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 7/20/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 09/29/2018 (TUU8) - - (34,278,187.50) - (162.00)
US 10 YR NOTE FUTURE 09/19/2018 (TYU8) - - (53,393,046.88) - (445.00)
US 5YR NOTE FUTURE 09/29/2018 (FVU8) - - (79,547,070.31) - (701.00)
BOMBARDIER INC 144A 7.500 3/15/25 - $2,906,394.38 2,762,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,808,090.00 2,952,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,650,436.25 2,877,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $2,604,795.00 2,469,000.00
DYNEGY INC 7.375 11/1/22 - $2,319,900.00 2,220,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,311,825.00 2,945,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,304,900.00 2,340,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,269,491.84 2,400,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,060,965.20 2,044,000.00
SPRINT CORP 7.875 9/15/23 - $2,059,655.56 1,969,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $1,986,355.00 1,957,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,906,962.50 2,045,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,873,803.75 2,023,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,815,726.00 1,815,000.00
AVANTOR INC 9.000 10/1/25 - $1,806,062.50 1,775,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,768,016.25 1,727,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,718,006.25 1,770,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,682,197.54 1,597,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,674,731.25 1,567,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,663,200.00 1,760,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,643,062.50 1,725,000.00
HCA INC 5.375 2/1/25 - $1,631,067.50 1,627,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,570,298.75 1,549,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,545,314.73 1,577,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,543,700.00 1,720,000.00
ASHLAND INC 4.750 8/15/22 - $1,475,340.00 1,468,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,471,830.00 1,382,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,470,211.25 1,583,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,452,600.00 1,440,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,444,651.88 1,451,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,443,103.20 1,386,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,434,293.05 1,505,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,399,563.00 1,266,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,380,375.00 1,350,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,363,000.00 1,363,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,352,945.00 1,447,000.00
DISH DBS CORP 5.875 11/15/24 - $1,347,537.50 1,609,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,311,703.00 1,310,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,309,243.00 1,270,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,285,645.00 1,322,000.00
CENTENE CORP 5.625 2/15/21 - $1,283,160.00 1,258,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,267,875.00 1,150,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,251,552.50 1,282,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $1,228,421.25 1,197,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,221,480.00 1,248,000.00
BALL CORP 5.250 7/1/25 - $1,217,797.50 1,191,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $1,208,010.00 1,202,000.00
HCA INC 5.875 2/15/26 - $1,195,440.00 1,172,000.00
NAVIENT CORP 6.500 6/15/22 - $1,193,037.30 1,170,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $1,192,695.00 1,228,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,189,687.50 1,175,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,188,275.00 1,276,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,155,195.00 1,194,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $1,152,802.50 1,094,000.00
TESLA INC 5.300 8/15/25 - $1,138,005.00 1,254,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,124,704.00 1,120,000.00
EQUINIX INC 5.375 5/15/27 - $1,112,212.50 1,115,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,095,320.00 1,112,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,090,800.00 1,616,000.00
NETFLIX INC 4.875 4/15/28 - $1,076,350.00 1,133,000.00
CALPINE CORP 5.750 1/15/25 - $1,059,712.50 1,155,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,044,225.00 1,170,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,032,021.67 1,109,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,027,416.47 1,038,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $1,026,625.00 955,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $1,026,250.00 1,000,000.00
CENTENE CORP 4.750 1/15/25 - $1,026,137.50 1,030,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $1,022,410.98 978,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $1,020,759.26 1,044,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $1,005,925.69 1,099,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $995,955.00 991,000.00
ENDO LTD 144A 6.500 2/1/25 - $980,453.75 1,247,000.00
AMSURG CORP 5.625 7/15/22 - $980,037.50 962,000.00
SPRINGLEAF FINANCE CORP 6.125 5/15/22 - $976,800.00 960,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $973,752.34 1,035,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $961,250.00 1,000,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $957,801.25 959,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $953,846.60 936,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $952,997.50 923,000.00
