High Yield—Interest Rate Hedged - HYHG High Yield—Interest Rate Hedged

ProShares High Yield—Interest Rate Hedged seeks investment results, before fees and expenses, that track the performance of the FTSE High Yield (Treasury Rate-Hedged) Index.

  • Provides the return potential of a diversified portfolio of high-yield corporate bonds
  • Targets zero interest rate risk by including a built-in hedge against rising rates that uses short positions in U.S. Treasury futures
  • Offers even less interest rate sensitivity than short-term bonds by targeting a duration of zero

As of 5/18/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 06/29/2018 (TUM8) - - (40,038,468.75) - (189.00)
US 10YR NOTE FUTURE 06/20/2018 (TYM8) - - (55,975,406.25) - (471.00)
US 5YR NOTE FUTURE 06/29/2018 (FVM8) - - (67,620,718.75) - (598.00)
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $3,163,450.00 3,352,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $2,858,670.00 2,762,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,385,450.00 2,945,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,362,745.00 2,527,000.00
DYNEGY INC 7.375 11/1/22 - $2,333,775.00 2,220,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,263,950.00 2,340,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,222,520.00 2,400,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $2,146,506.25 2,107,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,052,942.50 2,044,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,975,175.00 1,927,000.00
EMC CORP 2.650 6/1/20 - $1,973,559.59 2,024,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,912,075.00 2,045,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,878,861.25 2,023,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,861,941.25 1,937,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $1,847,137.50 1,755,000.00
AVANTOR INC 9.000 10/1/25 - $1,806,062.50 1,775,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,801,387.50 1,815,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,798,693.00 1,667,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $1,724,307.00 1,690,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $1,699,180.00 1,603,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,692,820.00 1,597,000.00
ASHLAND INC 4.750 8/15/22 - $1,672,894.85 1,663,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,640,906.25 1,725,000.00
SPRINT CORP 7.875 9/15/23 - $1,546,416.30 1,469,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,537,575.00 1,577,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,524,347.50 1,513,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,513,070.00 1,648,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,450,800.00 1,440,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,445,917.50 1,382,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,436,974.00 1,505,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,405,260.00 1,266,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,383,445.00 1,363,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,335,220.00 1,322,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,332,925.00 1,310,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,331,310.00 1,338,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,331,240.00 1,447,000.00
HCA INC 5.375 2/1/25 - $1,320,287.50 1,337,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $1,305,255.00 1,302,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,299,675.00 1,290,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,298,575.00 1,270,000.00
CENTENE CORP 5.625 2/15/21 - $1,289,450.00 1,258,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $1,229,917.50 1,197,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,220,833.75 1,241,000.00
EP ENER/EVEREST ACQ FIN 144A 8.000 2/15/25 - $1,220,310.00 1,638,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $1,215,825.00 1,118,000.00
BALL CORP 5.250 7/1/25 - $1,214,820.00 1,191,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,210,560.00 1,248,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $1,208,812.50 1,228,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,207,977.50 1,322,000.00
NAVIENT CORP 6.500 6/15/22 - $1,205,100.00 1,170,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,190,017.50 1,193,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,186,750.00 1,175,000.00
HCA INC 5.875 2/15/26 - $1,176,395.00 1,172,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,164,350.00 1,276,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $1,162,375.00 1,094,000.00
DISH DBS CORP 5.875 11/15/24 - $1,156,332.00 1,384,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,136,362.50 1,170,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,131,315.00 1,194,000.00
EQUINIX INC 5.375 5/15/27 - $1,123,362.50 1,115,000.00
WEST CORP 8.500 10/15/25 - $1,101,680.00 1,172,000.00
TESLA INC 5.300 8/15/25 - $1,089,412.50 1,254,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,066,765.00 1,051,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,066,240.00 1,024,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,063,237.50 1,170,000.00
NETFLIX INC 4.875 4/15/28 - $1,059,355.00 1,133,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,050,777.50 1,109,000.00
DISH DBS CORP 7.750 7/1/26 - $1,048,807.50 1,209,000.00
CALPINE CORP 5.750 1/15/25 - $1,030,837.50 1,155,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $1,027,565.00 1,099,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,021,132.50 1,038,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $1,020,787.50 978,000.00
