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 8/17/18

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 09/29/2018 (TUU8) - - (34,918,125.00) - (165.00)
US 10 YR NOTE FUTURE 09/19/2018 (TYU8) - - (50,986,000.00) - (424.00)
US 5YR NOTE FUTURE 09/29/2018 (FVU8) - - (77,238,437.50) - (680.00)
BOMBARDIER INC 144A 7.500 3/15/25 - $2,865,575.00 2,762,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $2,811,780.00 2,952,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $2,689,995.00 2,877,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $2,594,919.00 2,469,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $2,440,120.00 2,302,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,341,275.00 2,945,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $2,339,766.00 2,340,000.00
DYNEGY INC 7.375 11/1/22 - $2,319,900.00 2,220,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $2,277,000.00 2,400,000.00
SPRINT CORP 7.875 9/15/23 - $2,101,907.50 1,969,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $2,089,990.00 2,044,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $1,986,355.00 1,957,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,942,750.00 2,045,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,895,835.00 1,797,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,888,976.25 2,023,000.00
AVANTOR INC 9.000 10/1/25 - $1,790,531.25 1,775,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,771,893.75 1,815,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,725,750.00 1,770,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,678,688.00 1,760,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,656,000.00 1,725,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,644,060.00 1,551,000.00
HCA INC 5.375 2/1/25 - $1,635,135.00 1,627,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $1,589,661.25 1,549,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,555,316.25 1,577,000.00
RITE AID CORP 144A 6.125 4/1/23 - $1,554,300.00 1,727,000.00
CSC HOLDINGS LLC 10.125 1/15/23 - $1,545,712.50 1,410,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,492,100.00 1,720,000.00
ASHLAND INC 4.750 8/15/22 - $1,482,386.40 1,468,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,477,081.60 1,382,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $1,461,882.50 1,451,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,460,497.50 1,386,000.00
TRANSDIGM INC 6.000 7/15/22 - $1,459,800.00 1,440,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,443,996.77 1,583,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,431,631.25 1,505,000.00
DISH DBS CORP 5.875 11/15/24 - $1,399,830.00 1,609,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,393,875.00 1,350,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,392,637.98 1,266,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $1,376,630.00 1,363,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $1,334,857.50 1,447,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $1,328,012.50 1,310,000.00
NRG ENERGY INC 6.625 1/15/27 - $1,316,037.50 1,270,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,285,645.00 1,322,000.00
CENTENE CORP 5.625 2/15/21 - $1,284,732.50 1,258,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,267,577.50 1,282,000.00
AMC NETWORKS INC 5.000 4/1/24 - $1,229,280.00 1,248,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $1,226,040.00 1,202,000.00
BALL CORP 5.250 7/1/25 - $1,220,775.00 1,191,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $1,215,720.00 1,228,000.00
NAVIENT CORP 6.500 6/15/22 - $1,206,562.50 1,170,000.00
HCA INC 5.875 2/15/26 - $1,201,300.00 1,172,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,198,560.00 1,816,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,193,060.00 1,276,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,192,625.00 1,175,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $1,170,478.20 1,194,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $1,152,802.50 1,094,000.00
EQUINIX INC 5.375 5/15/27 - $1,133,118.75 1,115,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,125,723.20 1,120,000.00
TESLA INC 5.300 8/15/25 - $1,116,060.00 1,254,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $1,105,050.00 1,112,000.00
NETFLIX INC 4.875 4/15/28 - $1,076,350.00 1,133,000.00
CALPINE CORP 5.750 1/15/25 - $1,055,381.25 1,155,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $1,050,075.00 1,170,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $1,048,380.00 1,038,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $1,048,005.00 1,109,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $1,043,750.00 1,000,000.00
ENDO LTD 144A 6.500 2/1/25 - $1,038,127.50 1,247,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $1,033,560.00 1,044,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $1,024,237.50 955,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $1,021,032.00 978,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $994,893.75 1,035,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $991,000.00 991,000.00
SPRINGLEAF FINANCE CORP 6.125 5/15/22 - $981,600.00 960,000.00
AMSURG CORP 5.625 7/15/22 - $980,638.75 962,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $972,500.00 1,000,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $967,120.00 1,099,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $963,795.00 959,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $962,227.50 923,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $960,600.98 936,000.00
