Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
01 Marzo 2013 - 5:00PM
Edgar (US Regulatory)
As filed with the Securities and Exchange Commission on March 1, 2013
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number:
811-22310
FactorShares Trust
_____________________________________
(Exact name of registrant as specified in charter)
One Penn Plaza, 36th Floor
New York, NY 10119
_______________________________________
(Address of principal executive offices) (Zip code)
U.S. Bancorp Fund Services, LLC
615 East Michigan Street
Milwaukee, Wisconsin 53202
_______________________________________
(Name and address of agent for service)
(877) 756-7873
_________________________________________________
Registrant's telephone number, including area code
Date of fiscal year end:
September 30
Date of reporting period:
December 31, 2012
Item 1. Schedule of Investments.
PureFunds ISE Diamond/Gemstone ETF
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|
|
|
Schedule of Investments
|
|
|
|
December 31, 2012 (Unaudited)
|
|
|
|
|
Shares
|
|
Value
|
|
|
|
|
COMMON STOCKS - 99.2%
|
|
|
|
Australia - 7.1%
|
|
|
|
Metals & Mining - 7.1%
|
|
|
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BHP Billiton Limited
|
3,800
|
|
$
|
146,401
|
|
Total Metals & Mining
|
|
|
|
146,401
|
Total Australia
|
|
|
|
146,401
|
|
|
|
|
|
Bermuda - 6.7%
|
|
|
|
|
Specialty Retail - 6.7%
|
|
|
|
|
Signet Jewelers Ltd.
|
2,600
|
|
|
138,840
|
|
Total Specialty Retail
|
|
|
138,840
|
Total Bermuda
|
|
|
|
138,840
|
|
|
|
|
|
Canada - 21.8%
|
|
|
|
|
Metals & Mining - 21.8%
|
|
|
|
|
Archon Minerals Ltd. (a)
|
4,000
|
|
|
3,056
|
Harry Winston Diamond Corporation (a)
|
10,200
|
|
|
143,356
|
Lucara Diamond Corporation (a)
|
122,800
|
|
|
81,480
|
Mountain Province Diamonds Inc. (a)
|
23,400
|
|
|
91,511
|
Peregrine Diamonds Ltd. (a)
|
92,800
|
|
|
40,583
|
Shore Gold Inc. (a)
|
157,200
|
|
|
32,398
|
Stornoway Diamond Corporation (a)
|
86,400
|
|
|
59,933
|
|
Total Metals & Mining
|
|
|
452,317
|
Total Canada
|
|
|
|
452,317
|
|
|
|
|
|
Guernsey - 2.4%
|
|
|
|
|
Metals & Mining - 2.4%
|
|
|
|
|
Paragon Diamonds Ltd. (a)
|
179,200
|
|
|
50,943
|
|
Total Metals & Mining
|
|
|
|
50,943
|
Total Guernsey
|
|
|
|
50,943
|
|
|
|
|
|
Hong Kong - 23.3%
|
|
|
|
|
Specialty Retail - 21.0%
|
|
|
|
|
Chow Sang Sang Holdings International Limited
|
43,000
|
|
|
99,749
|
Chow Tai Fook Jewellery Group Limited
|
93,200
|
|
|
149,584
|
Emperor Watch & Jewellery Ltd
|
665,600
|
|
|
81,581
|
Luk Fook Holdings (International) Limited
|
32,800
|
|
|
103,256
|
|
Total Specialty Retail
|
|
|
|
434,170
|
Textiles, Apparel & Luxury Goods - 2.3%
|
|
|
|
|
Ming Fung Jewellery Group Limited (a)
|
1,064,600
|
|
|
48,074
|
|
Total Textiles, Apparel & Luxury Goods
|
|
|
|
48,074
|
Total Hong Kong
|
|
|
|
482,244
|
|
|
|
|
|
Japan - 2.9%
|
|
|
|
|
Specialty Retail - 2.9%
|
|
|
|
|
Tsutsumi Jewelry Co., Ltd.
