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 4/28/17

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 06/21/2017 (TUM7) - - (17,328,750.01) - (80.00)
US 10YR NOTE FUTURE 06/21/2017 (TYM7) - - (44,378,718.75) - (353.00)
US 5YR NOTE FUTURE 06/21/2017 (FVM7) - - (63,465,750.00) - (536.00)
SPRINT CORP 7.875 9/15/23 - $2,356,127.50 2,099,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $2,096,156.25 2,175,000.00
REYNOLDS GROUP ISSUER LLC 5.750 10/15/20 - $2,069,270.00 2,009,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $2,040,790.00 1,868,000.00
CCO HOLDINGS LLC 5.750 2/15/26 - $1,974,592.62 1,859,000.00
WESTERN DIGITAL CORP 10.500 4/1/24 - $1,918,147.50 1,629,000.00
EMC CORP 1.875 6/1/18 - $1,696,505.81 1,704,000.00
DYNEGY INC 7.375 11/1/22 - $1,646,900.00 1,720,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,591,525.00 1,534,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $1,587,026.25 1,593,000.00
TENET HEALTHCARE CORP 8.125 4/1/22 - $1,527,575.00 1,505,000.00
DISH DBS CORP 5.875 11/15/24 - $1,474,200.00 1,404,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,467,625.00 1,475,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $1,448,475.00 1,335,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,447,607.04 1,408,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $1,434,885.00 1,734,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,428,513.75 1,935,000.00
HCA INC 5.375 2/1/25 - $1,392,151.25 1,337,000.00
DOLLAR TREE INC 5.750 3/1/23 - $1,296,542.00 1,222,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,215,982.50 1,646,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $1,200,657.50 1,099,000.00
1011778 BC UNLIMITED LIABILITY CO 144A 6.000 4/1/22 - $1,193,662.50 1,145,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $1,185,560.00 1,108,000.00
ICAHN ENTERPRISES/FIN 5.875 2/1/22 - $1,183,062.50 1,150,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $1,179,976.25 1,147,000.00
ENERGY TRANSFER EQUITY LP 5.500 6/1/27 - $1,163,150.00 1,082,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $1,149,175.00 1,069,000.00
CHESAPEAKE ENERGY CORP 8.000 12/15/22 - $1,119,082.50 1,062,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,113,185.00 1,004,000.00
CITGO HOLDING INC 144A 10.750 2/15/20 - $1,102,530.00 1,028,000.00
CONTINENTAL RESOURCES INC 4.500 4/15/23 - $1,088,425.00 1,105,000.00
BALL CORP 5.250 7/1/25 - $1,070,280.00 991,000.00
FREEPORT-MCMORAN INC 3.875 3/15/23 - $1,059,205.00 1,142,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 6.500 11/15/22 - $1,059,047.50 1,022,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $1,041,300.00 1,068,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $1,039,290.00 1,029,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $1,033,532.50 1,001,000.00
BMC SOFTWARE FINANCE INC 144A 8.125 7/15/21 - $1,028,065.68 1,011,000.00
LIFEPOINT HOSPITALS INC 5.500 12/1/21 - $1,024,240.00 992,000.00
SPRINGLEAF FINANCE CORP 8.250 12/15/20 - $1,016,809.60 928,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,011,330.00 1,322,000.00
CENTURYLINK INC 7.500 4/1/24 - $1,007,194.77 927,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $1,002,536.94 953,000.00
DISH DBS CORP 5.875 7/15/22 - $1,001,029.05 945,000.00
IRON MOUNTAIN INC 5.750 8/15/24 - $999,567.50 974,000.00
FIRST DATA CORP 144A 7.000 12/1/23 - $976,774.20 911,000.00
CALPINE CORP 5.750 1/15/25 - $972,337.50 1,005,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $965,580.00 912,000.00
