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 6/26/19

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10 YR NOTE FUTURE 09/19/2019 (TYU9) - - (20,415,000.00) - (160.00)
US 2YR NOTE FUTURE 09/30/2019 (TUU9) - - (28,176,257.81) - (131.00)
US 2YR NOTE FUTURE 09/30/2019 (FVU9) - - (58,622,703.13) - (497.00)
BOMBARDIER INC 144A 7.500 3/15/25 - $1,778,000.00 1,778,000.00
FIRST DATA CORP 144A 5.750 1/15/24 - $1,732,836.00 1,684,000.00
SPRINT CORP 7.875 9/15/23 - $1,724,422.50 1,593,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $1,672,560.00 1,656,000.00
HCA INC 5.375 2/1/25 - $1,568,548.00 1,447,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $1,553,288.40 1,528,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $1,542,887.50 1,603,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,526,592.50 1,493,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $1,482,397.50 1,434,000.00
TRANSDIGM INC 6.250 3/15/26 - $1,474,903.75 1,403,000.00
VRX ESCROW CORP 144A 5.875 5/15/23 - $1,400,010.90 1,383,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,376,981.10 1,278,000.00
CLEAR CHANNEL WORLDWIDE 9.250 2/15/24 - $1,356,250.00 1,250,000.00
AVANTOR INC 9.000 10/1/25 - $1,253,939.70 1,131,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $1,246,867.50 2,003,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,188,649.80 1,170,000.00
SOLERA LLC 144A 10.500 3/1/24 - $1,183,745.76 1,096,000.00
DAVITA HEALTHCARE PARTNERS INC 5.125 7/15/24 - $1,126,999.33 1,126,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,122,100.00 980,000.00
SS&C TECHNOLOGIES INC 144A 5.500 9/30/27 - $1,113,968.75 1,075,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,112,793.75 1,095,000.00
DISH DBS CORP 7.750 7/1/26 - $1,101,982.50 1,139,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,082,220.00 1,061,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,080,270.53 1,063,000.00
BWAY HOLDING CO 7.250 4/15/25 - $1,054,968.75 1,089,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $1,050,107.50 1,027,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $1,030,000.00 1,000,000.00
PETSMART INC 144A 7.125 3/15/23 - $1,028,460.00 1,124,000.00
NETFLIX INC 5.875 11/15/28 - $1,017,500.00 925,000.00
NETFLIX INC 4.875 4/15/28 - $1,014,947.50 983,000.00
DISH DBS CORP 5.875 11/15/24 - $995,460.00 1,059,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $989,332.50 949,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $988,175.00 940,000.00
STAPLES INC 7.500 4/15/26 - $985,000.00 1,000,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $931,012.50 915,000.00
REGIONALCARE/LIFEPOINT 9.750 12/1/26 - $927,465.00 876,000.00
TESLA INC 5.300 8/15/25 - $926,929.64 1,066,000.00
PANTHER BF AGGREGATOR 2 8.500 5/15/27 - $926,805.00 902,000.00
MATTEL INC 6.750 12/31/25 - $902,344.54 888,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 2/1/22 - $897,787.50 1,335,000.00
INFOR (US) INC 6.500 5/15/22 - $894,300.00 880,000.00
HCA INC 5.625 9/1/28 - $885,999.75 820,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $863,475.00 794,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $848,970.14 907,000.00
T-MOBILE USA INC 6.375 3/1/25 - $830,000.00 800,000.00
RITE AID CORP 144A 6.125 4/1/23 - $829,080.00 987,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $814,500.00 1,086,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $812,175.00 780,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $811,812.50 775,000.00
PAR PHARMACEUTICAL INC 7.500 4/1/27 - $811,076.00 830,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $806,330.84 1,204,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $802,642.50 792,000.00
HERTZ CORP 7.625 6/1/22 - $794,560.00 764,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $794,272.50 861,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $791,305.50 786,000.00
SPRINGLEAF FINANCE CORP 6.875 3/15/25 - $775,260.00 708,000.00
MEREDITH CORP 6.875 2/1/26 - $771,975.00 730,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $761,276.88 756,000.00
SPRINT CORP 7.125 6/15/24 - $741,086.72 704,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $738,375.00 716,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $732,496.33 694,000.00
CENTENE CORP 5.625 2/15/21 - $725,180.00 718,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $724,815.00 702,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $717,862.50 675,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $716,850.00 708,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $713,125.00 700,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $698,775.00 660,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $697,877.20 680,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $693,875.00 700,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $689,910.00 732,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $689,656.25 725,000.00
QUINTILES IMS INC 5.000 10/15/26 - $680,816.25 657,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $680,750.00 700,000.00