|
2,400
|
|
|
61,306
|
|
Total Specialty Retail
|
|
|
61,306
|
Total Japan
|
|
|
|
61,306
|
|
|
|
|
|
Jersey - 8.6%
|
|
|
|
|
Metals & Mining - 8.6%
|
|
|
|
|
Petra Diamonds Limited (a)
|
97,200
|
|
|
177,634
|
|
Total Metals & Mining
|
|
|
|
177,634
|
Total Jersey
|
|
|
|
177,634
|
|
|
|
|
|
United Kingdom - 19.6%
|
|
|
|
|
Metals & Mining - 19.6%
|
|
|
|
|
Anglo American PLC
|
5,000
|
|
|
153,836
|
Firestone Diamonds PLC (a)
|
744,400
|
|
|
47,040
|
Gem Diamonds Limited (a)
|
38,400
|
|
|
89,826
|
Gemfields PLC (a)
|
126,000
|
|
|
70,615
|
Namakwa Diamonds Ltd. (a)
|
591,600
|
|
|
43,967
|
|
Total Metals & Mining
|
|
|
|
405,284
|
Total United Kingdom
|
|
|
|
405,284
|
|
|
|
|
|
United States - 6.8%
|
|
|
|
|
Internet Catalog & Retail - 4.6%
|
|
|
|
|
Blue Nile, Inc. (a)
|
2,500
|
|
|
96,250
|
|
Total Internet Catalog & Retail
|
|
|
|
96,250
|
Specialty Retail - 2.2%
|
|
|
|
|
Zale Corporation (a)
|
11,000
|
|
|
45,210
|
|
Total Specialty Retail
|
|
|
45,210
|
Total United States
|
|
|
|
141,460
|
|
|
|
|
|
TOTAL COMMON STOCKS (Cost $1,990,377)
|
|
|
|
2,056,429
|
|
|
|
|
|
|
Total Investments (Cost $1,990,377)* - 99.2%
|
|
|
|
2,056,429
|
Other Assets in Excess of Liabilities - 0.8%
|
|
|
|
15,548
|
TOTAL NET ASSETS - 100.0%
|
|
|
$
|
2,071,977
|
|
|
|
|
|
|
Percentages are stated as a percent of net assets.
|
|
|
|
(a)
|
Non-income producing security.
|
|
|
|
The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of
MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P"). GICS® is a service mark of MSCI, Inc.
and S&P and has been licensed for use by the Fund's Administrator, U.S. Bancorp Fund Services, LLC.
|
|
|
*
|
Since the Fund does not have a full fiscal year, the tax cost of investments is the same as noted in the Schedule of Investments.
|
PureFunds ISE Junior Silver (Small Cap Miners/Explorers) ETF
|
|
|
|
|
Schedule of Investments
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|
|
|
|
December 31, 2012 (Unaudited)
|
|
|
|
|
|
Shares
|
|
Value
|
|
|
|
|
|
|
COMMON STOCKS - 100.0%
|
|
|
|
|
Metals & Mining - 100.0%
|
|
|
|
|
|
|
|
|
|
Australia - 2.0%
|
|
|
|
|
Perilya Limited (a)
|
112,200
|
|
$
|
39,615
|
|
|
Total Australia
|
|
|
|
39,615
|
|
|
|
|
|
|
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Bermuda - 4.5%
|
|
|
|
|
|
G-Resources Group Ltd. (a)
|
1,896,600
|
|
|
89,314
|
|
|
Total Bermuda
|
|
|
|
89,314
|
|
|
|
|
|
|
|
Canada - 89.7%
|
|
|
|
|
|
Alexco Resource Corporation (a)
|
18,400
|
|
|
65,688
|
|
Aurcana Corporation (a)
|
130,400
|
|
|
121,918
|
|
Bear Creek Mining Corporation (a)
|
28,200
|
|
|
93,839
|
|
Endeavour Silver Corp. (a)
|
17,000
|
|
|
134,130
|
|
Excellon Resources, Inc. (a)
|
98,200
|
|
|
55,285
|
|
Fortuna Silver Mines Inc. (a)
|
30,800
|
|
|
128,501
|
|
Gabriel Resources Ltd. (a)
|
38,200
|
|
|
90,632
|
|
