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 5/22/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 06/29/2018 (TUM8) - - (41,303,437.50) - (195.00)
US 10YR NOTE FUTURE 06/20/2018 (TYM8) - - (58,248,750.00) - (490.00)
US 5YR NOTE FUTURE 06/29/2018 (FVM8) - - (70,442,804.69) - (623.00)
BOMBARDIER INC 144A 7.500 3/15/25 - $2,851,765.00 2,762,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,785,950.00 2,952,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $2,590,906.88 2,469,000.00
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 - $2,365,903.75 2,527,000.00
DYNEGY INC 7.375 11/1/22 - $2,331,000.00 2,220,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,261,025.00 2,340,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,223,000.00 2,400,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,059,330.00 2,044,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $1,997,363.13 1,957,000.00
EMC CORP 2.650 6/1/20 - $1,976,169.90 2,024,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,972,766.25 1,927,000.00
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 - $1,875,068.13 2,023,000.00
AVANTOR INC 9.000 10/1/25 - $1,806,062.50 1,775,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,796,850.00 1,815,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $1,730,137.50 1,690,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,719,112.50 1,770,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,691,821.88 1,597,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $1,691,165.00 1,603,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,689,600.00 1,760,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,688,442.50 1,567,000.00
ASHLAND INC 4.750 8/15/22 - $1,667,157.50 1,663,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,627,968.75 1,725,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,578,100.00 1,720,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,568,362.50 1,549,000.00
SPRINT CORP 7.875 9/15/23 - $1,544,984.03 1,469,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,533,632.50 1,577,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,528,520.00 1,648,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,516,782.50 1,513,000.00
DISH DBS CORP 5.875 11/15/24 - $1,496,320.00 1,792,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,464,920.00 1,382,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,454,400.00 1,440,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,444,800.00 1,505,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,408,425.00 1,266,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,387,522.50 1,391,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,386,852.50 1,363,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,337,837.50 1,310,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,335,616.60 1,322,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,327,622.50 1,447,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,326,292.50 1,338,000.00
HCA INC 5.375 2/1/25 - $1,315,273.75 1,337,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,304,925.00 1,270,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,296,450.00 1,290,000.00
CENTENE CORP 5.625 2/15/21 - $1,287,877.50 1,258,000.00
EP ENER/EVEREST ACQ FIN 144A 8.000 2/15/25 - $1,240,785.00 1,638,000.00
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 - $1,225,487.50 1,241,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $1,218,620.00 1,118,000.00
BALL CORP 5.250 7/1/25 - $1,217,797.50 1,191,000.00
NAVIENT CORP 6.500 6/15/22 - $1,213,875.00 1,170,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $1,212,650.00 1,228,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $1,205,005.00 1,202,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,201,200.00 1,248,000.00
DISH DBS CORP 7.750 7/1/26 - $1,189,342.50 1,371,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,186,750.00 1,175,000.00
HCA INC 5.875 2/15/26 - $1,172,000.00 1,172,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,167,540.00 1,276,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $1,163,742.50 1,094,000.00
EQUINIX INC 5.375 5/15/27 - $1,121,968.75 1,115,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,119,375.00 1,194,000.00
TESLA INC 5.300 8/15/25 - $1,093,331.25 1,254,000.00
WEST CORP 8.500 10/15/25 - $1,092,890.00 1,172,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,066,342.40 1,024,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,066,162.50 1,170,000.00
NETFLIX INC 4.875 4/15/28 - $1,065,020.00 1,133,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,042,460.00 1,109,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $1,038,555.00 1,099,000.00
CALPINE CORP 5.750 1/15/25 - $1,030,837.50 1,155,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,027,620.00 1,038,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $1,021,814.40 978,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $1,016,751.60 1,044,000.00
CENTENE CORP 4.750 1/15/25 - $1,009,400.00 1,030,000.00
QUINTILES IMS INC 5.000 10/15/26 - $992,306.25 1,035,000.00
SPRINGLEAF FINANCE CORP 6.125 5/15/22 - $981,888.00 960,000.00
