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 2/17/17

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 03/31/2017 (TUH7) - - (23,856,250.00) - (110.00)
US 10YR NOTE FUTURE 03/22/2017 (TYH7) - - (38,283,859.38) - (307.00)
US 5YR NOTE FUTURE 03/31/2017 (FVH7) - - (50,942,250.00) - (432.00)
SPRINT CORP 7.875 9/15/23 - $2,298,405.00 2,099,000.00
WESTERN DIGITAL CORP 10.500 4/1/24 - $1,911,082.50 1,623,000.00
REYNOLDS GROUP ISSUER LLC 5.750 10/15/20 - $1,863,270.00 1,809,000.00
CCO HOLDINGS LLC 5.750 2/15/26 - $1,706,600.00 1,610,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $1,535,100.00 1,505,000.00
DYNEGY INC 7.375 11/1/22 - $1,514,100.00 1,545,000.00
1011778 BC UNLIMITED LIABILITY CO 144A 6.000 4/1/22 - $1,502,800.00 1,445,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,471,305.00 1,446,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,408,000.00 1,408,000.00
HCA INC 5.375 2/1/25 - $1,386,469.00 1,337,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 8.000 11/15/19 - $1,369,223.75 1,514,000.00
DISH DBS CORP 5.875 11/15/24 - $1,365,940.00 1,304,000.00
EMC CORP 1.875 6/1/18 - $1,354,686.48 1,360,000.00
DOLLAR TREE INC 5.750 3/1/23 - $1,296,847.50 1,222,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 7.625 3/15/20 - $1,290,217.50 1,287,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,289,062.50 1,250,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,274,218.75 1,631,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,270,912.50 1,170,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,237,327.50 1,083,000.00
T-MOBILE USA INC 6.250 4/1/21 - $1,192,320.00 1,152,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $1,189,667.50 1,099,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,171,373.75 1,147,000.00
ENERGY TRANSFER EQUITY LP 5.500 6/1/27 - $1,138,805.00 1,082,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,130,467.50 1,069,000.00
CEQUEL COMMUNICATIONS HOLDINGS I LLC 144A 6.375 9/15/20 - $1,106,220.00 1,074,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,073,520.00 1,008,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,072,030.00 1,357,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,067,770.00 1,142,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,051,312.50 1,068,000.00
BALL CORP 5.250 7/1/25 - $1,047,982.50 991,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $1,026,720.00 992,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,006,871.25 951,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $985,163.75 953,000.00
RITE AID CORP 144A 6.125 4/1/23 - $983,475.00 930,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $971,353.75 911,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $952,575.00 977,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $914,625.00 900,000.00
AMSURG CORP 5.625 7/15/22 - $913,000.00 880,000.00
CIT GROUP INC 5.250 3/15/18 - $893,631.50 865,000.00
KLX INC 144A 5.875 12/1/22 - $885,150.00 840,000.00
PETSMART INC 144A 7.125 3/15/23 - $852,757.50 878,000.00
INFOR (US) INC 6.500 5/15/22 - $822,532.50 789,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $813,456.25 829,000.00
CONCHO RESOURCES INC 5.500 4/1/23 - $803,160.00 776,000.00
MICRON TECHNOLOGY INC 5.500 2/1/25 - $794,667.50 781,000.00
CONTINENTAL RESOURCES INC 4.500 4/15/23 - $786,790.00 808,000.00
CALPINE CORP 5.750 1/15/25 - $779,137.50 789,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $765,359.10 797,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $755,327.50 862,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $748,212.84 716,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $747,995.00 709,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $744,780.99 734,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $738,212.50 809,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $732,852.50 677,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $728,100.00 720,000.00
NAVIENT CORP 5.500 1/15/19 - $723,211.25 703,000.00
CIT GROUP INC 144A 5.500 2/15/19 - $716,782.00 682,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $712,923.75 693,000.00
HOLOGIC INC 144A 5.250 7/15/22 - $711,837.50 682,000.00
NRG ENERGY INC 144A 6.625 1/15/27 - $709,679.43 717,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $703,920.00 672,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $703,480.00 688,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $701,760.00 688,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $699,300.00 666,000.00
EQUINIX INC 5.375 4/1/23 - $690,348.75 663,000.00
BOMBARDIER INC 8.750 12/1/21 - $677,268.75 615,000.00
CENTENE CORP 4.750 1/15/25 - $673,014.38 657,000.00
T-MOBILE USA INC 6.500 1/15/26 - $669,560.00 608,000.00
TALEN ENERGY SUPPLY LLC 144A 4.625 7/15/19 - $667,468.75 689,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $660,970.00 628,000.00
HILTON WORLDWIDE FINANCE LLC 5.625 10/15/21 - $653,710.55 634,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $652,680.00 666,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $645,837.50 671,000.00
IRON MOUNTAIN INC 5.750 8/15/24 - $641,160.00 624,000.00
CENTURYLINK INC 7.500 4/1/24 - $637,500.00 600,000.00