Gran Colombia Gold Corp. (a)
|
65,600
|
|
|
23,742
|
|
Great Panther Silver Ltd. (a)
|
45,000
|
|
|
68,850
|
|
Hana Mining Ltd. (a)
|
23,600
|
|
|
18,981
|
|
International Minerals Corporation (a)
|
17,200
|
|
|
69,512
|
|
MAG Silver Corp (a)
|
14,000
|
|
|
143,139
|
|
Mandalay Resources Corp (a)
|
99,000
|
|
|
114,457
|
|
Minco Silver Corporation (a)
|
21,600
|
|
|
33,658
|
|
Mirasol Resources Ltd. (a)
|
17,000
|
|
|
41,872
|
|
Orko Silver Corporation (a)
|
43,000
|
|
|
101,589
|
|
Primero Mining Corporation (a)
|
10,400
|
|
|
66,915
|
|
Revett Minerals Inc. (a)
|
12,600
|
|
|
35,341
|
|
Sabina Gold & Silver Corporation (a)
|
20,400
|
|
|
54,348
|
|
Santacruz Silver Mining Ltd. (a)
|
11,400
|
|
|
24,984
|
|
Scorpio Mining Corporation (a)
|
30,600
|
|
|
31,686
|
|
Silvercorp Metals Inc. (a)
|
24,600
|
|
|
126,129
|
|
SilverCrest Mines Inc. (a)
|
14,800
|
|
|
37,792
|
|
Trevali Mining Corp. (a)
|
29,000
|
|
|
31,195
|
|
US Silver & Gold Inc. (a)
|
21,200
|
|
|
36,658
|
|
Wildcat Silver Corporation (a)
|
50,800
|
|
|
40,857
|
|
Total Canada
|
|
|
|
1,791,698
|
|
|
|
|
|
|
|
United Kingdom - 0.6%
|
|
|
|
|
|
Arian Silver Corporation (a)
|
52,800
|
|
|
12,849
|
|
|
Total United Kingdom
|
|
|
|
12,849
|
|
|
|
|
|
|
|
United States - 3.2%
|
|
|
|
|
|
Golden Minerals Company (a)
|
14,000
|
|
|
64,260
|
|
|
Total United States
|
|
|
|
64,260
|
|
|
|
|
|
|
|
Total Metals & Mining
|
|
|
|
1,997,736
|
|
|
|
|
|
|
|
TOTAL COMMON STOCKS (Cost $1,973,001)
|
|
|
|
1,997,736
|
|
|
|
|
|
|
|
Total Investments (Cost $1,973,001)* - 100.0%
|
|
|
|
1,997,736
|
|
Other Assets in Excess of Liabilities - 0.0%
|
|
|
|
550
|
|
TOTAL NET ASSETS - 100.0%
|
|
|
$
|
1,998,286
|
|
|
Percentages are stated as a percent of net assets.
|
(a)
|
Non-income producing security.
|
|
|
|
The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of
MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P"). GICS® is a service mark of MSCI, Inc.
and S&P and has been licensed for use by the Fund's Administrator, U.S. Bancorp Fund Services, LLC.
|
|
|
*
|
Since the Fund does not have a full fiscal year, the tax cost of investments is the same as noted in the Schedule of Investments.
|
PureFunds ISE Mining Service ETF
|
|
|
|
Schedule of Investments
|
|
|
|
December 31, 2012 (Unaudited)
|
|
|
|
|
Shares
|
|
Value
|
|
|
|
|
COMMON STOCKS - 96.9%
|
|
|
|
Australia - 51.8%
|
|
|
|
Commerical Services & Supplies - 6.8%
|
|
|
|
Mineral Resources Ltd.
|
15,000
|
|
$
|
151,251
|
|
Total Commerical Services & Supplies
|
|
|
|
151,251
|
Construction & Engineering - 39.4%
|
|
|
|
|
Ausdrill Limited
|
34,200
|
|
|
100,508
|
Ausenco Limited (a)
|
20,000
|
|
|
66,253
|
Boart Longyear Ltd
|
54,800
|
|
|
106,701
|
Clough Limited
|
82,400
|
|
|
79,579
|
Forge Group Ltd.
|
13,400
|
|
|
68,602
|
Gr Engineering Services Pty Ltd.