SPRINT CORP 7.125 6/15/24 - $960,093.75 931,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $949,455.00 1,082,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $949,400.00 940,000.00
WEST CORP 8.500 10/15/25 - $947,700.00 1,053,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $943,312.50 975,000.00
NETFLIX INC 5.875 11/15/28 - $936,196.80 935,000.00
DISH DBS CORP 7.750 7/1/26 - $933,573.75 1,033,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $925,255.50 897,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $922,503.75 933,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $920,602.50 937,000.00
MEREDITH CORP 6.875 2/1/26 - $907,200.00 896,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $900,000.00 900,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $897,141.88 857,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $888,982.50 861,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $873,240.00 912,000.00
INFOR (US) INC 6.500 5/15/22 - $863,765.00 851,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $859,505.00 866,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $850,338.44 844,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $848,718.75 825,000.00
ENSCO PLC 7.750 2/1/26 - $836,553.55 881,000.00
QUINTILES IMS INC 5.000 10/15/26 - $832,019.85 837,000.00
HERTZ CORP 7.625 6/1/22 - $832,000.00 832,000.00
CENTURYLINK INC 7.500 4/1/24 - $831,390.00 777,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $823,466.88 781,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $821,700.00 830,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $819,633.10 845,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $812,000.00 700,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $791,700.00 840,000.00
ENSCO PLC 5.750 10/1/44 - $770,400.00 1,070,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $766,384.65 747,000.00
ENDO LTD 144A 6.000 7/15/23 - $747,340.00 869,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $747,244.52 748,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $742,900.00 760,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $713,545.00 703,000.00
KLX INC 144A 5.875 12/1/22 - $688,266.25 661,000.00
PETSMART INC 5.875 6/1/25 - $682,110.00 858,000.00
MATTEL INC 6.750 12/31/25 - $672,019.25 685,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $669,515.00 658,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $658,000.00 1,316,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $653,540.00 656,000.00
NOVELIS CORP 5.875 9/30/26 - $650,410.00 674,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $646,717.50 603,000.00
EQUINIX INC 5.875 1/15/26 - $645,840.00 621,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $643,470.00 712,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $610,790.00 593,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $598,500.00 600,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $593,987.50 1,159,000.00
ASCENT RESOURCES/ARU FIN 10.000 4/1/22 - $578,812.50 525,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $568,425.00 583,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $565,027.75 553,000.00
TRANSDIGM INC 6.500 7/15/24 - $534,681.00 525,000.00
T-MOBILE USA INC 6.375 3/1/25 - $523,750.00 500,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $506,000.00 550,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $505,000.00 500,000.00
ENERGY TRANSFER EQUITY 4.250 3/15/23 - $500,625.00 500,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $499,502.50 511,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $481,312.50 510,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $478,562.50 475,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $472,025.00 478,000.00
STAPLES INC 8.500 9/15/25 - $470,000.00 500,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $453,461.40 438,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $442,975.00 470,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $428,192.00 400,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $400,413.60 380,000.00
BALL CORP 4.375 12/15/20 - $391,450.50 387,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $389,812.50 385,000.00
BWAY HOLDING CO 5.500 4/15/24 - $385,135.00 391,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $357,982.50 354,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $342,067.50 345,000.00
CALPINE CORP 5.375 1/15/23 - $306,302.50 322,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $301,410.00 306,000.00
POST HOLDINGS INC 5.750 3/1/27 - $294,000.00 300,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $273,675.00 267,000.00
HD SUPPLY INC 5.750 4/15/24 - $210,002.00 200,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $191,000.00 200,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $182,668.50 189,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $176,730.00 172,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $176,167.50 166,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $162,475.00 335,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $153,225.00 150,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $150,500.00 200,000.00
NET OTHER ASSETS / CASH - - - $4,032,319.14 4,032,319.14