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 11/13/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 12/31/2018 (TUZ8) - - (42,750,531.25) - (203.00)
US 10YR NOTE FUTURE 12/19/2018 (TYZ8) - - (51,317,265.63) - (433.00)
US 5YR NOTE FUTURE 12/31/2018 (FVZ8) - - (91,360,875.00) - (813.00)
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,763,810.00 2,952,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,675,610.00 2,877,000.00
SPRINT CORP 7.875 9/15/23 - $2,624,855.63 2,469,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $2,623,347.60 2,762,000.00
DYNEGY INC 7.375 11/1/22 - $2,458,875.00 2,370,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $2,413,785.12 2,302,000.00
AVANTOR INC 9.000 10/1/25 - $2,323,343.75 2,275,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $2,270,251.05 2,315,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,258,280.00 2,400,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $2,256,135.75 2,178,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $2,228,152.50 2,107,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,193,048.00 2,340,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $2,173,525.00 2,270,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $2,148,606.25 2,345,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,090,950.00 2,945,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,061,885.00 2,044,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $2,012,812.50 2,147,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,871,126.25 1,797,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,770,300.00 1,686,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,681,122.50 1,553,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,665,635.00 1,691,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,664,124.75 1,725,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,653,953.28 1,776,000.00
HCA INC 5.375 2/1/25 - $1,620,410.65 1,627,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,613,346.00 1,400,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,601,407.50 1,551,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,593,600.00 1,920,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,564,490.00 1,549,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,541,218.75 1,655,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,529,864.10 1,410,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $1,510,614.69 1,571,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,509,504.40 1,577,000.00
MATTEL INC 6.750 12/31/25 - $1,485,937.50 1,585,000.00
SPRINT CORP 7.125 6/15/24 - $1,459,333.80 1,431,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,447,257.60 1,440,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,423,710.63 1,583,000.00
NETFLIX INC 5.875 11/15/28 - $1,420,650.00 1,435,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,414,725.00 1,451,000.00
EQUINIX INC 5.375 5/15/27 - $1,407,925.00 1,415,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,391,343.88 1,361,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,383,750.00 1,350,000.00
DISH DBS CORP 5.875 11/15/24 - $1,357,094.96 1,609,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $1,351,350.00 1,430,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,351,073.75 1,363,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $1,329,250.00 1,300,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $1,317,828.75 1,281,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,309,446.20 1,270,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,281,969.65 1,447,000.00
INFOR (US) INC 6.500 5/15/22 - $1,280,000.00 1,280,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,277,805.00 1,275,000.00
CENTENE CORP 5.625 2/15/21 - $1,277,687.70 1,258,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,275,575.00 1,379,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,265,975.00 1,282,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,257,580.00 1,816,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,249,111.05 1,223,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,229,460.00 1,322,000.00
BALL CORP 5.250 7/1/25 - $1,205,887.50 1,191,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,197,000.00 1,520,000.00
HCA INC 5.875 2/15/26 - $1,196,272.12 1,172,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,195,396.80 1,248,000.00
TESLA INC 5.300 8/15/25 - $1,189,827.50 1,354,000.00
NETFLIX INC 4.875 4/15/28 - $1,186,775.00 1,283,000.00
NAVIENT CORP 6.500 6/15/22 - $1,186,005.60 1,170,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,179,000.00 1,310,000.00
ENDO LTD 144A 6.500 2/1/25 - $1,170,470.00 1,454,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,165,642.50 1,194,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $1,138,904.00 1,165,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $1,124,210.00 1,156,000.00
MEREDITH CORP 6.875 2/1/26 - $1,115,180.00 1,096,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $1,113,750.00 1,100,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,107,401.63 1,277,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,103,200.00 1,120,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,089,204.00 1,112,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $1,085,433.75 1,109,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $1,051,875.00 1,100,000.00
CALPINE CORP 5.750 1/15/25 - $1,046,718.75 1,155,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $1,045,842.00 1,110,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $1,025,832.50 1,022,000.00
CENTURYLINK INC 7.500 4/1/24 - $1,021,968.75 991,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $1,016,059.06 1,003,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,004,265.00 1,038,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $999,630.00 1,044,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $997,575.00 940,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $996,875.00 1,000,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $983,750.00 1,000,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $983,050.00 1,000,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $981,250.00 1,000,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $967,500.00 1,000,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $962,162.50 955,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $959,500.00 950,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $953,750.00 1,000,000.00
WEST CORP 8.500 10/15/25 - $951,343.38 1,053,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $948,723.75 975,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $925,900.00 940,000.00
HERTZ CORP 7.625 6/1/22 - $920,350.00 932,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $919,100.00 1,010,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $917,182.50 897,000.00
DISH DBS CORP 7.750 7/1/26 - $908,730.10 1,033,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $889,020.00 898,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $883,122.50 937,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $873,915.00 861,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $873,000.00 900,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $869,797.50 858,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $868,680.00 912,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $864,740.50 865,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $858,071.25 857,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $852,580.00 907,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $846,515.00 866,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $838,725.00 844,000.00
EQUINIX INC 5.875 1/15/26 - $837,420.00 821,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $836,394.90 867,000.00
T-MOBILE USA INC 6.375 3/1/25 - $830,000.00 800,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $811,275.00 870,000.00
QUINTILES IMS INC 5.000 10/15/26 - $807,705.00 837,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $794,300.00 845,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $792,490.00 817,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $768,422.50 811,000.00
ENSCO PLC 7.750 2/1/26 - $767,571.25 881,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $766,650.00 760,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $760,072.50 747,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $754,875.00 915,000.00
ENDO LTD 144A 6.000 7/15/23 - $729,690.61 869,000.00
ENSCO PLC 5.750 10/1/44 - $716,900.00 1,070,000.00
STAPLES INC 8.500 9/15/25 - $715,530.00 782,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $704,900.00 760,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $699,790.00 700,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $691,781.25 705,000.00
AVANTOR INC 6.000 10/1/24 - $676,153.75 677,000.00
PETSMART INC 5.875 6/1/25 - $664,950.00 858,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $661,950.00 750,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $660,625.00 700,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $646,717.50 603,000.00
NOVELIS CORP 5.875 9/30/26 - $641,985.00 674,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $641,476.40 712,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $601,900.93 593,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $587,193.75 585,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $581,715.00 834,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $551,663.75 583,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $535,230.00 600,000.00
TRANSDIGM INC 6.500 7/15/24 - $532,875.00 525,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $463,718.75 475,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $450,045.00 438,000.00
CALPINE CORP 5.375 1/15/23 - $445,898.40 472,000.00
SUNOCO LP/FINANCE CORP 4.875 1/15/23 - $438,750.00 450,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $419,587.50 835,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $405,650.00 1,159,000.00
BALL CORP 4.375 12/15/20 - $388,935.00 387,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $381,445.20 366,000.00
BWAY HOLDING CO 5.500 4/15/24 - $375,360.00 391,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $347,805.00 354,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $338,100.00 345,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $327,250.00 350,000.00
POST HOLDINGS INC 5.750 3/1/27 - $284,910.00 300,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $276,165.00 306,000.00
KENNEDY-WILSON INC 5.875 4/1/24 - $193,500.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $181,912.50 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $171,570.00 172,000.00
NET OTHER ASSETS / CASH - - - $3,300,583.52 3,300,583.52