|
25,800
|
|
|
21,300
|
MACA Limited
|
26,200
|
|
|
61,761
|
Macmahon Holdings Limited
|
186,400
|
|
|
43,553
|
Mastermyne Group Ltd.
|
31,800
|
|
|
51,185
|
Monadelphous Group Limited
|
7,000
|
|
|
177,513
|
NRW Holdings Limited
|
30,800
|
|
|
60,131
|
WDS Ltd.
|
89,800
|
|
|
44,761
|
|
Total Construction & Engineering
|
|
|
|
881,847
|
Machinery - 2.7%
|
|
|
|
|
Bradken Limited
|
10,800
|
|
|
61,460
|
|
Total Machinery
|
|
|
|
61,460
|
Metals & Mining - 2.9%
|
|
|
|
|
Imdex Limited
|
37,800
|
|
|
66,142
|
|
Total Metals & Mining
|
|
|
|
66,142
|
Total Australia
|
|
|
|
1,160,700
|
|
|
|
|
|
Canada - 12.0%
|
|
|
|
|
Diversifed Financial Services - 2.3%
|
|
|
|
|
Sprott Resource Lending Corp. (a)
|
32,800
|
|
|
50,781
|
|
Total Diversifed Financial Services
|
|
|
|
50,781
|
Metals & Mining - 9.7%
|
|
|
|
|
Energold Drilling Corp. (a)
|
16,000
|
|
|
48,256
|
Foraco International SA (a)
|
21,000
|
|
|
50,880
|
Major Drilling Group International Inc.
|
8,400
|
|
|
82,759
|
Orbit Garant Drilling Inc. (a)
|
16,600
|
|
|
36,714
|
|
Total Metals & Mining
|
|
|
|
218,609
|
Total Canada
|
|
|
|
269,390
|
|
|
|
|
|
China - 6.6%
|
|
|
|
|
Oil & Gas & Consumable Fuels - 6.6%
|
|
|
|
|
China Coal Energy Company - Class H
|
136,400
|
|
|
148,176
|
|
Total Oil & Gas & Consumable Fuels
|
|
|
|
148,176
|
Total China
|
|
|
|
148,176
|
|
|
|
|
|
Indonesia - 2.1%
|
|
|
|
|
Oil & Gas & Consumable Fuels - 2.1%
|
|
|
|
|
Delta Dunia Makmur Tbk PT (a)
|
2,930,800
|
|
|
46,528
|
|
Total Oil & Gas & Consumable Fuels
|
|
|
|
46,528
|
Total Indonesia
|
|
|
|
46,528
|
|
|
|
|
|
Jersey - 2.5%
|
|
|
|
|
Energy Equipment & Services - 2.5%
|
|
|
|
|
Capital Drilling Ltd. (a)
|
131,200
|
|
|
55,413
|
|
Total Energy Equipment & Services
|
|
|
|
55,413
|
Total Jersey
|
|
|
|
55,413
|
|
|
|
|
|
South Africa - 2.1%
|
|
|
|
|
Metals & Mining - 2.1%
|
|
|
|
|
Sentula Mining Ltd. (a)
|
226,200
|
|
|
46,694
|
|
Total Metals & Mining
|
|
|
|
46,694
|
Total South Africa
|
|
|
|
46,694
|
|
|
|
|
|
Sweden - 6.9%
|
|
|
|
|
Machinery - 6.9%
|
|
|
|
|
Atlas Copco AB
|
5,600
|
|
|
153,538
|
|
Total Machinery
|
|
|
|
153,538
|
Total Sweden
|
|
|
|
153,538
|
|
|
|
|
|
United States - 12.9%
|
|
|
|
|
Construction & Engineering - 2.1%
|
|
|
|
|
Layne Christensen Company (a)
|
2,000
|
|
|
48,540
|
|
Total Construction & Engineering
|
|
|
|
48,540
|
Machinery - 10.8%
|
|
|
|
|
Joy Global Inc.
