Short High Yield - SJB Short High Yield

ProShares Short High Yield seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Markit iBoxx $ Liquid High Yield Index.

As of 11/20/14

SJB Daily Holdings (csv) | SJB Daily Holdings (xls)

Description Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MARKIT IBOXX $ LIQUID HIGH YIELD INDEX (HYG) SWAP GOLDMAN SACHS INTERNATIONAL (28,200,535.24) - (22,377.47)
MARKIT IBOXX $ LIQUID HIGH YIELD INDEX (HYG) SWAP CREDIT SUISSE (INTERNATIONAL) LIMITED (32,084,470.27) - (25,459.42)
MARKIT IBOXX $ LIQUID HIGH YIELD INDEX (HYG) SWAP CITIBANK, N.A. (33,230,337.91) - (26,368.68)
NET OTHER ASSETS / CASH - $93,398,625.63 93,398,625.63