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 1/18/19

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2 YR NOTE FUTURE 03/29/2019 (TUH9) - - (22,234,570.31) - (105.00)
US 10YR NOTE FUTURE 03/20/2019 (TYH9) - - (38,775,000.00) - (320.00)
US 5 YR NOTE FUTURE 03/29/2019 (FVH9) - - (79,382,062.50) - (696.00)
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,153,602.50 2,261,000.00
DYNEGY INC 7.375 11/1/22 - $2,147,625.00 2,070,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,109,408.00 2,044,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $2,093,095.00 2,186,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,008,530.00 2,076,000.00
SPRINT CORP 7.875 9/15/23 - $1,974,131.25 1,869,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,910,902.50 1,807,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $1,866,501.00 1,950,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,819,637.20 1,901,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,774,515.00 1,686,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $1,745,939.20 1,840,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,668,937.50 1,725,000.00
HCA INC 5.375 2/1/25 - $1,651,405.00 1,627,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,525,972.50 1,410,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,521,450.00 1,449,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,461,305.00 2,231,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,432,862.50 1,451,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,407,877.36 1,450,000.00
AVANTOR INC 9.000 10/1/25 - $1,401,847.50 1,371,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,377,904.50 1,350,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,369,480.80 1,264,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $1,278,380.00 1,312,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,276,542.72 1,255,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,275,000.00 1,275,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,261,110.60 1,227,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,248,097.50 1,326,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,237,337.50 1,253,000.00
HCA INC 5.875 2/15/26 - $1,217,192.32 1,172,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,215,360.00 1,200,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,175,400.00 1,440,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $1,165,000.00 1,165,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,126,578.60 980,000.00
MEREDITH CORP 6.875 2/1/26 - $1,124,770.00 1,096,000.00
DISH DBS CORP 5.875 11/15/24 - $1,122,873.75 1,359,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,121,806.25 1,195,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,112,496.00 1,120,000.00
DISH DBS CORP 7.750 7/1/26 - $1,106,587.50 1,283,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $1,093,137.50 1,085,000.00
CALPINE CORP 5.750 1/15/25 - $1,075,593.75 1,155,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,068,315.00 1,063,000.00
INFOR (US) INC 6.500 5/15/22 - $1,053,175.00 1,030,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,052,520.00 1,432,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,039,720.00 1,112,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $1,036,800.00 1,080,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $1,022,610.00 1,068,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,019,066.25 993,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,010,047.50 1,089,000.00
TESLA INC 5.300 8/15/25 - $1,009,125.00 1,150,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,007,930.70 973,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $993,750.00 1,000,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $982,150.87 940,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $979,687.50 950,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $971,731.25 931,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $969,705.60 960,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $947,500.00 1,000,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $942,774.40 1,010,000.00
NETFLIX INC 4.875 4/15/28 - $933,850.00 983,000.00
HERTZ CORP 7.625 6/1/22 - $925,010.00 932,000.00
EQUINIX INC 5.375 5/15/27 - $922,720.31 915,000.00
NETFLIX INC 5.875 11/15/28 - $910,138.22 907,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $904,735.00 898,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $899,520.00 937,000.00
RITE AID CORP 144A 6.125 4/1/23 - $892,567.50 1,047,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $892,125.00 900,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $885,430.00 973,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $884,874.38 891,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $880,710.00 947,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $879,750.00 900,000.00
REGIONALCARE/LIFEPOINT 9.750 12/1/26 - $876,000.00 876,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $872,282.50 911,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $853,978.75 877,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $852,580.00 907,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $847,262.50 805,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $847,008.75 861,000.00
EQUINIX INC 5.875 1/15/26 - $845,630.00 821,000.00
T-MOBILE USA INC 6.375 3/1/25 - $833,768.00 800,000.00
QUINTILES IMS INC 5.000 10/15/26 - $832,815.00 837,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $812,256.25 845,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $805,910.00 812,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $797,194.00 796,000.00
SPRINT CORP 7.125 6/15/24 - $789,580.00 776,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $772,225.00 782,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $763,800.00 760,000.00
CENTURYLINK INC 7.500 4/1/24 - $761,377.50 741,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $760,255.00 794,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $758,952.00 747,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $758,482.14 786,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $756,285.00 762,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $755,325.00 810,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $749,250.00 740,000.00
PETSMART INC 144A 7.125 3/15/23 - $734,580.00 1,166,000.00
ENDO LTD 144A 6.500 2/1/25 - $728,437.50 925,000.00
CENTENE CORP 5.625 2/15/21 - $726,975.00 718,000.00
ENDO LTD 144A 6.000 7/15/23 - $716,925.00 869,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $715,443.10 703,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $714,400.00 760,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $711,585.00 756,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $711,330.00 724,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $706,860.00 714,000.00
AMC NETWORKS INC 5.000 4/1/24 - $705,345.00 708,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $705,000.00 705,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $703,640.00 718,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $702,075.00 759,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $700,813.75 707,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $695,625.00 750,000.00
AVANTOR INC 6.000 10/1/24 - $687,155.00 677,000.00
PETSMART INC 5.875 6/1/25 - $673,530.00 858,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $673,260.00 687,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $670,085.00 676,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $666,662.50 665,000.00
WEST CORP 8.500 10/15/25 - $666,490.00 803,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $663,250.00 700,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $654,500.00 770,000.00
ENVISION HEALTHCARE CORP 8.750 10/15/26 - $653,775.00 690,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $653,400.00 660,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $653,300.00 695,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $653,062.50 675,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $647,263.47 667,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $645,963.75 603,000.00
NOVELIS CORP 5.875 9/30/26 - $645,355.00 674,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $636,131.25 645,000.00
NAVIENT CORP 6.500 6/15/22 - $633,150.00 630,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $632,737.50 705,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $626,080.00 602,000.00
FIRST DATA CORPORATION 5.000 1/15/24 - $625,060.90 610,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $615,237.50 593,000.00
STAPLES INC 8.500 9/15/25 - $615,062.50 650,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $567,415.00 566,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $553,500.00 600,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $553,267.00 583,000.00
ENSCO PLC 7.750 2/1/26 - $548,205.00 681,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $545,875.00 550,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $544,502.50 617,000.00
MATTEL INC 6.750 12/31/25 - $542,380.00 577,000.00
TRANSDIGM INC 6.500 7/15/24 - $526,968.75 525,000.00
BALL CORP 5.250 7/1/25 - $524,510.00 508,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $507,250.00 500,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $491,875.00 500,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $467,600.00 835,000.00
CALPINE CORP 5.375 1/15/23 - $453,120.00 472,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $452,235.00 438,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $429,510.00 834,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $425,500.00 460,000.00
BALL CORP 4.375 12/15/20 - $390,870.00 387,000.00
BWAY HOLDING CO 5.500 4/15/24 - $380,247.50 391,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $370,312.50 375,000.00
PILGRIM'S PRIDE CORP 5.750 3/15/25 - $343,000.00 350,000.00
ENSCO PLC 5.750 10/1/44 - $341,630.00 538,000.00
GRIFFON CORPORATION 5.250 3/1/22 - $336,000.00 350,000.00
POST HOLDINGS INC 5.750 3/1/27 - $297,000.00 300,000.00
KENNEDY-WILSON INC 5.875 4/1/24 - $282,975.00 294,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $275,782.50 306,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $185,272.92 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $172,860.00 172,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $166,980.00 759,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $127,680.00 128,000.00
NRG ENERGY INC 6.625 1/15/27 - $125,400.00 120,000.00
NET OTHER ASSETS / CASH - - - $4,746,459.23 4,746,459.23