NETFLIX INC 4.375 11/15/26 - $633,355.00 643,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $625,140.00 604,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $616,500.00 600,000.00
CENTURYLINK INC 5.800 3/15/22 - $613,975.00 599,000.00
TRANSDIGM INC 6.500 7/15/24 - $612,202.50 598,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC 11.000 10/1/21 - $606,735.00 556,000.00
EMC CORP 2.650 6/1/20 - $600,368.54 615,000.00
CONTINENTAL RESOURCES 5.000 9/15/22 - $586,727.80 578,000.00
ENDO LTD 144A 6.000 2/1/25 - $586,406.25 675,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $583,327.50 574,000.00
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7.000 6/30/24 - $573,110.00 514,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $572,400.00 540,000.00
HD SUPPLY INC 5.750 4/15/24 - $564,972.33 537,000.00
ZEBRA TECHNOLOGIES CORP 7.250 10/15/22 - $559,845.00 522,000.00
EP ENERGY LLC 9.375 5/1/20 - $542,735.00 551,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $538,200.00 500,000.00
QUINTILES IMS INC 5.000 10/15/26 - $537,675.00 535,000.00
EQUINIX INC 5.875 1/15/26 - $535,695.00 503,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $531,885.00 601,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $530,670.00 532,000.00
ALTICE US FINANCE I CORP 5.500 5/15/26 - $530,302.50 518,000.00
CHEMOURS CO 6.625 5/15/23 - $530,000.00 500,000.00
HCA INC 5.875 2/15/26 - $528,745.00 500,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $526,850.00 514,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $526,260.00 588,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $523,750.00 500,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $520,785.00 639,000.00
WEST CORP 144A 5.375 7/15/22 - $519,360.00 541,000.00
CENTENE CORP 5.625 2/15/21 - $505,943.75 479,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $505,920.00 496,000.00
HILTON DOMESTIC OPERATING CO INC 4.250 9/1/24 - $495,625.00 500,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $490,252.50 486,000.00
LAUREATE EDUCATION INC 10.000 9/1/19 - $478,136.25 457,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $463,192.50 453,000.00
HD SUPPLY INC 5.250 12/15/21 - $463,050.00 441,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $461,440.00 448,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $446,167.50 589,000.00
SPRINGLEAF FINANCE CORP 8.250 12/15/20 - $443,981.25 405,000.00
ADT CORP 3.500 7/15/22 - $435,850.00 460,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $432,617.50 413,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $430,500.00 400,000.00
TRANSDIGM INC 6.000 7/15/22 - $429,998.75 419,000.00
SIRIUS XM RADIO INC 144A 5.375 7/15/26 - $428,102.27 421,000.00
HEXION U.S. FINANCE CORP 6.625 4/15/20 - $425,940.00 458,000.00
NBTY INC 7.625 5/15/21 - $424,360.00 400,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $422,180.00 418,000.00
GLP CAPITAL LP / FIN II 4.875 11/1/20 - $420,341.25 402,000.00
ASHLAND INC 4.750 8/15/22 - $418,202.50 409,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $416,500.00 400,000.00
GATES GLOBAL LLC 144A 6.000 7/15/22 - $409,672.64 416,000.00
DISH DBS CORP 5.875 7/15/22 - $405,765.00 381,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $395,947.50 403,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $395,865.00 463,000.00
L BRANDS INC 5.625 2/15/22 - $395,250.00 372,000.00
AMC NETWORKS INC 5.000 4/1/24 - $390,425.00 388,000.00
CALPINE CORP 5.375 1/15/23 - $389,045.00 391,000.00
IRON MOUNTAIN INC 144A 6.000 10/1/20 - $386,988.75 369,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $369,660.00 366,000.00
ENSCO PLC 5.750 10/1/44 - $363,475.00 469,000.00
UNITED RENTALS (NORTH AMERICA) INC 4.625 7/15/23 - $345,846.25 337,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $345,088.75 359,000.00
ENDO LTD 144A 6.000 7/15/23 - $337,693.12 376,000.00
SBA COMMUNICATIONS CORP 144A 4.875 9/1/24 - $335,186.25 339,000.00
NOVELIS CORP 5.875 9/30/26 - $319,887.50 314,000.00
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP 144A 5.625 5/1/24 - $317,250.00 300,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $313,875.00 300,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $297,255.00 298,000.00
NEWFIELD EXPLORATION CO 5.625 7/1/24 - $292,942.50 278,000.00
BALL CORP 4.375 12/15/20 - $267,431.25 255,000.00
FIRST QUANTUM MINERALS LTD 144A 6.750 2/15/20 - $252,112.50 249,000.00
FREEPORT-MCMORAN INC 3.550 3/1/22 - $241,600.00 256,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $241,595.00 229,000.00
DYNEGY INC 6.750 11/1/19 - $231,468.75 225,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $216,700.47 203,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $214,867.80 210,000.00
ALLY FINANCIAL INC 3.600 5/21/18 - $203,000.00 200,000.00
HEALTHSOUTH CORP 5.750 11/1/24 - $202,000.00 200,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $197,000.00 200,000.00
RESTAURANT BRANDS INTL INC 144A 4.625 1/15/22 - $174,887.50 170,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $141,570.00 132,000.00
CLAIRE'S STORES INC 144A 9.000 3/15/19 - $139,500.00 300,000.00
NRG ENERGY INC 144A 7.250 5/15/26 - $102,250.00 100,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $101,375.00 100,000.00
NET OTHER ASSETS / CASH - - - $3,192,402.19 3,192,402.19