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 9/19/19

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10YR NOTE FUTURE 12/19/2019 (TYZ9) - - (10,885,875.00) - (84.00)
US 2YR NOTE FUTURE 12/31/2019 (TUZ9) - - (49,496,718.75) - (230.00)
US 5YR NOTE FUTURE 12/31/2019 (FVZ9) - - (54,495,492.19) - (459.00)
TRANSDIGM INC 6.250 3/15/26 - $2,045,154.10 1,903,000.00
CHS/COMMUNITY HEALTH SYS 6.250 3/31/23 - $1,968,067.50 1,973,000.00
SPRINT CORP 7.875 9/15/23 - $1,909,488.75 1,703,000.00
BOMBARDIER INC 144A 7.500 3/15/25 - $1,779,422.40 1,778,000.00
1011778 BC / NEW RED FIN 144A 4.250 5/15/24 - $1,699,470.00 1,656,000.00
HCA INC 5.375 2/1/25 - $1,589,457.15 1,447,000.00
ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/27 - $1,565,756.88 1,528,000.00
POST HOLDINGS INC 144A 5.000 8/15/26 - $1,541,522.50 1,493,000.00
CCO HLDGS LLC/CAP CORP 5.125 5/1/27 - $1,495,375.20 1,434,000.00
VRX ESCROW CORP 144A 6.125 4/15/25 - $1,494,671.88 1,445,000.00
T-MOBILE USA INC 6.500 1/15/26 - $1,372,635.90 1,278,000.00
AVANTOR INC 9.000 10/1/25 - $1,342,995.89 1,193,000.00
UNITED RENTALS NORTH AMERICA 4.875 1/15/28 - $1,340,560.00 1,289,000.00
CCO HLDGS LLC/CAP CORP 5.000 2/1/28 - $1,206,691.20 1,170,000.00
CLEAR CHANNEL WORLDWIDE 9.250 2/15/24 - $1,176,825.00 1,065,000.00
DISH DBS CORP 7.750 7/1/26 - $1,153,237.50 1,139,000.00
CENTENE ESCROW I CORP 5.375 6/1/26 - $1,149,950.00 1,090,000.00
SS&C TECHNOLOGIES INC 144A 5.500 9/30/27 - $1,130,093.75 1,075,000.00
CSC HOLDINGS LLC 10.875 10/15/25 - $1,114,456.00 980,000.00
TENET HEALTHCARE CORP 6.750 6/15/23 - $1,113,413.40 1,061,000.00
DIAMOND 1 FIN/DIAMOND 2 5.875 6/15/21 - $1,080,007.31 1,063,000.00
WYNN LAS VEGAS LLC 144A 5.500 3/1/25 - $1,075,782.50 1,027,000.00
SPRINGLEAF FINANCE CORP 7.125 3/15/26 - $1,057,280.00 944,000.00
NETFLIX INC 5.875 11/15/28 - $1,053,160.30 953,000.00
DISH DBS CORP 5.875 11/15/24 - $1,043,115.00 1,059,000.00
DIAMOND SPORTS GR/DIAMON 5.375 8/15/26 - $1,041,250.00 1,000,000.00
STAPLES INC 7.500 4/15/26 - $1,037,120.00 1,000,000.00
NETFLIX INC 4.875 4/15/28 - $1,014,947.50 983,000.00
HILTON DOMESTIC OPERATIN 5.125 5/1/26 - $1,000,862.85 949,000.00
FRONTIER COMMUNICATIONS CORP 11.000 9/15/25 - $999,407.50 2,093,000.00
SOLERA LLC 144A 10.500 3/1/24 - $989,820.00 936,000.00
SBA COMMUNICATIONS CORP 4.875 9/1/24 - $983,677.31 947,000.00
TESLA INC 5.300 8/15/25 - $956,735.00 1,066,000.00
COMMSCOPE TECHNOLOGIES LLC 144A 6.000 6/15/25 - $953,942.50 1,057,000.00
