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
  • Generally offers lower interest rate sensitivity than short-term bonds by targeting a duration of zero

As of 9/28/20

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10YR NOTE FUTURE 12/21/2020 (TYZ0) - - (12,705,875.00) - (91.00)
US 2YR NOTE FUTURE 12/31/2020 (TUZ0) - - (29,606,671.88) - (134.00)
US 5YR NOTE FUTURE 12/31/2020 (FVZ0) - - (29,624,687.50) - (235.00)
TRANSDIGM INC 6.250 3/15/26 - $1,619,002.50 1,553,000.00
NETFLIX INC 4.875 4/15/28 - $1,324,510.46 1,183,000.00
BAUSCH HEALTH COS INC 7.000 3/15/24 - $1,214,808.00 1,176,000.00
1011778 BC / NEW RED FIN 4.250 5/15/24 - $1,172,160.00 1,152,000.00
HCA INC 3.500 9/1/30 - $1,013,750.00 1,000,000.00
UNITED RENTALS NORTH AM 4.875 1/15/28 - $999,020.00 956,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $982,944.00 960,000.00
ZAYO GROUP HOLDINGS INC 4.000 3/1/27 - $977,500.00 1,000,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $927,202.50 882,000.00
STAPLES INC 7.500 4/15/26 - $925,830.00 1,000,000.00
FORD MOTOR COMPANY 9.000 4/22/25 - $909,944.00 800,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $908,482.50 939,000.00
SIRIUS XM RADIO INC 4.625 7/15/24 - $877,642.00 850,000.00
CSC HOLDINGS LLC 5.750 1/15/30 - $773,800.00 730,000.00
CLEAR CHANNEL WORLDWIDE 9.250 2/15/24 - $745,945.00 773,000.00
UBER TECHNOLOGIES INC 8.000 11/1/26 - $731,400.00 690,000.00
VISTRA CORP 5.000 7/31/27 - $729,673.00 700,000.00
JBS USA/FOOD/FINANCE 5.500 1/15/30 - $714,450.00 660,000.00
HILTON DOMESTIC OPERATIN 4.875 1/15/30 - $708,388.50 690,000.00
DIAMOND SPORTS GR/DIAMON 5.375 8/15/26 - $700,000.00 1,000,000.00
DISH DBS CORP 7.750 7/1/26 - $696,118.75 635,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $672,614.25 613,000.00
POST HOLDINGS INC 5.000 8/15/26 - $672,603.75 657,000.00
VICI PROPERTIES / NOTE 4.125 8/15/30 - $671,300.00 685,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $669,325.00 653,000.00
NEWELL BRANDS INC 4.350 4/1/23 - $665,600.00 640,000.00
BOMBARDIER INC 7.875 4/15/27 - $660,375.00 900,000.00
SOLERA LLC / SOLERA FINA 10.500 3/1/24 - $656,775.00 630,000.00
PAR PHARMACEUTICAL INC 7.500 4/1/27 - $655,200.00 630,000.00
SS&C TECHNOLOGIES INC 5.500 9/30/27 - $651,336.05 617,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $646,304.32 656,000.00
TESLA INC 5.300 8/15/25 - $643,233.53 622,000.00
T-MOBILE USA INC 6.500 1/15/26 - $629,947.84 604,000.00
TEGNA INC 5.000 9/15/29 - $625,240.00 638,000.00
NOVELIS CORP 4.750 1/30/30 - $618,860.00 638,000.00
SCIENTIFIC GAMES INTERNA 5.000 10/15/25 - $612,045.00 609,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $597,750.00 600,000.00
PRIME SECSRVC BRW/FINANC 5.750 4/15/26 - $590,010.00 554,000.00
AVANTOR INC 6.000 10/1/24 - $579,630.00 556,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $567,577.50 569,000.00
IQVIA INC 5.000 10/15/26 - $537,813.75 519,000.00
CHENIERE ENERGY PARTNERS 4.500 10/1/29 - $532,544.40 522,000.00
CCO HLDGS LLC/CAP CORP 4.750 3/1/30 - $527,500.00 500,000.00
UNITI GRP/UNITI HLD/CSL 7.875 2/15/25 - $527,205.00 500,000.00
CAESARS ENTERTAIN INC 8.125 7/1/27 - $523,845.00 500,000.00
DIAMOND SPORTS GR/DIAMON 6.625 8/15/27 - $520,700.00 1,016,000.00
CLARIOS GLOBAL LP/US FIN 6.250 5/15/26 - $520,000.00 500,000.00
MSCI INC 3.875 2/15/31 - $515,000.00 500,000.00
MPH ACQUISITION HOLDINGS 7.125 6/1/24 - $512,722.50 499,000.00