NOVELIS CORP 5.875 9/30/26 - $680,740.00 674,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $662,731.05 645,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $660,056.25 705,000.00
CENTURYLINK INC 7.500 4/1/24 - $659,685.00 597,000.00
TRANSOCEAN INC 144A 9.000 7/15/23 - $654,693.75 618,000.00
BALL CORP 4.375 12/15/20 - $651,370.72 637,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $647,920.00 623,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $641,922.50 593,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $635,250.00 616,000.00
PETSMART INC 5.875 6/1/25 - $635,197.50 666,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $634,550.00 686,000.00
TENET HEALTHCARE CORP 4.625 7/15/24 - $632,345.00 623,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $631,566.25 623,000.00
TRIBUNE MEDIA CO 5.875 7/15/22 - $629,708.70 619,000.00
FIRST DATA CORPORATION 5.000 1/15/24 - $624,945.00 610,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $622,749.50 614,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $621,378.00 666,000.00
JBS USA LLC/JBS USA FINA 5.750 6/15/25 - $619,500.00 600,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $618,450.00 589,000.00
AMC NETWORKS INC 5.000 4/1/24 - $617,250.00 600,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $611,291.25 603,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $601,957.44 672,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $599,182.50 606,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $596,328.60 574,000.00
NAVIENT CORP 6.500 6/15/22 - $594,309.06 558,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $593,411.38 566,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $588,700.00 580,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $576,112.50 569,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $559,927.50 617,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $557,562.50 550,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $555,385.00 554,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $549,320.00 496,000.00
TRANSDIGM INC 6.500 7/15/24 - $533,531.25 525,000.00
WEST CORP 8.500 10/15/25 - $530,959.00 611,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $530,906.25 525,000.00
ENDO LTD 144A 6.000 7/15/23 - $526,955.00 737,000.00
IHEARTCOMMUNICATIONS INC 8.375 5/1/27 - $526,250.00 500,000.00
PANTHER BF AGGREGATOR 2 6.250 5/15/26 - $520,000.00 500,000.00
IQVIA INC 5.000 5/15/27 - $515,625.00 500,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $510,000.00 500,000.00
XPO LOGISTICS INC 6.750 8/15/24 - $506,468.75 475,000.00
BALL CORP 5.250 7/1/25 - $506,192.50 466,000.00
ENSCO PLC 7.750 2/1/26 - $505,642.50 681,000.00
CSC HOLDINGS LLC 6.500 2/1/29 - $490,089.38 453,000.00
UBER TECHNOLOGIES INC 8.000 11/1/26 - $489,900.00 460,000.00
STAPLES INC 10.750 4/15/27 - $489,850.00 500,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $480,570.00 498,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $478,170.00 506,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $459,810.00 468,000.00
ENVISION HEALTHCARE CORP 8.750 10/15/26 - $455,400.00 690,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $437,255.00 403,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $414,972.50 508,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $414,511.68 374,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $408,250.00 460,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $404,685.00 391,000.00
AVANTOR INC 6.000 10/1/24 - $403,750.00 380,000.00
BWAY HOLDING CO 5.500 4/15/24 - $391,000.00 391,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $374,424.30 369,000.00
POST HOLDINGS INC 5.750 3/1/27 - $309,562.50 300,000.00
ENSCO PLC 5.750 10/1/44 - $309,350.00 538,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $301,792.50 306,000.00
VISTRA OPERATIONS CO LLC 5.625 2/15/27 - $266,915.00 253,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $255,515.63 237,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $255,440.00 248,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $237,800.00 232,000.00
CALPINE CORP 5.375 1/15/23 - $227,250.00 225,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $225,180.00 834,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $224,052.50 217,000.00
BROOKFIELD PPTY REIT INC 5.750 5/15/26 - $216,295.80 210,000.00
NRG ENERGY INC 6.625 1/15/27 - $215,325.00 198,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $203,490.00 204,000.00
COMMSCOPE FINANCE LLC 6.000 3/1/26 - $188,490.00 183,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $175,870.00 172,000.00
JBS USA/FOOD/FINANCE 6.500 4/15/29 - $163,312.50 150,000.00
BOMBARDIER INC 7.875 4/15/27 - $150,000.00 150,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $146,370.00 136,000.00
XEROX CORPORATION 3.625 3/15/23 - $142,762.50 141,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $141,312.50 133,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $134,191.20 130,000.00
CALPINE CORP 5.250 6/1/26 - $116,690.50 115,000.00
SIRIUS XM RADIO INC 144A 3.875 8/1/22 - $108,540.00 108,000.00
SANCHEZ ENERGY CORP 6.125 1/15/23 - $26,647.50 627,000.00
NET OTHER ASSETS / CASH - - - $3,622,619.53 3,622,619.53