AMSURG CORP 5.625 7/15/22 - $978,835.00 962,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $969,018.75 1,035,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $968,390.00 1,082,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $962,977.35 936,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $962,500.00 1,000,000.00
NETFLIX INC 4.375 11/15/26 - $953,383.80 1,020,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $943,767.50 923,000.00
SPRINT CORP 7.125 6/15/24 - $942,637.50 931,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $939,820.00 959,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $939,656.25 975,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $920,602.50 937,000.00
MEREDITH CORP 6.875 2/1/26 - $902,720.00 896,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $893,287.50 861,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $886,995.00 857,000.00
ENDO LTD 144A 6.500 2/1/25 - $885,370.00 1,247,000.00
INFOR (US) INC 6.500 5/15/22 - $868,020.00 851,000.00
ENSCO PLC 7.750 2/1/26 - $861,177.50 881,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $860,973.60 912,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $850,330.00 844,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $846,515.00 866,000.00
HERTZ CORP 7.625 6/1/22 - $832,000.00 832,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $829,125.00 825,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $825,987.50 845,000.00
PETSMART INC 144A 7.125 3/15/23 - $816,080.00 1,616,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $814,380.00 784,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $812,700.00 840,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $811,300.00 1,159,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $810,287.50 781,000.00
CENTURYLINK INC 7.500 4/1/24 - $805,166.25 777,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $765,675.00 747,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $760,530.00 753,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $759,220.00 748,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $725,800.00 760,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $710,908.75 703,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $698,197.50 651,000.00
KLX INC 144A 5.875 12/1/22 - $686,613.75 661,000.00
TRANSDIGM INC 6.500 7/15/24 - $680,050.00 670,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $678,600.00 696,000.00
NOVELIS CORP 5.875 9/30/26 - $666,417.50 674,000.00
MATTEL INC 6.750 12/31/25 - $662,737.50 685,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $661,158.40 658,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $656,820.00 656,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $656,370.00 663,000.00
ENDO LTD 144A 6.000 7/15/23 - $649,577.50 869,000.00
EQUINIX INC 5.875 1/15/26 - $633,420.00 621,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $626,560.00 712,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $613,571.17 593,000.00
BALL CORP 4.375 12/15/20 - $595,805.00 587,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $594,000.00 600,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $581,250.00 500,000.00
PETSMART INC 5.875 6/1/25 - $579,150.00 858,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $562,402.50 561,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $559,300.00 1,316,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $558,155.00 554,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $556,036.25 583,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $555,000.00 500,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $533,975.00 530,000.00
ENSCO PLC 5.750 10/1/44 - $527,400.00 720,000.00
CHEMOURS CO 6.625 5/15/23 - $524,215.00 500,000.00
T-MOBILE USA INC 6.375 3/1/25 - $521,250.00 500,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $509,905.00 550,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $501,250.00 500,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $490,560.00 511,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $488,120.00 500,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $480,937.50 475,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $476,850.00 510,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $467,245.00 478,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $462,215.00 1,094,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $455,900.00 470,000.00
STAPLES INC 8.500 9/15/25 - $453,440.00 500,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $447,307.50 438,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $427,720.00 400,000.00
WHITING PETROLEUM CORP 144A 6.625 1/15/26 - $395,200.00 380,000.00
BWAY HOLDING CO 5.500 4/15/24 - $389,533.75 391,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $338,100.00 345,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $320,708.40 316,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $299,880.00 306,000.00
POST HOLDINGS INC 5.750 3/1/27 - $288,750.00 300,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $269,670.00 267,000.00
CALPINE CORP 5.375 1/15/23 - $196,132.50 207,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $189,958.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $181,912.50 189,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $171,810.00 166,000.00
NET OTHER ASSETS / CASH - - - $5,151,306.53 5,151,306.53