F Man Capital Markets Inc.) | $0.00            | $0.00          |
| Jefferies LLC                                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                                      | $0.00            | $0.00          |
| Barclays Capital                                                  | $0.00            | $0.00          |
| Morgan Stanley & Co.                                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.96%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.41%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

## 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:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** ProShares Trust

**Date:** 2025-05-31

**Signature:** Maria Clem Sell

**Title:** Treasurer