CENTURYLINK INC 5.125 12/15/26 - $510,913.45 503,000.00
CHENIERE ENERGY PARTNERS 5.250 10/1/25 - $510,625.00 500,000.00
CALPINE CORP 4.500 2/15/28 - $507,760.00 500,000.00
MATTEL INC 6.750 12/31/25 - $499,200.00 480,000.00
CALPINE CORP 5.125 3/15/28 - $496,518.75 485,000.00
CSC HOLDINGS LLC 4.625 12/1/30 - $496,250.00 500,000.00
IRON MOUNTAIN INC 4.500 2/15/31 - $496,250.00 500,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $496,162.50 505,000.00
ONEMAIN FINANCE CORP 7.125 3/15/26 - $495,060.00 444,000.00
PG&E CORP 5.250 7/1/30 - $487,500.00 500,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $484,800.00 480,000.00
REGIONALCARE/LIFEPOINT 9.750 12/1/26 - $479,385.00 450,000.00
BANFF MERGER SUB INC 9.750 9/1/26 - $476,860.00 452,000.00
ALLIED UNIVERSAL 6.625 7/15/26 - $475,875.00 450,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $472,395.00 462,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $471,684.00 460,000.00
NEXSTAR BROADCASTING INC 5.625 7/15/27 - $462,590.28 444,000.00
DAVITA INC 4.625 6/1/30 - $456,187.50 450,000.00
IHEARTCOMMUNICATIONS INC 8.375 5/1/27 - $455,070.00 462,000.00
MEG ENERGY CORP 7.125 2/1/27 - $454,635.00 500,000.00
ENDEAVOR ENERGY RESOURCE 5.750 1/30/28 - $449,460.00 454,000.00
NRG ENERGY INC 6.625 1/15/27 - $449,417.22 426,000.00
MSCI INC 4.000 11/15/29 - $438,900.00 420,000.00
DELL INT LLC / EMC CORP 7.125 6/15/24 - $438,753.40 422,000.00
CLARIOS GLOBAL LP/US FIN 8.500 5/15/27 - $438,700.00 428,000.00
SELECT MEDICAL CORP 6.250 8/15/26 - $438,617.16 423,000.00
HCA INC 5.625 9/1/28 - $432,810.00 378,000.00
SPRINT CORP 7.625 3/1/26 - $431,697.50 359,000.00
MAUSER PACKAGING SOLUT 7.250 4/15/25 - $431,460.00 459,000.00
ALBERTSONS COS/SAFEWAY 4.625 1/15/27 - $422,760.00 416,000.00
BEACON ROOFING SUPPLY IN 4.875 11/1/25 - $420,120.00 432,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $419,419.92 408,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $417,000.00 417,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $416,325.00 455,000.00
AMC NETWORKS INC 5.000 4/1/24 - $409,035.00 402,000.00
AVANTOR FUNDING INC 4.625 7/15/28 - $409,000.00 400,000.00
HERC HOLDINGS INC 5.500 7/15/27 - $401,310.00 392,000.00
DAVITA INC 3.750 2/15/31 - $398,343.75 420,000.00
POST HOLDINGS INC 4.625 4/15/30 - $397,800.00 390,000.00
GOODYEAR TIRE & RUBBER 5.125 11/15/23 - $395,015.00 398,000.00
WESCO DISTRIBUTION INC 7.125 6/15/25 - $387,900.00 360,000.00
VERSCEND ESCROW CORP 9.750 8/15/26 - $378,294.40 352,000.00
ALLIED UNIVERSAL 9.750 7/15/27 - $372,380.00 344,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $372,300.00 438,000.00
EQT CORP 3.900 10/1/27 - $363,500.00 400,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $359,050.00 344,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $354,375.00 378,000.00
VICI PROPERTIES / NOTE 4.250 12/1/26 - $349,125.00 350,000.00
NEWELL BRANDS INC 4.700 4/1/26 - $345,312.50 325,000.00
TERRIER MEDIA BUYER INC 8.875 12/15/27 - $342,550.00 340,000.00
BLACK KNIGHT INFOSERV LL 3.625 9/1/28 - $341,275.00 340,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $339,150.00 323,000.00
PERFORMANCE FOOD GROUP I 5.500 10/15/27 - $338,250.00 330,000.00
PBF HOLDING CO LLC 6.000 2/15/28 - $335,110.00 500,000.00
NORTONLIFELOCK INC 5.000 4/15/25 - $332,283.25 325,000.00
MEREDITH CORP 6.875 2/1/26 - $321,070.00 388,000.00
NAVISTAR INTL CORP 6.625 11/1/25 - $317,220.00 311,000.00
