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 9/19/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 12/31/2018 (TUZ8) - - (31,387,781.25) - (149.00)
US 10YR NOTE FUTURE 12/19/2018 (TYZ8) - - (48,966,312.50) - (413.00)
US 5YR NOTE FUTURE 12/31/2018 (FVZ8) - - (80,792,007.81) - (719.00)
BOMBARDIER INC 144A 7.500 3/15/25 - $2,848,312.50 2,762,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,819,160.00 2,952,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,765,516.25 2,877,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $2,602,819.80 2,469,000.00
DYNEGY INC 7.375 11/1/22 - $2,467,762.50 2,370,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $2,432,926.25 2,302,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,356,000.00 2,945,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,341,404.00 2,340,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,277,720.00 2,400,000.00
SPRINT CORP 7.875 9/15/23 - $2,116,675.00 1,969,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,067,015.44 2,044,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,967,699.00 2,045,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,924,378.75 2,023,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,884,603.75 1,797,000.00
AVANTOR INC 9.000 10/1/25 - $1,846,000.00 1,775,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,784,598.75 1,815,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,722,431.25 1,770,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,719,490.00 1,607,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,691,800.00 1,760,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,679,218.50 1,725,000.00
HCA INC 5.375 2/1/25 - $1,659,540.00 1,627,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,653,753.75 1,551,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,595,470.00 1,549,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,569,534.40 1,720,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,565,172.50 1,577,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,540,425.00 1,410,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,461,600.00 1,440,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,457,032.50 1,386,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,447,764.85 1,505,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,447,372.50 1,451,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,446,466.25 1,583,000.00
DISH DBS CORP 5.875 11/15/24 - $1,440,055.00 1,609,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,400,033.04 1,361,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,391,963.75 1,363,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,387,472.70 1,266,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,386,281.25 1,350,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,343,901.25 1,447,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,341,007.04 1,816,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,329,931.30 1,270,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,291,987.50 1,310,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,288,553.40 1,322,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,285,846.00 1,282,000.00
CENTENE CORP 5.625 2/15/21 - $1,281,587.50 1,258,000.00
NETFLIX INC 5.875 11/15/28 - $1,280,194.10 1,285,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,229,280.00 1,248,000.00
BALL CORP 5.250 7/1/25 - $1,228,218.75 1,191,000.00
HCA INC 5.875 2/15/26 - $1,223,275.00 1,172,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $1,214,185.00 1,228,000.00
NAVIENT CORP 6.500 6/15/22 - $1,205,100.00 1,170,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,193,060.00 1,276,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,189,687.50 1,175,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $1,185,600.00 1,235,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,182,060.00 1,194,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,158,877.50 1,277,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $1,156,000.00 1,156,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $1,154,170.00 1,094,000.00
EQUINIX INC 5.375 5/15/27 - $1,123,362.50 1,115,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,117,424.00 1,120,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,110,610.00 1,112,000.00
TESLA INC 5.300 8/15/25 - $1,078,440.00 1,254,000.00
NETFLIX INC 4.875 4/15/28 - $1,069,268.75 1,133,000.00
MATTEL INC 6.750 12/31/25 - $1,061,943.75 1,085,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,055,574.00 1,170,000.00
CALPINE CORP 5.750 1/15/25 - $1,053,937.50 1,155,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $1,053,750.00 1,000,000.00
ENDO LTD 144A 6.500 2/1/25 - $1,053,715.00 1,247,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,050,777.50 1,109,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,048,380.00 1,038,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,045,125.00 900,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $1,037,475.00 1,044,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $1,033,787.50 955,000.00
ASCENT RESOURCES/ARU FIN 10.000 4/1/22 - $1,022,125.00 925,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $1,015,535.64 978,000.00
INFOR (US) INC 6.500 5/15/22 - $1,013,512.50 1,001,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $1,001,250.00 1,000,000.00
AMSURG CORP 5.625 7/15/22 - $988,455.00 962,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $986,250.00 1,000,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $982,635.96 991,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $975,893.80 980,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $970,987.50 959,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $969,867.50 1,099,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $968,906.25 975,000.00
WEST CORP 8.500 10/15/25 - $966,127.50 1,053,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $964,675.00 940,000.00
SPRINT CORP 7.125 6/15/24 - $963,585.00 931,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $960,275.00 1,082,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $958,997.00 923,000.00
DISH DBS CORP 7.750 7/1/26 - $958,107.50 1,033,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $923,910.00 897,000.00
MEREDITH CORP 6.875 2/1/26 - $916,160.00 896,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $914,605.70 937,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $913,173.75 933,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $910,347.50 898,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $900,000.00 900,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $895,565.00 857,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $895,181.70 861,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $877,800.00 912,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $869,507.30 866,000.00
ENSCO PLC 7.750 2/1/26 - $856,772.50 881,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $852,440.00 844,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $845,047.50 825,000.00
CENTURYLINK INC 7.500 4/1/24 - $837,217.50 777,000.00
HERTZ CORP 7.625 6/1/22 - $827,320.00 832,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $827,287.50 780,000.00
QUINTILES IMS INC 5.000 10/15/26 - $822,352.50 837,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $822,002.50 781,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $821,762.50 845,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $814,264.00 760,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $804,300.00 840,000.00
ENSCO PLC 5.750 10/1/44 - $786,450.00 1,070,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $764,741.25 747,000.00
ENDO LTD 144A 6.000 7/15/23 - $761,461.25 869,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $741,950.00 760,000.00
PETSMART INC 5.875 6/1/25 - $722,865.00 858,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $715,302.50 703,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $714,000.00 700,000.00
KLX INC 144A 5.875 12/1/22 - $682,482.50 661,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $666,692.18 658,000.00
NOVELIS CORP 5.875 9/30/26 - $653,780.00 674,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $648,130.00 1,316,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $646,717.50 603,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $640,800.00 712,000.00
EQUINIX INC 5.875 1/15/26 - $639,630.00 621,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $620,065.00 1,159,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $615,000.00 600,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $611,531.25 593,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $595,128.00 600,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $593,043.75 585,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $566,555.00 550,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $565,510.00 583,000.00
TRANSDIGM INC 6.500 7/15/24 - $537,468.75 525,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $531,217.50 517,000.00
T-MOBILE USA INC 6.375 3/1/25 - $523,125.00 500,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $507,375.00 550,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $502,696.25 511,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $498,750.00 500,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $481,531.25 475,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $480,675.00 510,000.00
STAPLES INC 8.500 9/15/25 - $473,050.00 500,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $472,120.60 478,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $462,802.50 450,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $456,615.00 438,000.00
CALPINE CORP 5.375 1/15/23 - $452,973.68 472,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $445,325.00 470,000.00
SUNOCO LP/FINANCE CORP 4.875 1/15/23 - $444,375.00 450,000.00
BALL CORP 4.375 12/15/20 - $392,081.31 387,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $387,045.00 366,000.00
BWAY HOLDING CO 5.500 4/15/24 - $385,506.45 391,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $358,425.00 354,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $345,862.50 345,000.00
AVANTOR INC 6.000 10/1/24 - $305,220.00 300,000.00
POST HOLDINGS INC 5.750 3/1/27 - $297,750.00 300,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $293,377.50 306,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $257,500.00 250,000.00
HD SUPPLY INC 5.750 4/15/24 - $210,010.00 200,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $194,300.00 335,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $191,750.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $183,093.75 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $177,385.32 172,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $160,000.00 200,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $144,656.25 150,000.00
NET OTHER ASSETS / CASH - - - $4,833,744.63 4,833,744.63