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 4/18/19

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10YR NOTE FUTURE 06/19/2019 (TYM9) - - (21,303,328.13) - (173.00)
US 2YR NOTE FUTURE 06/28/2017 (TUM9) - - (32,524,453.13) - (153.00)
US 5YR NOTE FUTURE 06/28/2019 (FVM9) - - (69,011,351.56) - (599.00)
TRANSDIGM INC 6.250 3/15/26 - $1,976,000.00 1,900,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $1,824,672.50 1,778,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $1,802,783.70 1,853,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,734,856.80 1,684,000.00
SPRINT CORP 7.875 9/15/23 - $1,666,755.90 1,593,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $1,643,745.60 1,656,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $1,560,103.28 1,528,000.00
HCA INC 5.375 2/1/25 - $1,513,923.75 1,447,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,482,101.10 1,493,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $1,453,717.50 1,434,000.00
PRIME SECSRVC BRW/FINANC 9.250 5/15/23 - $1,400,016.10 1,329,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,391,643.75 1,383,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,369,019.16 1,278,000.00
CLEAR CHANNEL WORLDWIDE 9.250 2/15/24 - $1,350,000.00 1,250,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,303,953.00 2,003,000.00
AVANTOR INC 9.000 10/1/25 - $1,222,893.75 1,131,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,189,160.00 1,096,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,162,687.50 1,170,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,130,675.00 980,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,114,402.20 1,126,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $1,113,000.00 1,120,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,089,525.00 1,095,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,082,115.00 1,038,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,081,609.08 1,063,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,075,588.75 1,061,000.00
INFOR (US) INC 6.500 5/15/22 - $1,049,034.40 1,030,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,045,440.00 1,089,000.00
DISH DBS CORP 7.750 7/1/26 - $1,035,066.25 1,139,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $1,034,702.50 1,027,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $1,031,871.80 1,051,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $1,022,500.00 1,000,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $1,013,791.92 1,236,000.00
ANTERO RESOURCES FINANCE CORP 5.375 11/1/21 - $993,168.75 987,000.00
NETFLIX INC 4.875 4/15/28 - $971,941.25 983,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $969,166.25 949,000.00
NETFLIX INC 5.875 11/15/28 - $968,771.00 925,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $941,768.75 871,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $939,375.00 900,000.00
NIELSEN FINANCE LLC 144A 5.000 4/15/22 - $932,662.50 935,000.00
SS&C TECHNOLOGIES INC 144A 5.500 9/30/27 - $927,000.00 900,000.00
DISH DBS CORP 5.875 11/15/24 - $926,625.00 1,059,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $925,870.20 915,000.00
TESLA INC 5.300 8/15/25 - $910,763.75 1,066,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $910,428.46 907,000.00
AVANTOR INC 6.000 10/1/24 - $909,624.40 877,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $903,000.00 1,204,000.00
REGIONALCARE/LIFEPOINT 9.750 12/1/26 - $902,280.00 876,000.00
CALPINE CORP 5.750 1/15/25 - $895,663.13 903,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $892,696.01 844,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $884,437.50 1,335,000.00
MATTEL INC 6.750 12/31/25 - $880,025.76 888,000.00
HCA INC 5.625 9/1/28 - $865,100.00 820,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $860,327.70 866,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $858,847.50 861,000.00
CRIMSON MERGER SUB INC 144A 6.625 5/15/22 - $858,617.50 911,000.00
PAR PHARMACEUTICAL INC 7.500 4/1/27 - $855,937.50 830,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $842,632.50 794,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $833,332.50 814,000.00
T-MOBILE USA INC 6.375 3/1/25 - $832,080.00 800,000.00
RITE AID CORP 144A 6.125 4/1/23 - $813,041.25 987,000.00
PETSMART INC 144A 7.125 3/15/23 - $805,985.00 974,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $805,031.25 775,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $803,642.40 792,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $801,606.00 780,000.00
CSC HOLDINGS LLC 6.500 2/1/29 - $800,625.00 750,000.00
HERTZ CORP 7.625 6/1/22 - $790,167.00 764,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $786,000.00 786,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $785,380.00 734,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $773,620.00 823,000.00
VISTRA OPERATIONS CO LLC 5.625 2/15/27 - $772,500.00 750,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $767,483.31 803,000.00
MEREDITH CORP 6.875 2/1/26 - $761,178.30 730,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $754,312.50 745,000.00
ENDO LTD 144A 6.000 7/15/23 - $754,285.00 937,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $748,710.00 708,000.00
