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 Citi High Yield (Treasury Rate-Hedged) Index.

  • Offers a diversified portfolio of high yield bonds.
  • Seeks to mitigate the risk of rising rates through a built-in interest rate hedge using U.S. Treasury futures.
  • Targets a duration (interest rate sensitivity) of zero.

As of 3/24/17

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 03/31/2017 (TUM7) - - (23,588,281.25) - (109.00)
US 10YR NOTE FUTURE 06/21/2017 (TYM7) - - (47,197,343.75) - (379.00)
US 5YR NOTE FUTURE 03/31/2017 (FVM7) - - (58,479,039.06) - (497.00)
SPRINT CORP 7.875 9/15/23 - $2,266,920.00 2,099,000.00
REYNOLDS GROUP ISSUER LLC 5.750 10/15/20 - $2,059,225.00 2,009,000.00
WESTERN DIGITAL CORP 10.500 4/1/24 - $1,907,966.25 1,629,000.00
EMC CORP 1.875 6/1/18 - $1,690,407.19 1,704,000.00
CCO HOLDINGS LLC 5.750 2/15/26 - $1,674,400.00 1,610,000.00
DYNEGY INC 7.375 11/1/22 - $1,664,100.00 1,720,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,568,515.00 1,534,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $1,550,150.00 1,505,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,506,700.00 1,586,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,486,540.15 1,370,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 8.000 11/15/19 - $1,485,612.50 1,514,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,458,271.15 1,935,000.00
DISH DBS CORP 5.875 11/15/24 - $1,446,120.00 1,404,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,408,880.00 1,408,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 7.625 3/15/20 - $1,406,507.50 1,403,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,401,952.47 1,475,000.00
HCA INC 5.375 2/1/25 - $1,370,425.00 1,337,000.00
CIT GROUP INC 5.250 3/15/18 - $1,336,124.25 1,305,000.00
DOLLAR TREE INC 5.750 3/1/23 - $1,286,155.00 1,222,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,219,115.03 1,169,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,194,791.25 1,227,000.00
T-MOBILE USA INC 6.250 4/1/21 - $1,186,560.00 1,152,000.00
1011778 BC UNLIMITED LIABILITY CO 144A 6.000 4/1/22 - $1,182,212.50 1,145,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,177,620.00 1,033,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,177,250.00 1,108,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,166,929.13 1,147,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $1,166,313.75 1,099,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $1,151,437.50 1,150,000.00
ENERGY TRANSFER EQUITY LP 5.500 6/1/27 - $1,111,755.00 1,082,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,093,860.00 1,062,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,040,647.50 1,142,000.00
BALL CORP 5.250 7/1/25 - $1,040,550.00 991,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,034,625.00 1,068,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $1,019,280.00 992,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $1,010,494.50 1,011,000.00
IRON MOUNTAIN INC 5.750 8/15/24 - $986,175.00 974,000.00
CALPINE CORP 5.750 1/15/25 - $982,387.50 1,005,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $980,517.88 953,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $966,798.75 911,000.00
RITE AID CORP 144A 6.125 4/1/23 - $932,185.50 930,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $924,665.00 911,000.00
CENTENE CORP 4.750 1/15/25 - $920,700.00 930,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $916,509.60 1,208,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $914,375.00 875,000.00
INFOR (US) INC 6.500 5/15/22 - $905,384.27 889,000.00
AMSURG CORP 5.625 7/15/22 - $891,000.00 880,000.00
BOMBARDIER INC 8.750 12/1/21 - $882,472.50 819,000.00
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7.000 6/30/24 - $881,647.50 807,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $870,035.50 829,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $862,247.50 1,109,000.00
KLX INC 144A 5.875 12/1/22 - $858,900.00 840,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $857,340.00 866,000.00
GLP CAPITAL LP / FIN II 4.875 11/1/20 - $832,075.00 802,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $829,920.00 798,000.00
ZEBRA TECHNOLOGIES CORP 7.250 10/15/22 - $812,568.75 755,000.00
PETSMART INC 144A 7.125 3/15/23 - $812,150.00 878,000.00
AMC NETWORKS INC 5.000 4/1/24 - $801,940.00 808,000.00
CONCHO RESOURCES INC 5.500 4/1/23 - $801,220.00 776,000.00
CEQUEL COMMUNICATIONS HOLDINGS I LLC 144A 6.375 9/15/20 - $796,252.50 774,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $795,840.00 829,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $793,910.00 788,000.00
MICRON TECHNOLOGY INC 5.500 2/1/25 - $792,715.00 781,000.00
EQUINIX INC 5.375 4/1/23 - $791,612.50 763,000.00
CENTURYLINK INC 5.800 3/15/22 - $777,431.25 765,000.00
ASHLAND INC 4.750 8/15/22 - $776,077.50 759,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $770,220.00 792,000.00
CONTINENTAL RESOURCES INC 4.500 4/15/23 - $765,580.00 808,000.00
HCA INC 5.875 2/15/26 - $756,240.00 736,000.00
CONTINENTAL RESOURCES 5.000 9/15/22 - $736,155.00 738,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $735,382.50 710,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $728,848.80 720,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $726,082.50 677,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $723,160.00 716,000.00
NAVIENT CORP 5.500 1/15/19 - $722,332.50 703,000.00
HOLOGIC INC 144A 5.250 7/15/22 - $710,985.00 682,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $704,700.00 696,000.00