WEST CORP 8.500 10/15/25 - $942,435.00 1,053,000.00
SPRINT CORP 7.125 6/15/24 - $940,254.14 931,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $936,373.62 1,082,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $928,687.50 975,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $919,005.00 933,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $917,088.75 937,000.00
DISH DBS CORP 7.750 7/1/26 - $905,166.25 1,033,000.00
MEREDITH CORP 6.875 2/1/26 - $896,000.00 896,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $894,493.75 857,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $886,830.00 861,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $885,420.00 900,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $870,960.00 912,000.00
INFOR (US) INC 6.500 5/15/22 - $856,318.75 851,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $848,220.00 844,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $844,593.75 825,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $844,081.54 866,000.00
ENSCO PLC 7.750 2/1/26 - $841,355.00 881,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $820,662.50 830,000.00
QUINTILES IMS INC 5.000 10/15/26 - $820,099.22 837,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $818,097.50 781,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $811,125.00 700,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $809,425.50 845,000.00
CENTURYLINK INC 7.500 4/1/24 - $809,051.25 777,000.00
HERTZ CORP 7.625 6/1/22 - $800,800.00 832,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $787,500.00 840,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $775,805.63 1,159,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $768,476.25 747,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $760,781.25 750,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $748,440.00 1,008,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $744,680.09 748,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $733,400.00 760,000.00
NETFLIX INC 5.875 11/15/28 - $728,100.00 720,000.00
ENDO LTD 144A 6.000 7/15/23 - $723,442.50 869,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $702,121.25 703,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $699,825.00 651,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $683,820.00 696,000.00
KLX INC 144A 5.875 12/1/22 - $683,308.75 661,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $665,468.30 658,000.00
MATTEL INC 6.750 12/31/25 - $665,306.25 685,000.00
PETSMART INC 5.875 6/1/25 - $663,877.50 858,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $657,869.60 656,000.00
NOVELIS CORP 5.875 9/30/26 - $642,827.50 674,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $637,240.00 712,000.00
EQUINIX INC 5.875 1/15/26 - $634,848.30 621,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $633,903.75 603,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $613,013.75 593,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $595,140.00 600,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $565,774.30 553,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $559,300.00 1,316,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $558,951.25 583,000.00
TRANSDIGM INC 6.500 7/15/24 - $531,562.50 525,000.00
T-MOBILE USA INC 6.375 3/1/25 - $516,875.00 500,000.00
CEQUEL COM HLDG I/CAP CP 7.500 4/1/28 - $515,625.00 500,000.00
ENSCO PLC 5.750 10/1/44 - $512,100.00 720,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $500,500.00 550,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $498,405.56 500,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $494,392.50 511,000.00
ALTICE US FINANCE I CORP 5.500 5/15/26 - $486,250.00 500,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $485,000.00 500,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $477,375.00 475,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $473,804.40 510,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $471,238.93 478,000.00
STAPLES INC 8.500 9/15/25 - $466,543.31 500,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $448,950.00 438,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $445,240.83 470,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $424,050.31 400,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $396,625.00 380,000.00
WHITING PETROLEUM CORP 144A 6.625 1/15/26 - $392,112.50 380,000.00
BALL CORP 4.375 12/15/20 - $390,870.00 387,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $385,962.50 385,000.00
BWAY HOLDING CO 5.500 4/15/24 - $379,758.75 391,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $355,770.00 354,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $341,964.00 345,000.00
CALPINE CORP 5.375 1/15/23 - $304,692.50 322,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $299,880.00 306,000.00
POST HOLDINGS INC 5.750 3/1/27 - $291,000.00 300,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $270,601.83 267,000.00
HD SUPPLY INC 5.750 4/15/24 - $209,750.00 200,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $189,192.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $182,621.25 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $175,111.48 172,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $171,893.00 166,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $151,125.00 150,000.00
NET OTHER ASSETS / CASH - - - $4,199,289.95 4,199,289.95