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 11/15/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 12/31/2018 (TUZ8) - - (35,827,500.00) - (170.00)
US 10YR NOTE FUTURE 12/19/2018 (TYZ8) - - (52,515,125.00) - (442.00)
US 5YR NOTE FUTURE 12/31/2018 (FVZ8) - - (97,042,343.76) - (862.00)
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,737,980.00 2,952,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,616,487.65 2,877,000.00
SPRINT CORP 7.875 9/15/23 - $2,611,708.20 2,469,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $2,542,766.25 2,762,000.00
DYNEGY INC 7.375 11/1/22 - $2,455,912.50 2,370,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $2,399,811.98 2,302,000.00
AVANTOR INC 9.000 10/1/25 - $2,308,419.75 2,275,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $2,257,819.50 2,315,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $2,256,625.80 2,178,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,236,752.00 2,400,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $2,217,617.50 2,107,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,190,825.00 2,340,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $2,145,150.00 2,270,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $2,124,101.00 2,345,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,052,278.20 2,044,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,002,600.00 2,945,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,988,658.75 2,147,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,874,271.00 1,797,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,745,010.00 1,686,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,673,357.50 1,553,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,653,843.75 1,725,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,644,497.50 1,691,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,624,880.16 1,776,000.00
HCA INC 5.375 2/1/25 - $1,614,797.50 1,627,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,613,500.00 1,400,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,603,200.00 1,920,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,594,117.80 1,551,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,577,938.22 1,555,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,555,273.45 1,549,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,525,027.80 1,410,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,515,417.30 1,655,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $1,500,305.00 1,571,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,496,178.75 1,577,000.00
MATTEL INC 6.750 12/31/25 - $1,460,181.25 1,585,000.00
SPRINT CORP 7.125 6/15/24 - $1,445,310.00 1,431,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,438,099.20 1,440,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,409,283.75 1,451,000.00
NETFLIX INC 5.875 11/15/28 - $1,407,161.00 1,435,000.00
EQUINIX INC 5.375 5/15/27 - $1,393,775.00 1,415,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,377,210.00 1,583,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,366,875.00 1,350,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,354,481.25 1,363,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $1,344,843.50 1,430,000.00
DISH DBS CORP 5.875 11/15/24 - $1,341,503.75 1,609,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $1,318,410.00 1,368,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $1,317,828.75 1,281,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $1,309,750.00 1,300,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,298,575.00 1,270,000.00
INFOR (US) INC 6.500 5/15/22 - $1,278,400.00 1,280,000.00
CENTENE CORP 5.625 2/15/21 - $1,271,366.25 1,258,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,268,625.00 1,275,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,261,785.00 1,379,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,258,890.00 1,447,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,257,962.50 1,282,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,247,080.87 1,223,000.00
TESLA INC 5.300 8/15/25 - $1,244,100.00 1,430,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $1,238,200.00 1,312,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,233,720.00 1,656,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,230,340.00 1,816,000.00
BALL CORP 5.250 7/1/25 - $1,204,398.75 1,191,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,199,715.00 1,322,000.00
HCA INC 5.875 2/15/26 - $1,189,580.00 1,172,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,189,196.25 1,397,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,185,600.00 1,248,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $1,183,020.00 1,200,000.00
NETFLIX INC 4.875 4/15/28 - $1,177,152.50 1,283,000.00
NAVIENT CORP 6.500 6/15/22 - $1,174,481.10 1,170,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,173,268.75 1,310,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,160,269.50 1,194,000.00
ENDO LTD 144A 6.500 2/1/25 - $1,151,844.26 1,454,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $1,130,050.00 1,165,000.00
MEREDITH CORP 6.875 2/1/26 - $1,111,070.00 1,096,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $1,105,868.50 1,100,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,102,864.00 1,120,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $1,082,287.50 1,085,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,081,420.00 1,112,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $1,075,730.00 1,109,000.00
CALPINE CORP 5.750 1/15/25 - $1,051,050.00 1,155,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $1,027,471.50 1,110,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $1,022,000.00 1,022,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $1,013,030.00 1,003,000.00
CENTURYLINK INC 7.500 4/1/24 - $1,012,058.75 991,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $999,178.80 1,038,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $995,631.25 1,205,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $991,250.00 1,000,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $987,000.00 940,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $981,360.00 1,044,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $973,000.00 1,000,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $964,915.00 1,000,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $964,550.00 955,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $960,000.00 1,000,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $955,080.00 1,000,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $950,414.74 1,012,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $947,511.00 950,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $945,000.00 1,000,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $943,312.50 975,000.00
WEST CORP 8.500 10/15/25 - $938,180.88 1,053,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $914,150.00 940,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $911,935.05 897,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $909,631.25 1,010,000.00
HERTZ CORP 7.625 6/1/22 - $908,700.00 932,000.00
DISH DBS CORP 7.750 7/1/26 - $891,499.66 1,033,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $886,775.00 898,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $873,752.50 937,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $868,982.40 858,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $865,924.92 861,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $863,634.65 970,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $862,837.50 865,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $861,817.60 900,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $846,244.65 857,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $837,838.80 844,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $834,440.00 907,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $831,360.00 866,000.00
EQUINIX INC 5.875 1/15/26 - $830,236.25 821,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $824,690.40 867,000.00
T-MOBILE USA INC 6.375 3/1/25 - $821,848.00 800,000.00
QUINTILES IMS INC 5.000 10/15/26 - $806,658.75 837,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $803,127.45 870,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $792,187.50 845,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $778,192.50 817,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $761,366.80 811,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $759,138.75 747,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $759,050.00 760,000.00
ENSCO PLC 7.750 2/1/26 - $757,660.00 881,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $727,993.20 786,000.00
ENDO LTD 144A 6.000 7/15/23 - $711,224.36 869,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $704,900.00 760,000.00
STAPLES INC 8.500 9/15/25 - $702,580.08 782,000.00
ENSCO PLC 5.750 10/1/44 - $697,474.15 1,070,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $687,375.00 705,000.00
AVANTOR INC 6.000 10/1/24 - $672,582.58 677,000.00
PETSMART INC 5.875 6/1/25 - $664,950.00 858,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $657,900.00 750,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $653,502.50 700,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $642,195.00 603,000.00
NOVELIS CORP 5.875 9/30/26 - $639,723.73 674,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $596,706.25 593,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $550,440.00 834,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $547,058.05 583,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $534,000.00 600,000.00
TRANSDIGM INC 6.500 7/15/24 - $521,225.25 525,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $463,737.75 475,000.00
CALPINE CORP 5.375 1/15/23 - $445,841.76 472,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $444,066.30 438,000.00
SUNOCO LP/FINANCE CORP 4.875 1/15/23 - $435,937.50 450,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $411,445.00 1,159,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $407,062.50 835,000.00
BALL CORP 4.375 12/15/20 - $387,000.00 387,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $379,725.00 366,000.00
BWAY HOLDING CO 5.500 4/15/24 - $372,480.29 391,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $345,454.44 354,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $334,650.00 345,000.00
POST HOLDINGS INC 5.750 3/1/27 - $280,125.00 300,000.00
KENNEDY-WILSON INC 5.875 4/1/24 - $280,064.40 294,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $270,045.00 306,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $181,676.25 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $169,858.60 172,000.00
165167CU9 - - - - 300,000.00
NET OTHER ASSETS / CASH - - - $3,469,951.17 3,469,951.17