NAVIENT CORP 6.500 6/15/22 - $945,913.75 883,000.00
REGIONALCARE/LIFEPOINT 9.750 12/1/26 - $939,510.00 876,000.00
REYNOLDS GRP ISS/REYNOLD 5.125 7/15/23 - $937,875.00 915,000.00
ALLY FINANCIAL INC 5.750 11/20/25 - $928,715.20 821,000.00
MGM RESORTS INTERNATIONAL 6.000 3/15/23 - $924,771.00 843,000.00
MATTEL INC 6.750 12/31/25 - $920,190.00 888,000.00
PANTHER BF AGGREGATOR 2 8.500 5/15/27 - $918,912.50 902,000.00
HCA INC 5.625 9/1/28 - $918,400.00 820,000.00
CHENIERE CORP CHRISTI HD 5.875 3/31/25 - $917,730.00 824,000.00
DIAMOND SPORTS GR/DIAMON 6.625 8/15/27 - $914,100.00 880,000.00
CHENIERE CORP CHRISTI HD 5.125 6/30/27 - $903,389.40 828,000.00
INFOR (US) INC 6.500 5/15/22 - $894,300.00 880,000.00
PETSMART INC 144A 7.125 3/15/23 - $877,615.20 924,000.00
CENTENE CORP 5.625 2/15/21 - $830,515.40 818,000.00
SIRIUS XM RADIO INC 5.000 8/1/27 - $819,720.00 792,000.00
WELLCARE HEALTH PLANS INC 5.250 4/1/25 - $815,022.00 780,000.00
1011778 BC / NEW RED FIN 5.000 10/15/25 - $813,510.00 786,000.00
MPH ACQUISITION HOLDINGS 144A 7.125 6/1/24 - $809,340.00 861,000.00
HERTZ CORP 7.625 6/1/22 - $795,515.00 764,000.00
VISTRA OPERATIONS CO LLC 5.625 2/15/27 - $794,415.00 753,000.00
ALBERTSONS COS LLC/SAFEW 5.750 3/15/25 - $780,570.00 756,000.00
RITE AID CORP 144A 6.125 4/1/23 - $779,532.60 987,000.00
REFINITIV US HOLDINGS 8.250 11/15/26 - $776,125.00 700,000.00
PAR PHARMACEUTICAL INC 7.500 4/1/27 - $774,224.00 830,000.00
BWAY HOLDING CO 7.250 4/15/25 - $758,426.25 789,000.00
QUINTILES IMS INC 5.000 10/15/26 - $751,057.50 717,000.00
MEREDITH CORP 6.875 2/1/26 - $750,987.50 730,000.00
GOLDEN NUGGET INC 6.750 10/15/24 - $740,097.96 716,000.00
DIAMOND 1 FIN/DIAMOND 2 144A 7.125 6/15/24 - $733,040.55 694,000.00
T-MOBILE USA INC 6.375 3/1/25 - $726,047.00 700,000.00
HUB INTERNATIONAL LTD 7.000 5/1/26 - $725,700.00 708,000.00
IHEARTCOMMUNICATIONS INC 8.375 5/1/27 - $715,275.00 660,000.00
XPO LOGISTICS INC 144A 6.500 6/15/22 - $713,125.00 700,000.00
NOVA CHEMICALS CORP 5.250 6/1/27 - $712,901.25 675,000.00
VERSCEND ESCROW CORP 144A 9.750 8/15/26 - $712,800.00 660,000.00
UBER TECHNOLOGIES INC 8.000 11/1/26 - $709,837.50 690,000.00
DAVITA HEALTHCARE PARTNERS INC 5.000 5/1/25 - $706,930.00 700,000.00
UNIVISION COMMUNICATIONS INC 144A 5.125 2/15/25 - $706,875.00 725,000.00
ICAHN ENTERPRISES/FIN 6.250 2/1/22 - $697,850.00 680,000.00
SCIENTIFIC GAMES INTERNATIONAL INC 144A 5.000 10/15/25 - $696,188.92 673,000.00
