UltraShort 7-10 Year Treasury - PST UltraShort 7-10 Year Treasury

ProShares UltraShort 7-10 Year Treasury seeks daily investment results, before fees and expenses that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasury 7-10 Year Bond 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.

As of 6/22/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10 YR NOTE FUTURE 09/19/2018 (TYU8) - - (2,276,734.38) - (19.00)
ICE 7-10 YEAR U.S. TREASURY INDEX SWAP CITIBANK NA - - (42,904,983.39) - (424,255.74)
ICE 7-10 YEAR U.S. TREASURY INDEX SWAP SOCIETE GENERALE - - (244,602,985.52) - (2,418,698.56)
UNITED STATES TREASURY BILL 0.000 6/28/18 - $12,998,068.98 13,000,000.00
UNITED STATES TREASURY BILL 0.000 7/12/18 - $10,990,740.86 11,000,000.00
NET OTHER ASSETS / CASH - - - $144,627,793.61 144,627,793.61