ICAHN ENTERPRISES/FIN 6.000 8/1/20 - $959,445.00 927,000.00
CENTENE CORP 4.750 1/15/25 - $945,112.50 930,000.00
INFOR (US) INC 6.500 5/15/22 - $924,560.00 889,000.00
RITE AID CORP 144A 6.125 4/1/23 - $920,700.00 930,000.00
HUB INTL LTD 144A 7.875 10/1/21 - $916,693.75 875,000.00
BOMBARDIER INC 8.750 12/1/21 - $911,137.50 819,000.00
AMSURG CORP 5.625 7/15/22 - $907,852.00 880,000.00
CHENIERE CORPUS CHRISTI HOLDINGS LLC 7.000 6/30/24 - $901,725.66 807,000.00
KLX INC 144A 5.875 12/1/22 - $883,050.00 840,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $870,330.00 866,000.00
GLP CAPITAL LP / FIN II 4.875 11/1/20 - $854,130.00 802,000.00
SOLERA LLC 144A 10.500 3/1/24 - $836,536.25 733,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $827,745.00 794,000.00
AMC NETWORKS INC 5.000 4/1/24 - $818,625.20 808,000.00
ZEBRA TECHNOLOGIES CORP 7.250 10/15/22 - $816,343.75 755,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $809,820.00 792,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $807,700.00 788,000.00
CONCHO RESOURCES INC 5.500 4/1/23 - $804,615.00 776,000.00
PETSMART INC 144A 7.125 3/15/23 - $802,272.50 878,000.00
BLUELINE RENTAL CRP / LL 9.250 3/15/24 - $800,470.00 766,000.00
ASHLAND INC 4.750 8/15/22 - $791,257.50 759,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $786,527.50 773,000.00
HCA INC 5.875 2/15/26 - $782,000.00 736,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $756,360.00 792,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $753,480.00 819,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $751,712.50 710,000.00
DJO FINCO INC 144A 8.125 6/15/21 - $747,477.50 847,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $745,200.00 720,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $738,515.56 703,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $733,005.00 716,000.00
NETFLIX INC 4.375 11/15/26 - $730,870.00 742,000.00
NAVIENT CORP 5.500 1/15/19 - $730,241.25 703,000.00
MURRAY ENERGY CORP 11.250 4/15/21 - $729,750.00 973,000.00
RESTAURANT BRANDS INTL INC 144A 4.625 1/15/22 - $728,422.10 707,000.00
JUPITER RESOURCES INC 144A 8.500 10/1/22 - $725,350.00 890,000.00
MEG ENERGY CORP 144A 7.000 3/31/24 - $722,032.50 809,000.00
HOLOGIC INC 144A 5.250 7/15/22 - $718,657.50 682,000.00
CROWN AMERICAS LLC 4.500 1/15/23 - $718,620.00 696,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $715,520.00 688,000.00
HILTON DOMESTIC OPERATING CO INC 4.250 9/1/24 - $715,325.00 710,000.00
T-MOBILE USA INC 6.625 4/1/23 - $713,925.00 668,000.00
NBTY INC 7.625 5/15/21 - $699,125.00 658,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $697,327.50 654,000.00
SBA COMMUNICATIONS CORP 144A 4.875 9/1/24 - $697,046.25 691,000.00
EQUINIX INC 5.375 5/15/27 - $668,665.60 640,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $661,837.50 666,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $660,970.00 628,000.00
SCIENTIFIC GAMES INTERNA 7.000 1/1/22 - $658,431.30 615,000.00
FIRST QUANTUM MINERALS LTD 144A 7.000 2/15/21 - $655,155.00 633,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $625,500.00 600,000.00
EP ENERGY LLC 9.375 5/1/20 - $620,740.00 656,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $617,313.29 671,000.00
DYNEGY INC 6.750 11/1/19 - $615,090.00 606,000.00
TRANSDIGM INC 6.500 7/15/24 - $614,445.00 598,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC 11.000 10/1/21 - $603,260.00 556,000.00
EMC CORP 2.650 6/1/20 - $601,824.86 615,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $601,800.00 590,000.00