NRG ENERGY INC 6.625 1/15/27 - $738,003.13 695,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $737,100.00 756,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $735,660.00 732,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $730,603.80 729,000.00
CENTENE CORP 5.625 2/15/21 - $728,770.00 718,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $728,301.42 714,000.00
CALPINE CORP 5.375 1/15/23 - $725,610.00 722,000.00
COMMSCOPE FINANCE LLC 6.000 3/1/26 - $715,700.00 680,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $715,127.40 702,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $714,875.00 700,000.00
SPRINT CORP 7.125 6/15/24 - $708,224.00 704,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $708,000.00 708,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $698,700.00 680,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $698,250.00 700,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $691,361.25 701,000.00
NOVELIS CORP 5.875 9/30/26 - $685,666.94 674,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $674,503.75 667,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $673,540.00 700,000.00
QUINTILES IMS INC 5.000 10/15/26 - $670,140.00 657,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $669,900.00 660,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $665,441.25 633,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $664,414.50 645,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $662,343.75 675,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $654,360.00 672,000.00
BALL CORP 4.375 12/15/20 - $648,147.50 637,000.00
CENTURYLINK INC 7.500 4/1/24 - $642,348.12 597,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $641,410.00 686,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $640,668.75 705,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $637,219.44 594,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $635,460.00 623,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $635,458.80 593,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $630,606.25 619,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $628,537.50 666,000.00
ENVISION HEALTHCARE CORP 8.750 10/15/26 - $627,900.00 690,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $625,240.00 616,000.00
FIRST DATA CORPORATION 5.000 1/15/24 - $625,158.50 610,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $622,867.50 589,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $621,675.00 614,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $618,327.50 623,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $611,502.50 581,000.00
AMC NETWORKS INC 5.000 4/1/24 - $607,500.00 600,000.00
CLEVELAND-CLIFFS INC 5.750 3/1/25 - $605,220.00 616,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $602,710.56 603,000.00
ENSCO PLC 7.750 2/1/26 - $592,470.00 681,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $591,005.00 578,000.00
NAVIENT CORP 6.500 6/15/22 - $587,992.50 558,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $587,062.50 606,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $586,978.14 574,000.00
SIRIUS XM RADIO INC 144A 6.000 7/15/24 - $585,735.50 565,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $585,075.00 580,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $584,395.00 566,000.00
PETSMART INC 5.875 6/1/25 - $581,501.25 666,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $579,980.00 617,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $551,375.00 550,000.00
ENERGY TRANSFER OPERATNG 5.875 1/15/24 - $545,184.68 500,000.00
PILGRIM'S PRIDE CORP 5.750 3/15/25 - $542,587.50 530,000.00
WEST CORP 8.500 10/15/25 - $536,152.50 611,000.00
XEROX CORPORATION 3.625 3/15/23 - $535,950.00 540,000.00
TRANSDIGM INC 6.500 7/15/24 - $534,843.75 525,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $517,652.00 508,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $506,870.00 500,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $500,760.00 468,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $498,410.00 506,000.00
BALL CORP 5.250 7/1/25 - $495,125.00 466,000.00
XPO LOGISTICS INC 6.750 8/15/24 - $490,437.50 475,000.00
CONSOL ENERGY INC 5.875 4/15/22 - $458,713.75 457,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $449,865.00 468,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $399,625.00 460,000.00
BWAY HOLDING CO 5.500 4/15/24 - $387,578.75 391,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $382,202.50 391,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $367,031.25 375,000.00
ENSCO PLC 5.750 10/1/44 - $357,770.00 538,000.00
MOMENTIVE PERFORMANCE MATERIALS INC 3.880 10/24/21 - $340,593.75 315,000.00
POST HOLDINGS INC 5.750 3/1/27 - $308,163.00 300,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $291,900.00 834,000.00
VISTRA ENERGY CORP 7.625 11/1/24 - $263,755.00 250,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $175,386.68 172,000.00
BOMBARDIER INC 7.875 4/15/27 - $154,687.50 150,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $128,320.00 128,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $81,510.00 627,000.00
NET OTHER ASSETS / CASH - - - $3,624,578.41 3,624,578.41