REFINITIV US HOLDINGS 6.250 5/15/26 - $693,375.00 645,000.00
QUICKEN LOANS INC 5.250 1/15/28 - $692,766.09 668,000.00
FIRST QUANTUM MINERALS L 7.250 4/1/23 - $689,937.50 700,000.00
BROOKFIELD PPTY REIT INC 5.750 5/15/26 - $678,895.00 652,000.00
MGM GROWTH/MGM FINANCE 5.625 5/1/24 - $672,100.00 611,000.00
VISTRA OPERATIONS CO LLC 5.000 7/31/27 - $667,875.00 650,000.00
CENTURYLINK INC 7.500 4/1/24 - $665,774.40 597,000.00
PETSMART INC 5.875 6/1/25 - $662,603.40 666,000.00
BALL CORP 4.375 12/15/20 - $650,529.88 637,000.00
INCEPTION MRGR/RACKSPACE 8.625 11/15/24 - $640,552.50 686,000.00
JAGUAR HOLDING COMPANY II 144A 6.375 8/1/23 - $637,560.00 616,000.00
NAVISTAR INTERNATIONAL CORP 6.625 11/1/25 - $632,345.00 623,000.00
BANFF MERGER SUB INC 9.750 9/1/26 - $625,625.00 650,000.00
SIX FLAGS ENTERTAINMENT 4.875 7/31/24 - $625,552.20 603,000.00
GOODYEAR TIRE & RUBBER CO 5.125 11/15/23 - $623,639.80 614,000.00
AMC NETWORKS INC 5.000 4/1/24 - $617,250.00 600,000.00
IRON MOUNTAIN INC 4.875 9/15/27 - $615,847.50 606,000.00
SCIENTIFIC GAMES INTERNA 10.000 12/1/22 - $612,560.00 589,000.00
CHESAPEAKE ENERGY CORP 8.000 1/15/25 - $609,390.00 732,000.00
SPECTRUM BRANDS INC 5.750 7/15/25 - $601,437.20 574,000.00
KFC HOLDING CO 144A 5.250 6/1/26 - $597,130.00 566,000.00
HOWARD HUGHES CORP 5.375 3/15/25 - $593,068.70 569,000.00
ALLISON TRANSMISSION INC 5.000 10/1/24 - $593,055.80 580,000.00
COMMUNICATIONS SALES & L 8.250 10/15/23 - $587,745.00 666,000.00
CRC ESCROW ISSUER LLC 5.250 10/15/25 - $577,580.36 566,000.00
IQVIA INC 5.000 5/15/27 - $567,388.80 540,000.00
CALIFORNIA RESOURCES CORP 144A 8.000 12/15/22 - $563,000.00 1,126,000.00
BRAND INDUSTRIAL SERVICE 8.500 7/15/25 - $556,842.50 617,000.00
MATADOR RESOURCES CO 5.875 9/15/26 - $555,500.00 550,000.00
CHESAPEAKE ENERGY CORP 8.000 6/15/27 - $540,960.00 672,000.00
ANTERO RESOURCES CORP 5.125 12/1/22 - $539,108.28 586,000.00
CHANGE HEALTH / FIN INC 5.750 3/1/25 - $532,875.00 525,000.00
BAUSCH HEALTH COS INC 7.000 3/15/24 - $526,750.00 500,000.00
PANTHER BF AGGREGATOR 2 6.250 5/15/26 - $526,250.00 500,000.00
HERC HOLDINGS INC 5.500 7/15/27 - $520,625.00 500,000.00
STAPLES INC 10.750 4/15/27 - $520,000.00 500,000.00
ARAMARK SERVICES INC 5.000 2/1/28 - $516,875.00 500,000.00
BALL CORP 5.250 7/1/25 - $514,930.00 466,000.00
XPO LOGISTICS INC 6.750 8/15/24 - $514,781.25 475,000.00
WEST CORP 8.500 10/15/25 - $511,712.50 611,000.00
ALLIED UNIVERSAL 9.750 7/15/27 - $511,180.00 488,000.00