|
2,200
|
|
|
140,316
|
Terex Corporation (a)
|
3,600
|
|
|
101,196
|
|
Total Machinery
|
|
|
|
241,512
|
Total United States
|
|
|
|
290,052
|
|
|
|
|
|
TOTAL COMMON STOCKS (Cost $1,946,546)
|
|
|
|
2,170,491
|
|
|
|
|
|
|
Total Investments (Cost $1,946,546)* - 96.9%
|
|
|
|
2,170,491
|
Other Assets in Excess of Liabilities - 3.1%
|
|
|
|
68,751
|
TOTAL NET ASSETS - 100.0%
|
|
|
$
|
2,239,242
|
|
|
|
|
|
|
Percentages are stated as a percent of net assets.
|
|
|
|
(a)
|
Non-income producing security.
|
|
|
|
The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of
MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P"). GICS® is a service mark of MSCI, Inc.
and S&P and has been licensed for use by the Fund's Administrator, U.S. Bancorp Fund Services, LLC.
|
|
|
*
|
Since the Fund does not have a full fiscal year, the tax cost of investments is the same as noted in the Schedule of Investments.
|
Summary of Fair Value Disclosure at December 31, 2012 (Unaudited)
|
|
The Funds utilize various methods to measure the fair value of the investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods.
|
|
The three levels of inputs are:
|
|
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Funds have the ability to access.
|
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may
include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves,
default rates and similar data.
|
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Funds' assumptions
about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
|
|
The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security,
whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security.
To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more
judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.
|
|
The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value
hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value
measurement in its entirety.
|
|
The following is a summary of the inputs used to value the Funds' net assets as of December 31, 2012:
|
PureFunds ISE Diamond/Gemstone ETF
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets^
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
2,053,373
|
|
|
$
|
3,056
|
|
|
$
|
-
|
|
|
$
|
2,056,429
|
|
Total Investments in Securities
|
|
$
|
2,053,373
|
|
|
$
|
3,056
|
|
|
$
|
-
|
|
|
$
|
2,056,429
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ See the Schedule of Investments for further disaggregation of investment categories.
|
|
For the period ended December 31, 2012, there were no transfers into or out of levels.
|
Transfers between levels are recognized at the end of the reporting period.
|
PureFunds ISE Junior Silver (Small Cap Miners/Explorers) ETF
|
|
|
|
|
|
|
|
|
|
|
Assets^
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
1,997,736
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
1,997,736
|
|
Total Investments in Securities
|
|
$
|
1,997,736
|
|
|
$
|
-
|
|
|
$
|
-
|
|
|
$
|
1,997,736
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ See the Schedule of Investments for further disaggregation of investment categories.
|
|
For the period ended December 31, 2012, there were no transfers into or out of levels.
|
Transfers between levels are recognized at the end of the reporting period.
|
PureFunds ISE Mining Service ETF
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets^
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
2,104,430
|
|
|
$
|
66,061
|
|
|
$
|
-
|
|
|
$
|
2,170,491
|
|
Total Investments in Securities
|
|
$
|
2,104,430
|
|
|
$
|
66,061
|
|
|
$
|
-
|
|
|
$
|
2,170,491
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
^ See the Schedule of Investments for further disaggregation of investment categories.
|
|
For the period ended December 31, 2012, there were no transfers into or out of levels.
|
Transfers between levels are recognized at the end of the reporting period.
|
Item 2. Controls and Procedures.
(a)
|
The Registrant’s President/Chief Executive Officer and Treasurer/Chief Financial Officer have concluded that the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”))
(17 CFR
270.30a-3(c))
are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act
(17 CFR 270.30a-3(b))
and Rule 13a-15(b) or Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended
(17 CFR 240.13a-15(b) or 240.15d-15(d))
.
|
(b)
|
There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act)
(17 CFR 270.30a-3(d))
that occurred during the Registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.
|
Item 3. Exhibits.
Separate certifications for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)).
Filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant)
FactorShares Trust
By (Signature and Title)
/s/
Samuel Masucci, III
Samuel Masucci, III, President
Date
2/28/13
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)*
/s/
Samuel Masucci, III
Samuel Masucci, III, President
Date
2/28/13
By (Signature and Title)*
/s/
Mary Byra
Mary Byra, Principal Financial Officer
Date
2/28/13
* Print the name and title of each signing officer under his or her signature.