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 1/19/17

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 03/31/2017 (TUH7) - - (22,742,343.75) - (105.00)
US 10YR NOTE FUTURE 03/22/2017 (TYH7) - - (34,892,296.88) - (281.00)
US 5YR NOTE FUTURE 03/31/2017 (FVH7) - - (44,200,562.50) - (376.00)
SPRINT CORP 7.875 9/15/23 - $2,124,424.64 1,928,000.00
REYNOLDS GROUP ISSUER LLC 5.750 10/15/20 - $1,799,410.00 1,747,000.00
CCO HOLDINGS LLC 5.750 2/15/26 - $1,683,456.25 1,610,000.00
1011778 BC UNLIMITED LIABILITY CO 144A 6.000 4/1/22 - $1,402,162.50 1,345,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $1,392,657.06 1,406,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,383,360.00 1,408,000.00
HCA INC 5.375 2/1/25 - $1,366,668.03 1,337,000.00
EMC CORP 1.875 6/1/18 - $1,350,092.40 1,360,000.00
DYNEGY INC 7.375 11/1/22 - $1,326,375.00 1,350,000.00
WESTERN DIGITAL CORP 144A 10.500 4/1/24 - $1,322,035.00 1,118,000.00
DISH DBS CORP 5.875 11/15/24 - $1,223,565.00 1,204,000.00
T-MOBILE USA INC 6.250 4/1/21 - $1,195,200.00 1,152,000.00
DOLLAR TREE INC 5.750 3/1/23 - $1,188,198.00 1,122,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $1,186,920.00 1,099,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,175,961.75 1,147,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 8.000 11/15/19 - $1,166,220.00 1,364,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,142,977.50 1,107,000.00
NAVIENT CORP 5.500 1/15/19 - $1,141,947.50 1,102,000.00
ENERGY TRANSFER EQUITY LP 5.500 6/1/27 - $1,119,199.16 1,082,000.00
CEQUEL COMMUNICATIONS HOLDINGS I LLC 144A 6.375 9/15/20 - $1,105,575.60 1,074,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 7.625 3/15/20 - $1,088,358.75 1,087,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,076,602.50 1,062,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,068,480.00 1,008,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,036,748.00 1,357,000.00
BALL CORP 5.250 7/1/25 - $1,034,049.04 991,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,033,290.00 1,068,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $1,026,720.00 992,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,002,075.00 930,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,000,927.50 951,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $975,872.00 953,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $961,245.00 1,042,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $958,160.00 944,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $947,690.00 977,000.00
AMSURG CORP 5.625 7/15/22 - $909,700.00 880,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $892,125.00 900,000.00
CIT GROUP INC 5.250 3/15/18 - $892,031.25 865,000.00
PETSMART INC 144A 7.125 3/15/23 - $882,390.00 878,000.00
KLX INC 144A 5.875 12/1/22 - $878,850.00 840,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $860,372.50 1,151,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $837,000.00 800,000.00
INFOR (US) INC 6.500 5/15/22 - $812,670.00 789,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $804,130.00 829,000.00
CONCHO RESOURCES INC 5.500 4/1/23 - $802,678.88 776,000.00
CONTINENTAL RESOURCES INC 4.500 4/15/23 - $795,880.00 808,000.00
MICRON TECHNOLOGY INC 5.500 2/1/25 - $779,047.50 781,000.00
CALPINE CORP 5.750 1/15/25 - $767,302.50 789,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $761,980.92 809,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $758,560.00 862,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $751,113.40 706,000.00
LAUREATE EDUCATION INC 10.000 9/1/19 - $750,310.00 718,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $727,285.00 668,000.00
HOLOGIC INC 144A 5.250 7/15/22 - $714,674.62 682,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $711,900.00 720,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $711,884.25 693,000.00
ALLY FINANCIAL INC 3.600 5/21/18 - $708,750.00 700,000.00
NRG ENERGY INC 144A 6.625 1/15/27 - $706,245.00 717,000.00
HILTON WORLDWIDE FINANCE LLC 5.625 10/15/21 - $700,129.80 679,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $698,320.00 688,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $698,051.25 666,000.00
EQUINIX INC 5.375 4/1/23 - $693,663.75 663,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $688,000.00 688,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $664,235.60 628,000.00
IRON MOUNTAIN INC 5.750 8/15/24 - $636,511.20 624,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $634,365.00 666,000.00
TRANSDIGM INC 6.500 7/15/24 - $624,910.00 598,000.00
CENTURYLINK INC 5.800 3/15/22 - $610,950.05 599,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC 11.000 10/1/21 - $607,430.00 556,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $590,900.00 622,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $588,837.50 578,000.00
HD SUPPLY INC 5.750 4/15/24 - $573,247.50 537,000.00
ZEBRA TECHNOLOGIES CORP 7.250 10/15/22 - $565,065.00 522,000.00
T-MOBILE USA INC 6.500 1/15/26 - $552,949.41 507,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $551,015.00 571,000.00
CENTENE CORP 4.750 1/15/25 - $550,733.75 557,000.00
ENDO LTD 144A 6.000 2/1/25 - $546,750.00 675,000.00
SOLERA LLC 144A 10.500 3/1/24 - $546,000.00 480,000.00
