# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011703
**Filing Date:** 2023-1
**Character Count:** 11426
**Document Hash:** 54b517f82a0a8da24c6a389ea2fbf1f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011703.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011703

**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:** 23550705

**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 UltraShort 20+ Year Treasury (Series ID: S000018733)

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

## 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 UltraShort 20+ Year Treasury

- **b. EDGAR series identifier (if any):** S000018733

- **c. LEI of Series:** PQTQB8I6TMT6W5YFAJ57

**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:** $1052130280.17

**Total Liabilities:** $176346337.55

**Net Assets:** $875783942.62

**Cash Not Reported:** $12302390.13

**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 C000051863 | 17.54%               | 13.40%               | -13.48%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $571254.85                                 |
| Month 2  | $0.00                    | $-839802.63                                |
| Month 3  | $0.00                    | $346038.21                                 |

**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: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  50000000 | PA      | $49685000.00  | 5.67%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  75000000 | PA      | $73910493.75  | 8.44%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24867206.50  | 2.84%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -4399451 | NC      | $-43457592.00 | -4.96%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 125000000 | PA      | $123359861.25 | 14.09%            | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  51414533 | PA      | $51414532.53  | 5.87%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -1885527 | NC      | $-26205490.91 | -2.99%            |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  10282769 | PA      | $10282768.79  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796ZA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $99719417.00  | 11.39%            | 2022-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -4748705 | NC      | $-49822044.99 | -5.69%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 100000000 | PA      | $98758776.00  | 11.28%            | 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        |  25000000 | PA      | $24657255.25  | 2.82%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -5115634 | NC      | $-50577127.67 | -5.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  48740324 | PA      | $48740324.05  | 5.57%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 125000000 | PA      | $124847847.50 | 14.26%            | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Repurchase Agreement     | Repurchase Agreement    | CUSIP: 000000001<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  10282769 | PA      | $10282768.79  | 1.17%             |  |  |  | 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 | 11.42%            | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                      | Total Return Swap       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  -1620234 | NC      | $-3785298.20  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | U.S. Treasury Long Bond | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -200 | NC      | $-230051.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | U.S. Treasury Bills     | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  75000000 | PA      | $73434450.00  | 8.38%             | 2023-05-18      | None          | 0.00%                 | 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  | 2.85%             | 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        | 100771134 | PA      | $100771134.12 | 11.51%            |  |  |  | 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