HILTON DOMESTIC OPERATING CO INC 4.250 9/1/24 - $701,125.00 710,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $697,762.50 809,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $694,880.00 688,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $692,232.50 818,000.00
NBTY INC 7.625 5/15/21 - $682,675.00 658,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $678,720.00 672,000.00
SBA COMMUNICATIONS CORP 144A 4.875 9/1/24 - $677,180.00 691,000.00
TALEN ENERGY SUPPLY LLC 144A 4.625 7/15/19 - $666,607.50 689,000.00
T-MOBILE USA INC 6.500 1/15/26 - $657,638.21 608,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $650,105.60 628,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $649,350.00 666,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 7.000 1/1/22 - $642,927.15 615,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $637,747.50 633,000.00
CENTURYLINK INC 7.500 4/1/24 - $629,250.00 600,000.00
NETFLIX INC 4.375 11/15/26 - $628,468.20 643,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $616,080.00 604,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $612,000.00 600,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $605,577.50 671,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC 11.000 10/1/21 - $605,345.00 556,000.00
EP ENERGY LLC 9.375 5/1/20 - $600,240.00 656,000.00
EMC CORP 2.650 6/1/20 - $594,407.96 615,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $593,182.50 569,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $592,655.00 574,000.00
TRANSDIGM INC 6.500 7/15/24 - $592,020.00 598,000.00
SYMANTEC CORP 144A 5.000 4/15/25 - $581,351.09 571,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $572,660.00 548,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $569,920.00 548,000.00
ENSCO PLC 5.750 10/1/44 - $569,287.50 799,000.00
ENDO LTD 144A 6.000 2/1/25 - $567,000.00 675,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $565,645.60 548,000.00
ENDO LTD 144A 6.000 7/15/23 - $559,000.00 650,000.00
HD SUPPLY INC 5.750 4/15/24 - $557,137.50 537,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $556,700.00 586,000.00
SPRINGLEAF FINANCE CORP 8.250 12/15/20 - $547,925.00 505,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $544,500.00 550,000.00
HEALTHSOUTH CORP 5.750 11/1/24 - $535,657.50 537,000.00
DISH DBS CORP 5.875 7/15/22 - $535,350.00 516,000.00
AECOM 144A 5.125 3/15/27 - $534,957.50 539,000.00
WEST CORP 144A 5.375 7/15/22 - $532,885.00 541,000.00
QUINTILES IMS INC 5.000 10/15/26 - $532,656.70 535,000.00
EQUINIX INC 5.875 1/15/26 - $531,293.75 503,000.00
ADT CORP 3.500 7/15/22 - $530,426.40 560,000.00
UNITED RENTALS NORTH AM 5.875 9/15/26 - $529,925.00 517,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $529,200.00 588,000.00
CHEMOURS CO 6.625 5/15/23 - $527,500.00 500,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $527,500.00 500,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $525,350.00 532,000.00
ALTICE US FINANCE I CORP 5.500 5/15/26 - $524,475.00 518,000.00
NRG ENERGY INC 144A 6.625 1/15/27 - $504,400.00 520,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $501,835.00 601,000.00
NEWFIELD EXPLORATION CO 5.625 7/1/24 - $500,841.25 481,000.00
CENTENE CORP 5.625 2/15/21 - $496,962.50 479,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $490,432.50 639,000.00
CALPINE CORP 5.375 1/15/23 - $488,545.00 491,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $487,565.00 577,000.00
LAUREATE EDUCATION INC CALLABLE NOTES FIXED - - - $474,708.75 457,000.00
ALLY FINANCIAL INC 3.600 5/21/18 - $471,931.25 469,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $463,192.50 453,000.00
HD SUPPLY INC 5.250 12/15/21 - $460,293.75 441,000.00
EP ENER/EVEREST ACQ FIN 144A 8.000 2/15/25 - $433,785.00 478,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $427,455.00 413,000.00
SIRIUS XM RADIO INC 144A 5.375 7/15/26 - $426,262.50 421,000.00
GATES GLOBAL LLC 144A 6.000 7/15/22 - $420,085.12 416,000.00
TRANSDIGM INC 6.000 7/15/22 - $415,857.50 419,000.00
NOVELIS CORP 5.875 9/30/26 - $412,965.00 414,000.00
HEXION U.S. FINANCE CORP 6.625 4/15/20 - $411,055.00 458,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $393,460.00 412,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $391,275.00 370,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $389,789.09 387,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $385,447.50 463,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $384,865.00 403,000.00
IRON MOUNTAIN INC 144A 6.000 10/1/20 - $384,639.28 369,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $372,130.00 374,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $360,510.00 366,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $331,600.00 320,000.00
BALL CORP 4.375 12/15/20 - $316,437.50 305,000.00
MGM RESORTS INTL 6.625 12/15/21 - $312,812.50 286,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $312,750.00 300,000.00
MICRON TECHNOLOGY INC 5.250 8/1/23 - $257,708.10 255,000.00
DYNEGY INC 6.750 11/1/19 - $229,500.00 225,000.00
CIT GROUP INC 5.000 8/15/22 - $226,391.25 219,000.00
SPRINT CORP 7.125 6/15/24 - $219,440.00 211,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $212,583.00 210,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $197,460.00 200,000.00
RESTAURANT BRANDS INTL INC 144A 4.625 1/15/22 - $173,400.00 170,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $137,940.00 132,000.00
LAUREATE EDUCATION INC 10.000 9/1/19 - $114,262.50 110,000.00
POST HOLDINGS INC 5.500 3/1/25 - $99,750.00 100,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $99,273.27 100,000.00
NET OTHER ASSETS / CASH - - - $3,504,719.17 3,504,719.17