QUINTILES IMS INC 5.000 10/15/26 - $543,025.00 535,000.00
NETFLIX INC 4.375 11/15/26 - $539,269.59 543,000.00
CIT GROUP INC 144A 5.500 2/15/19 - $535,305.00 508,000.00
EP ENERGY LLC 9.375 5/1/20 - $533,643.50 551,000.00
ALTICE US FINANCE I CORP 5.500 5/15/26 - $533,540.00 518,000.00
EQUINIX INC 5.875 1/15/26 - $533,180.00 503,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $531,335.00 532,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $529,670.40 588,000.00
WEST CORP 144A 5.375 7/15/22 - $528,151.25 541,000.00
CENTURYLINK INC 7.500 4/1/24 - $525,000.00 500,000.00
HCA INC 5.875 2/15/26 - $520,000.00 500,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $517,230.00 504,000.00
KINETIC CONCEPT/KCI USA 9.625 10/1/21 - $514,800.00 480,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $514,687.50 500,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $509,020.00 496,000.00
HILTON DOMESTIC OPERATING CO INC 4.250 9/1/24 - $495,000.00 500,000.00
CHEMOURS CO 6.625 5/15/23 - $493,750.00 500,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $490,553.82 486,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $484,375.00 500,000.00
EMC CORP 2.650 6/1/20 - $483,372.50 500,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $482,295.00 474,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $466,470.00 639,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $464,750.00 440,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $463,635.20 448,000.00
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7.000 6/30/24 - $462,645.00 414,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $462,060.00 453,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $455,800.00 430,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $445,521.50 437,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $441,250.00 500,000.00
ADT CORP 3.500 7/15/22 - $437,575.00 460,000.00
TRANSDIGM INC 6.000 7/15/22 - $436,807.50 419,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $427,500.00 400,000.00
GLP CAPITAL LP / FIN II 4.875 11/1/20 - $423,607.50 402,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $422,221.80 418,000.00
NBTY INC 7.625 5/15/21 - $421,500.00 400,000.00
ASHLAND INC 4.750 8/15/22 - $421,270.00 409,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $418,500.00 400,000.00
GATES GLOBAL LLC 144A 6.000 7/15/22 - $410,550.40 416,000.00
IRON MOUNTAIN INC 144A 6.000 10/1/20 - $387,450.00 369,000.00
CALPINE CORP 5.375 1/15/23 - $387,090.00 391,000.00
TALEN ENERGY SUPPLY LLC 144A 4.625 7/15/19 - $380,000.00 400,000.00
CONTINENTAL RESOURCES 5.000 9/15/22 - $365,607.50 358,000.00
BOMBARDIER INC 8.750 12/1/21 - $347,750.00 325,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $344,655.00 324,000.00
UNITED RENTALS (NORTH AMERICA) INC 4.625 7/15/23 - $344,053.41 337,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $332,972.50 359,000.00
HD SUPPLY INC 5.250 12/15/21 - $332,718.75 315,000.00
SBA COMMUNICATIONS CORP 144A 4.875 9/1/24 - $331,474.20 339,000.00
SPRINGLEAF FINANCE CORP 8.250 12/15/20 - $331,306.25 305,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $330,630.00 321,000.00
SIRIUS XM RADIO INC 144A 5.375 7/15/26 - $321,802.50 321,000.00
ENDO LTD 144A 6.000 7/15/23 - $315,840.00 376,000.00
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP 144A 5.625 5/1/24 - $315,000.00 300,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $308,050.00 305,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $306,750.00 300,000.00
HEXION U.S. FINANCE CORP 6.625 4/15/20 - $306,600.00 336,000.00
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON'S - - - $295,020.00 298,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $279,752.50 317,000.00
DISH DBS CORP 5.875 7/15/22 - $271,497.50 262,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $268,160.00 256,000.00
FIRST QUANTUM MINERALS LTD 144A 6.750 2/15/20 - $252,735.00 249,000.00
AMC NETWORKS INC 5.000 4/1/24 - $249,593.75 245,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $242,740.00 229,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $232,683.75 333,000.00
CENTENE CORP 5.625 2/15/21 - $229,402.50 219,000.00
NUANCE COMMUNICATIONS INC 144A 5.375 8/15/20 - $221,450.00 215,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $215,687.50 203,000.00
HEALTHSOUTH CORP 5.750 11/1/24 - $203,500.00 200,000.00
SOUTHWESTERN ENERGY CO 4.950 1/23/25 - $200,500.00 200,000.00
NOVELIS CORP 5.875 9/30/26 - $199,430.00 196,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $196,920.00 200,000.00
L BRANDS INC 5.625 2/15/22 - $177,450.00 169,000.00
BALL CORP 4.375 12/15/20 - $162,750.00 155,000.00
CLAIRE'S STORES INC 144A 9.000 3/15/19 - $147,750.00 300,000.00
FREEPORT-MCMORAN INC 3.550 3/1/22 - $145,470.00 156,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $140,580.00 132,000.00
UNITED RENTALS (NORTH AMERICA) INC 7.625 4/15/22 - $126,255.00 120,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $107,250.00 100,000.00
NRG ENERGY INC 144A 7.250 5/15/26 - $104,000.00 100,000.00
DYNEGY INC 6.750 11/1/19 - $103,375.00 100,000.00
RESTAURANT BRANDS INTL INC 144A 4.625 1/15/22 - $71,750.00 70,000.00
NET OTHER ASSETS / CASH - - - $3,269,462.77 3,269,462.77