SYMANTEC CORP 144A 5.000 4/15/25 - $590,271.25 571,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $584,305.00 548,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $584,305.00 548,000.00
ENSCO PLC 5.750 10/1/44 - $581,991.60 799,000.00
TRANSDIGM INC 6.000 7/15/22 - $579,890.00 563,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $579,407.50 586,000.00
HD SUPPLY INC 5.750 4/15/24 - $570,562.50 537,000.00
ENDO LTD 144A 6.000 2/1/25 - $570,037.50 675,000.00
ENDO LTD 144A 6.000 7/15/23 - $569,562.50 650,000.00
WILLIAMS COMPANIES INC 4.550 6/24/24 - $563,062.50 550,000.00
HEALTHSOUTH CORP 5.750 11/1/24 - $547,068.75 537,000.00
WEST CORP 144A 5.375 7/15/22 - $546,410.00 541,000.00
QUINTILES IMS INC 5.000 10/15/26 - $545,700.00 535,000.00
UNITED RENTALS NORTH AM 5.875 9/15/26 - $545,435.00 517,000.00
EQUINIX INC 5.875 1/15/26 - $541,982.50 503,000.00
ADT CORP 3.500 7/15/22 - $541,800.00 560,000.00
AECOM 144A 5.125 3/15/27 - $539,619.85 539,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $538,650.00 532,000.00
ALTICE US FINANCE I CORP 5.500 5/15/26 - $535,482.50 518,000.00
CHEMOURS CO 6.625 5/15/23 - $535,000.00 500,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $533,595.00 500,000.00
ZAYO GROUP LLC/ZAYO CAP - - - $531,900.00 500,000.00
CSC HOLDINGS LLC - - - $518,150.00 500,000.00
NRG ENERGY INC 6.625 1/15/27 - $514,800.00 520,000.00
NEWFIELD EXPLORATION CO 5.625 7/1/24 - $508,359.28 481,000.00
CENTENE CORP 5.625 2/15/21 - $503,548.75 479,000.00
BWAY HOLDING CO - - - $496,941.10 491,000.00
CALPINE CORP 5.375 1/15/23 - $483,635.00 491,000.00
ALLY FINANCIAL INC 3.600 5/21/18 - $474,909.40 469,000.00
HD SUPPLY INC 5.250 12/15/21 - $466,908.75 441,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A 6.500 2/1/22 - $464,325.00 453,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $439,845.00 413,000.00
SIRIUS XM RADIO INC 144A 5.375 7/15/26 - $430,998.75 421,000.00
EP ENER/EVEREST ACQ FIN 144A 8.000 2/15/25 - $426,615.00 478,000.00
BALL CORP 4.375 12/15/20 - $426,262.50 405,000.00
NOVELIS CORP 5.875 9/30/26 - $425,385.00 414,000.00
GATES GLOBAL LLC 144A 6.000 7/15/22 - $418,080.00 416,000.00
SOUTHWESTERN ENERGY CO 6.700 1/23/25 - $400,985.00 403,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $400,670.00 412,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $397,158.75 387,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $396,606.70 370,000.00
IRON MOUNTAIN INC 144A 6.000 10/1/20 - $386,066.25 369,000.00
UNITED RENTALS NORTH AM 5.500 5/15/27 - $384,752.50 374,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $371,490.00 366,000.00
MGM RESORTS INTL 6.625 12/15/21 - $321,035.00 286,000.00
FIRST QUANTUM MINERALS L - - - $311,967.00 306,000.00
BWAY HOLDING CO - - - $289,000.00 289,000.00
NAVIENT CORP - - - $283,237.50 273,000.00
LAUREATE EDUCATION INC 10.000 9/1/19 - $280,350.00 267,000.00
MICRON TECHNOLOGY INC 5.250 8/1/23 - $263,925.00 255,000.00
FREEPORT-MCMORAN INC 5.450 3/15/43 - $236,142.50 277,000.00
CIT GROUP INC 5.000 8/15/22 - $235,600.20 219,000.00
SPRINT CORP 7.125 6/15/24 - $230,122.93 211,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $216,825.00 210,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $203,750.00 200,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $201,500.00 200,000.00
ENERGY TRANSFER EQUITY LP 5.875 1/15/24 - $142,230.00 132,000.00
ASCENT RESOURCES/ARU FIN - - - $132,915.20 128,000.00
POST HOLDINGS INC 5.500 3/1/25 - $104,500.00 100,000.00
NET OTHER ASSETS / CASH - - - $2,705,004.36 2,705,004.36