CENTENE CORP 4.750 1/15/25 - $1,010,687.50 1,030,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $1,010,070.00 1,044,000.00
QUINTILES IMS INC 5.000 10/15/26 - $991,012.50 1,035,000.00
SPRINGLEAF FINANCE CORP 6.125 5/15/22 - $981,984.00 960,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $975,152.50 1,082,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $973,521.00 1,035,000.00
AMSURG CORP 5.625 7/15/22 - $972,822.50 962,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $962,986.75 936,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $961,250.00 1,000,000.00
NETFLIX INC 4.375 11/15/26 - $951,282.60 1,020,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $946,075.00 923,000.00
SPRINT CORP 7.125 6/15/24 - $943,801.25 931,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $939,820.00 959,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $932,163.75 931,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $918,260.00 937,000.00
MEREDITH CORP 6.875 2/1/26 - $904,960.00 896,000.00
ENDO LTD 144A 6.500 2/1/25 - $891,605.00 1,247,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $890,058.75 861,000.00
INFOR (US) INC 6.500 5/15/22 - $868,020.00 851,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $861,840.00 912,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $849,317.20 844,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $846,515.00 866,000.00
PETSMART INC 144A 7.125 3/15/23 - $844,360.00 1,616,000.00
HERTZ CORP 7.625 6/1/22 - $829,920.00 832,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $827,062.50 825,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $816,900.00 840,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $815,124.80 784,000.00
CENTURYLINK INC 7.500 4/1/24 - $809,536.88 777,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $808,335.00 781,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $804,056.25 1,159,000.00
TRANSDIGM INC 6.500 7/15/24 - $800,805.00 788,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $766,608.75 747,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $757,350.00 748,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $748,125.00 700,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $727,700.00 760,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $711,787.50 703,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $694,942.50 651,000.00
KLX INC 144A 5.875 12/1/22 - $686,613.75 661,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $676,860.00 696,000.00
MATTEL INC 6.750 12/31/25 - $674,512.65 685,000.00
NOVELIS CORP 5.875 9/30/26 - $668,102.50 674,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $661,290.00 658,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $655,687.50 650,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $655,541.25 663,000.00
EQUINIX INC 5.875 1/15/26 - $636,525.00 621,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $630,120.00 712,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $627,000.00 608,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $616,720.00 593,000.00
BALL CORP 4.375 12/15/20 - $595,071.25 587,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $593,250.00 600,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $582,750.00 500,000.00
PETSMART INC 5.875 6/1/25 - $579,150.00 858,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $565,908.75 561,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $556,077.50 554,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $554,375.00 500,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $553,850.00 583,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $552,720.00 1,316,000.00
CHEMOURS CO 6.625 5/15/23 - $524,375.00 500,000.00
T-MOBILE USA INC 6.375 3/1/25 - $521,250.00 500,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $509,437.50 550,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $503,125.00 500,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $498,750.00 500,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $493,115.00 511,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $487,500.00 500,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $484,091.25 501,000.00
ENSCO PLC 7.750 2/1/26 - $482,500.00 500,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $476,850.00 510,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $476,187.50 475,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $467,685.00 1,094,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $467,245.00 478,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $455,312.50 470,000.00
STAPLES INC 8.500 9/15/25 - $452,500.00 500,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $448,950.00 438,000.00
ENSCO PLC 5.750 10/1/44 - $435,000.00 600,000.00
WHITING PETROLEUM CORP 144A 6.625 1/15/26 - $394,820.00 380,000.00
BWAY HOLDING CO 5.500 4/15/24 - $389,533.75 391,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $388,087.50 395,000.00
ENDO LTD 144A 6.000 7/15/23 - $368,030.00 494,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $339,825.00 345,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $321,135.00 316,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $301,410.00 306,000.00
POST HOLDINGS INC 5.750 3/1/27 - $289,500.00 300,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $271,005.00 267,000.00
CALPINE CORP 5.375 1/15/23 - $196,132.50 207,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $189,250.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $182,385.00 189,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $172,225.00 166,000.00
NET OTHER ASSETS / CASH - - - $5,025,394.27 5,025,394.27