T-MOBILE USA INC 4.750 2/1/28 - $314,030.22 294,000.00
CAESARS ENTERTAIN INC 6.250 7/1/25 - $309,747.00 300,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $308,098.49 275,000.00
TENET HEALTHCARE CORP 4.875 1/1/26 - $304,500.00 300,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $304,127.70 366,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $301,150.00 317,000.00
NAVIENT CORP 6.500 6/15/22 - $298,687.50 295,000.00
XEROX CORPORATION 4.375 3/15/23 - $297,547.50 291,000.00
OCCIDENTAL PETROLEUM COR 2.900 8/15/24 - $294,252.00 350,000.00
EXELA INTERMED/EXELA FIN 10.000 7/15/23 - $293,880.00 948,000.00
NOVELIS CORP 5.875 9/30/26 - $291,810.00 284,000.00
VISTRA CORP 5.625 2/15/27 - $286,229.58 273,000.00
SCIENTIFIC GAMES INTERNA 8.250 3/15/26 - $269,360.00 259,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $268,180.00 265,000.00
ONEMAIN FINANCE CORP 6.125 3/15/24 - $265,036.30 254,000.00
PETSMART INC 5.875 6/1/25 - $238,095.00 234,000.00
BAUSCH HEALTH AMERICAS 8.500 1/31/27 - $234,223.00 214,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $232,300.00 230,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $222,480.00 216,000.00
INTRADO CORP 8.500 10/15/25 - $212,586.50 245,000.00
XPO LOGISTICS INC 6.750 8/15/24 - $210,750.00 200,000.00
MICROCHIP TECHNOLOGY INC 4.250 9/1/25 - $206,511.70 200,000.00
PRIME SECSRVC BRW/FINANC 6.250 1/15/28 - $203,186.00 200,000.00
XPO LOGISTICS INC 6.250 5/1/25 - $201,637.50 190,000.00
WEATHERFORD INTL LTD 11.000 12/1/24 - $198,000.00 330,000.00
IQVIA INC 5.000 5/15/27 - $197,480.30 190,000.00
BALL CORP 2.875 8/15/30 - $195,876.00 200,000.00
CHS/COMMUNITY HEALTH SYS 8.000 3/15/26 - $195,500.00 200,000.00
UNIVISION COMMUNICATIONS 6.625 6/1/27 - $195,000.00 200,000.00
COMMSCOPE INC 6.000 3/1/26 - $189,862.50 183,000.00
RACKSPACE TECHNOLOGY 8.625 11/15/24 - $188,325.00 180,000.00
NFP CORP 6.875 8/15/28 - $181,800.00 180,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $178,605.00 189,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $174,781.25 175,000.00
SIRIUS XM RADIO INC 4.125 7/1/30 - $172,125.00 170,000.00
JBS USA/FOOD/FINANCE 6.500 4/15/29 - $166,275.00 150,000.00
EQT CORP 7.875 2/1/25 - $165,751.50 150,000.00
NETFLIX INC 5.875 11/15/28 - $159,975.00 135,000.00
ICAHN ENTERPRISES/FIN 6.250 5/15/26 - $156,376.50 150,000.00
MEDNAX INC 6.250 1/15/27 - $156,000.00 150,000.00
LEVEL 3 FINANCING INC 4.250 7/1/28 - $151,642.50 150,000.00
EQM MIDSTREAM PARTNERS L 4.750 7/15/23 - $147,975.00 150,000.00
TEGNA INC 4.625 3/15/28 - $146,250.00 150,000.00
AMERICAN AIRLINES INC 11.750 7/15/25 - $144,226.50 150,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $133,292.50 131,000.00
ENVISION HEALTHCARE CORP 8.750 10/15/26 - $127,575.00 270,000.00
STAPLES INC 10.750 4/15/27 - $126,795.00 158,000.00
EMERA INC 6.750 6/15/76 - $111,000.00 100,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $108,540.00 108,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $106,691.25 100,000.00
ZAYO GROUP HOLDINGS INC 6.125 3/1/28 - $102,500.00 100,000.00
CLEAR CHANNEL WORLDWIDE 5.125 8/15/27 - $97,920.00 102,000.00
MAUSER PACKAGING SOLUT 5.500 4/15/24 - $90,506.78 91,000.00
ENDO DAC/FIN LLC/FINCO 6.000 6/30/28 - $73,800.00 100,000.00
TRANSDIGM INC 5.500 11/15/27 - $58,251.95 61,000.00
KFC HLD/PIZZA HUT/TACO 5.250 6/1/26 - $37,303.20 36,000.00
NET OTHER ASSETS / CASH - - - $1,846,557.57 1,846,557.57