UltraShort Russell2000 - TWM UltraShort Russell2000

ProShares UltraShort Russell2000 seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Russell 2000® Index.

This Short ProShares ETF seeks a return that is -2x the return of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compounding of daily returns, ProShares' returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse multiples and in funds with volatile benchmarks. Investors should monitor their holdings consistent with their strategies, as frequently as daily. For more on correlation, leverage and other risks, please read the prospectus.

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As of 12/12/17

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - - (1,245,396.16) - (821.43)
ISHARES RUSSELL 2000 (IWM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - (1,359,060.07) - (708.57)
RUSSELL 2000 INDEX SWAP CITIBANK NA - - (4,120,071.88) - (2,717.51)
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - (12,483,979.39) - (8,234.16)
RUSSELL 2000 INDEX SWAP DEUTSCHE BANK AG - - (13,742,929.78) - (9,064.53)
RUSSELL 2000 INDEX SWAP UBS AG - - (22,362,700.35) - (14,749.95)
RUSSELL 2000 INDEX SWAP BANK OF AMERICA NA - - (32,195,576.05) - (21,235.50)
RUSSELL 2000 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - (64,706,926.41) - (42,679.29)
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - (121,422,085.32) - (80,087.38)
UNITED STATES TREASURY BILL 0.000 1/11/18 - $63,937,483.52 64,000,000.00
UNITED STATES TREASURY BILL 0.000 1/18/18 - $39,950,600.00 40,000,000.00
UNITED STATES TREASURY BILL 0.000 12/21/17 - $29,992,633.20 30,000,000.00
NET OTHER ASSETS / CASH - - - $136,815,230.34 136,815,230.34