CSC HOLDINGS LLC 6.500 2/1/29 - $503,826.60 453,000.00
FIRST QUANTUM MINERALS L 7.500 4/1/25 - $493,350.00 506,000.00
ENDO LTD 144A 6.000 7/15/23 - $472,615.99 737,000.00
VALARIS PLC 7.750 2/1/26 - $445,986.90 681,000.00
ENVISION HEALTHCARE CORP 8.750 10/15/26 - $436,425.00 690,000.00
CALPINE CORP 5.250 6/1/26 - $427,450.00 415,000.00
ALBERTSONS COS LLC/SAFEW 6.625 6/15/24 - $420,206.58 402,000.00
FRONTIER COMMUNICATIONS CORP 10.500 9/15/22 - $412,055.00 854,000.00
AVANTOR INC 6.000 10/1/24 - $408,006.00 380,000.00
BWAY HOLDING CO 5.500 4/15/24 - $401,869.80 391,000.00
NOVA CHEMICALS CORP 4.875 6/1/24 - $401,752.50 391,000.00
HILTON DOMESTIC OPERATIN 4.875 1/15/30 - $390,350.00 370,000.00
EP ENER/EVEREST ACQ FIN 7.750 5/15/26 - $382,360.00 484,000.00
ALLIED UNIVERSAL 6.625 7/15/26 - $370,125.00 350,000.00
NBM US HOLDINGS INC 7.000 5/14/26 - $365,986.25 350,000.00
SIRIUS XM RADIO INC 4.625 7/15/24 - $363,562.50 350,000.00
CROWNROCK LP/CROWNROCK F 5.625 10/15/25 - $358,867.50 354,000.00
NEXSTAR ESCROW INC 5.625 7/15/27 - $335,900.80 320,000.00
EXELA INTERMEDIATE LLC 144A 10.000 7/15/23 - $320,040.00 508,000.00
POST HOLDINGS INC 5.750 3/1/27 - $318,000.00 300,000.00
NOVELIS CORP 5.875 9/30/26 - $314,874.00 300,000.00
TENET HEALTHCARE CORP 4.875 1/1/26 - $307,500.00 300,000.00
BEACON ESCROW CORP 4.875 11/1/25 - $302,940.00 306,000.00
XEROX CORPORATION 3.625 3/15/23 - $296,092.50 291,000.00
VALARIS PLC 5.750 10/1/44 - $260,930.00 538,000.00
UNITED RENTALS NORTH AM 6.500 12/15/26 - $256,256.25 237,000.00
QUICKEN LOANS INC 144A 5.750 5/1/25 - $255,750.00 248,000.00
ESH HOSPITALITY INC 144A 5.250 5/1/25 - $239,540.00 232,000.00
NRG ENERGY INC 6.625 1/15/27 - $214,471.62 198,000.00
JBS USA/FOOD/FINANCE 5.500 1/15/30 - $212,480.97 200,000.00
CLEAR CHANNEL WORLDWIDE 5.125 8/15/27 - $209,500.00 200,000.00
COMMSCOPE FINANCE LLC 6.000 3/1/26 - $190,320.00 183,000.00
NOVELIS CORP 144A 6.250 8/15/24 - $178,500.00 170,000.00
ZAYO GROUP LLC 6.000 4/1/23 - $177,356.08 172,000.00
JBS USA/FOOD/FINANCE 6.500 4/15/29 - $166,125.00 150,000.00
BOMBARDIER INC 7.875 4/15/27 - $149,437.50 150,000.00
TARGA RESOURCES PARTNERS 5.875 4/15/26 - $140,980.00 133,000.00
KFC HLD/PIZZA HUT/TACO 5.000 6/1/24 - $135,200.00 130,000.00
MCDERMOTT ESCROW 1 INC 10.625 5/1/24 - $126,225.00 495,000.00
EP ENER/EVEREST ACQ FIN 9.375 5/1/24 - $19,360.00 484,000.00
NET OTHER ASSETS / CASH - - - $4,282,677.80 4,282,677.80