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 9/30/14

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 CREDIT SUISSE (INTERNATIONAL) LIMITED (38,566,934.47) - (30,633.72)
MARKIT IBOXX $ LIQUID HIGH YIELD INDEX (HYG) SWAP CITIBANK, N.A. (41,191,798.79) - (32,718.65)
NET OTHER ASSETS / CASH - $79,875,555.95 79,875,555.95