# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011637
**Filing Date:** 2023-1
**Character Count:** 10023
**Document Hash:** 0c262f2ba6d19c123ec95843d17dd9ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011637.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011637

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 23550661

**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 Short 20+ Year Treasury (Series ID: S000018721)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

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

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

- **a. Name of Series:** ProShares Short 20+ Year Treasury

- **b. EDGAR series identifier (if any):** S000018721

- **c. LEI of Series:** MNF315G62CW700KJGX62

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $477141463.16

**Total Liabilities:** $39440428.81

**Net Assets:** $437701034.35

**Cash Not Reported:** $5616149.97

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051851 | 8.78%                | 6.76%                | -6.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $162758.10                                 |
| Month 2  | $0.00                    | $62332.85                                  |
| Month 3  | $0.00                    | $71508.60                                  |

**Designated Index Information**

- **Index Name:** ICE U.S. Treasury 20+ Year Bond Index

- **Index Identifier:** IDCOT204

### Schedule of Portfolio Investments

| Name                     | Title                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America | U.S. Treasury Bills     | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  50000000 | PA      | $49273662.50  | 11.26%            | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -1282540 | NC      | $-13735994.05 | -3.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   6084291 | PA      | $6084291.24   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1216842 | PA      | $1216841.95   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  75000000 | PA      | $74069082.00  | 16.92%            | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  50000000 | PA      | $49314510.50  | 11.27%            | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   5767831 | PA      | $5767830.84   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1216842 | PA      | $1216841.95   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796P94<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $100000000.00 | 22.85%            | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | U.S. Treasury Long Bond | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -100 | NC      | $-115025.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796Z77<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  50000000 | PA      | $49338281.00  | 11.27%            | 2023-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $97912600.00  | 22.37%            | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -1001597 | NC      | $-8716506.82  | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -1335329 | NC      | $351452.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24926230.25  | 5.69%             | 2022-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  11925051 | PA      | $11925051.09  | 2.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -617379 | NC      | $-13207676.53 | -3.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -141774 | NC      | $-1060214.48  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer