Investment Grade—Interest Rate Hedged - IGHG Investment Grade—Interest Rate Hedged

ProShares Investment Grade—Interest Rate Hedged seeks investment results, before fees and expenses, that track the performance of the FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index.

  • Provides the return potential of a diversified portfolio of investment grade 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 4/1/20

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US ULTRA BOND FUTURE 06/19/2020 (WNM0) - - (30,820,718.75) - (137.00)
US LONG BOND FUTURE 06/19/2020 (USM0) - - (84,404,250.00) - (466.00)
US 10YR NOTE FUTURE 06/19/2020 (TYM0) - - (107,712,890.63) - (775.00)
GOLDMAN SACHS GROUP INC 6.750 10/1/37 - $4,063,967.34 3,250,000.00
PFIZER INC 7.200 3/15/39 - $3,986,197.28 2,471,000.00
CITIGROUP INC 4.450 9/29/27 - $3,520,392.11 3,389,000.00
JPMORGAN CHASE & CO 5.500 10/15/40 - $2,585,388.14 1,934,000.00
BARCLAYS PLC 4.375 1/12/26 - $2,513,408.52 2,479,000.00
GE CAPITAL INTL FUNDING 3.373 11/15/25 - $2,384,579.12 2,372,000.00
BHP BILLITON FINANCE USA LTD 4.125 2/24/42 - $2,289,704.62 1,918,000.00
VERIZON COMMUNICATIONS INC 4.862 8/21/46 - $2,246,878.36 1,752,000.00
CRED SUIS GP FUN LTD 4.550 4/17/26 - $2,208,352.52 2,091,000.00
MITSUBISHI UFJ FINANCIAL GROUP INC 3.850 3/1/26 - $2,172,039.18 2,129,000.00
VODAFONE GROUP PLC 5.250 5/30/48 - $2,160,468.75 1,840,000.00
AMERICA MOVIL SAB DE CV 6.125 3/30/40 - $2,147,893.00 1,634,000.00
SHELL INTL FINANCE BV 4.375 5/11/45 - $2,082,865.35 1,842,000.00
WESTPAC BANKING CORP 2.850 5/13/26 - $2,041,863.28 1,970,000.00
CONOCOPHILLIPS HLDG CO 6.950 4/15/29 - $2,005,666.69 1,630,000.00
VALE OVERSEAS LTD 6.875 11/10/39 - $1,976,910.00 1,781,000.00
INTL BUSINESS MACHINES CORP 4.000 6/20/42 - $1,939,596.14 1,712,000.00
GE CAPITAL INTL FUNDING 4.418 11/15/35 - $1,915,557.28 1,827,000.00
MORGAN STANLEY 4.300 1/27/45 - $1,905,723.33 1,642,000.00
IBM CORP 3.500 5/15/29 - $1,868,409.74 1,705,000.00
APPLE INC 3.850 5/4/43 - $1,856,258.75 1,601,000.00
UNITEDHEALTH GROUP INC 4.750 7/15/45 - $1,853,226.96 1,476,000.00
TELEFONICA EMISIONES SAU 7.045 6/20/36 - $1,837,184.85 1,533,000.00
JPMORGAN CHASE & CO 5.600 7/15/41 - $1,803,360.15 1,283,000.00
HSBC HOLDINGS PLC 5.250 3/14/44 - $1,791,531.64 1,552,000.00
SUMITOMO MITSUI FINANCIAL GROUP INC 3.784 3/9/26 - $1,779,092.22 1,661,000.00
ING GROEP NV 3.950 3/29/27 - $1,776,049.95 1,743,000.00
MITSUBISHI UFJ FIN GRP 3.677 2/22/27 - $1,722,364.57 1,646,000.00
APPLE INC 3.450 2/9/45 - $1,706,720.67 1,501,000.00
IBM CORP 4.150 5/15/39 - $1,682,577.05 1,521,000.00
SUMITOMO MITSUI FINL GRP 2.632 7/14/26 - $1,674,864.45 1,674,000.00
ASTRAZENECA PLC 6.450 9/15/37 - $1,646,593.72 1,131,000.00
UNITED TECHNOLOGIES CORP 5.700 4/15/40 - $1,628,160.42 1,239,000.00
GLAXOSMITHKLINE CAPITAL INC 6.375 5/15/38 - $1,627,284.43 1,102,000.00
METLIFE INC 4.050 3/1/45 - $1,581,388.60 1,497,000.00
MIZUHO FINANCIAL GROUP 3.170 9/11/27 - $1,549,576.44 1,541,000.00
UNITEDHEALTH GROUP INC 4.625 7/15/35 - $1,529,841.62 1,289,000.00
BERKSHIRE HATHAWAY ENERG 6.125 4/1/36 - $1,482,395.91 1,118,000.00
VODAFONE GROUP PLC 5.000 5/30/38 - $1,463,982.41 1,308,000.00
NBCUNIVERSAL MEDIA LLC 4.450 1/15/43 - $1,447,633.73 1,232,000.00
VIACOM INC 4.375 3/15/43 - $1,447,291.33 1,681,000.00
WAL-MART STORES INC 6.500 8/15/37 - $1,412,968.33 952,000.00
ORACLE CORP 5.375 7/15/40 - $1,400,993.90 1,130,000.00
LLOYDS BANKING GROUP PLC 4.344 1/9/48 - $1,389,818.30 1,402,000.00
MORGAN STANLEY 3.875 1/27/26 - $1,386,906.18 1,285,000.00
JPMORGAN CHASE & CO 6.400 5/15/38 - $1,375,015.67 954,000.00
TIME WARNER CABLE INC 6.750 6/15/39 - $1,369,010.38 1,187,000.00
GENERAL ELECTRIC CAPITAL CORP 6.875 1/10/39 - $1,354,711.18 1,100,000.00
HOME DEPOT INC 5.875 12/16/36 - $1,344,156.57 978,000.00
VERIZON COMMUNICATIONS 4.500 8/10/33 - $1,335,019.26 1,140,000.00
SHELL INTERNATIONAL FINANCE BV 4.125 5/11/35 - $1,334,604.59 1,150,000.00
WELLS FARGO & COMPANY 3.000 10/23/26 - $1,323,846.40 1,299,000.00
CISCO SYSTEMS INC 5.900 2/15/39 - $1,319,740.16 889,000.00
SOUTHERN COPPER CORP 5.875 4/23/45 - $1,316,140.48 1,235,000.00
MORGAN STANLEY 4.375 1/22/47 - $1,311,700.34 1,069,000.00
COMCAST CORP 4.750 3/1/44 - $1,300,290.77 1,053,000.00
GOLDMAN SACHS GROUP INC 6.250 2/1/41 - $1,298,182.64 987,000.00
COCA-COLA CO 2.250 9/1/26 - $1,290,483.50 1,254,000.00
BANK OF AMERICA CORP 5.875 2/7/42 - $1,275,125.97 928,000.00
HSBC HOLDINGS PLC 6.800 6/1/38 - $1,266,336.65 978,000.00
BANK OF AMERICA CORP 6.110 1/29/37 - $1,248,902.95 976,000.00
SHELL INTL FINANCE BV 6.375 12/15/38 - $1,239,583.77 902,000.00
ABBVIE INC 4.400 11/6/42 - $1,217,006.42 1,100,000.00
MEDTRONIC INC 4.375 3/15/35 - $1,207,625.10 970,000.00
BANCO SANTANDER SA 3.306 6/27/29 - $1,204,442.06 1,246,000.00
UNITED TECHNOLOGIES CORP 6.125 7/15/38 - $1,190,706.92 815,000.00
CISCO SYSTEMS INC 5.500 1/15/40 - $1,187,616.86 828,000.00
MICROSOFT CORP 4.500 10/1/40 - $1,174,657.09 912,000.00
TIME WARNER CABLE INC 7.300 7/1/38 - $1,165,451.69 927,000.00
RABOBANK INTERNATIONAL (UTRECHT BRANCH) 5.250 8/4/45 - $1,156,508.08 944,000.00
WELLS FARGO & COMPANY 4.100 6/3/26 - $1,154,853.70 1,088,000.00
BANK OF AMERICA CORP 7.750 5/14/38 - $1,140,929.54 792,000.00
HSBC HOLDINGS PLC 4.300 3/8/26 - $1,139,142.87 1,067,000.00
PHILIP MORRIS INTL INC 6.375 5/16/38 - $1,095,630.26 800,000.00
TARGET CORP 3.625 4/15/46 - $1,069,679.21 940,000.00
HSBC HOLDINGS PLC 3.900 5/25/26 - $1,051,969.73 1,014,000.00
THE WALT DISNEY COMPANY 2.950 6/15/27 - $1,015,960.74 986,000.00
NOVARTIS CAPITAL CORP 4.400 5/6/44 - $1,013,657.04 755,000.00
TELEFONICA EMISIONES SAU 4.103 3/8/27 - $1,007,232.51 975,000.00
VERIZON COMMUNICATIONS 4.125 3/16/27 - $1,003,613.14 908,000.00
JPMORGAN CHASE & CO 5.400 1/6/42 - $1,002,309.45 748,000.00
TOTAL CAPITAL SA 3.883 10/11/28 - $979,400.78 932,000.00
ORACLE CORP 6.500 4/15/38 - $976,033.26 705,000.00
WALT DISNEY COMPANY/THE 1.850 7/30/26 - $966,691.76 972,000.00
WYETH LLC 5.950 4/1/37 - $962,301.48 677,000.00
ASTRAZENECA PLC 3.375 11/16/25 - $954,011.30 905,000.00
CITIGROUP INC 4.300 11/20/26 - $952,315.97 899,000.00
ALLY FINANCIAL INC 8.000 11/1/31 - $931,382.40 816,000.00
WELLS FARGO & CO 5.606 1/15/44 - $922,438.78 766,000.00
TELEFONICA EMISIONES SAU 4.895 3/6/48 - $915,594.90 821,000.00
FIRSTENERGY CORP 7.375 11/15/31 - $887,962.76 658,000.00
SUMITOMO MITSUI FINL GRP 3.040 7/16/29 - $887,815.10 897,000.00
BANK OF AMERICA CORP 4.250 10/22/26 - $886,476.63 835,000.00
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.750 7/15/42 - $885,270.72 973,000.00
BANCO SANTANDER SA 3.800 2/23/28 - $864,398.88 878,000.00
CATERPILLAR INC 3.803 8/15/42 - $860,936.42 750,000.00
AT&T INC 5.350 9/1/40 - $859,241.52 734,000.00
EL PASO LLC 7.750 1/15/32 - $855,985.56 727,000.00
WELLS FARGO & COMPANY 3.550 9/29/25 - $854,096.26 806,000.00
GENERAL MOTORS CO 5.200 4/1/45 - $850,568.86 1,103,000.00
NEXEN ENERGY ULC 6.400 5/15/37 - $845,491.97 617,000.00
COOPERATIEVE RABOBANK UA 3.750 7/21/26 - $844,181.08 871,000.00
COMCAST CORP 4.250 1/15/33 - $841,808.30 734,000.00
VODAFONE GROUP PLC 4.375 5/30/28 - $840,698.50 797,000.00
FORD MOTOR COMPANY 4.750 1/15/43 - $824,640.00 1,500,000.00
WEYERHAEUSER CO 7.375 3/15/32 - $805,660.10 680,000.00
VALERO ENERGY CORP 6.625 6/15/37 - $793,532.07 768,000.00
UNITED PARCEL SERVICE INC 6.200 1/15/38 - $785,922.19 600,000.00
GLAXOSMITHKLINE CAPITAL INC 3.875 5/15/28 - $781,899.19 693,000.00
KRAFT HEINZ FOODS CO 5.000 6/4/42 - $761,123.36 801,000.00
US12634MAE03 4.375 5/2/28 - $757,839.35 673,000.00
ALTRIA GROUP INC 5.375 1/31/44 - $741,092.50 668,000.00
PHILLIPS 66 5.875 5/1/42 - $734,100.74 726,000.00
WELLS FARGO BANK NA 6.600 1/15/38 - $730,834.66 517,000.00
MITSUBISHI UFJ FIN GRP 2.757 9/13/26 - $720,050.69 714,000.00
DAIMLER FINANCE NORTH AMERICA LLC 8.500 1/18/31 - $716,253.42 536,000.00
LOCKHEED MARTIN CORP 4.070 12/15/42 - $711,898.20 605,000.00
RIO TINTO FINANCE (USA) LTD 5.200 11/2/40 - $711,785.99 536,000.00
BANK OF AMERICA CORP 5.000 1/21/44 - $696,072.47 561,000.00
DUKE ENERGY FLORIDA INC 6.400 6/15/38 - $688,333.92 496,000.00
DOW CHEMICAL CO 7.375 11/1/29 - $685,942.79 539,000.00
BARCLAYS PLC 5.250 8/17/45 - $683,273.10 590,000.00
VERIZON COMMUNICATIONS 4.125 8/15/46 - $679,429.36 582,000.00
AXA SA 8.600 12/15/30 - $678,518.46 523,000.00
NATIONAL AUSTRALIA BK/NY 2.500 7/12/26 - $673,653.16 672,000.00
PNC BANK NA 4.050 7/26/28 - $663,203.55 610,000.00
LLOYDS BANKING GROUP PLC 4.550 8/16/28 - $658,062.48 622,000.00
TRANSCANADA PIPELINES 7.625 1/15/39 - $650,874.25 500,000.00
CITIGROUP INC 3.700 1/12/26 - $649,731.67 611,000.00
ASCENSION HEALTH 3.945 11/15/46 - $644,086.45 550,000.00
SUNCOR ENERGY INC 6.500 6/15/38 - $635,072.34 636,000.00
ROYAL BANK OF SCOTLAND GROUP PLC 4.800 4/5/26 - $625,278.30 629,000.00
VODAFONE GROUP PLC 4.250 9/17/50 - $624,276.51 644,000.00
SHELL INTERNATIONAL FIN 4.000 5/10/46 - $623,777.42 575,000.00
IBM CORP 4.250 5/15/49 - $622,040.31 538,000.00
JOHNSON & JOHNSON 5.950 8/15/37 - $612,660.59 404,000.00
MORGAN STANLEY 4.350 9/8/26 - $610,802.93 569,000.00
MEDTRONIC INC 4.625 3/15/45 - $600,672.21 452,000.00
HP INC 6.000 9/15/41 - $600,593.81 549,000.00
UNITEDHEALTH GROUP INC 6.875 2/15/38 - $594,655.64 406,000.00
WILLIAMS PARTNERS LP 6.300 4/15/40 - $594,373.67 585,000.00
BANCO SANTANDER SA 4.379 4/12/28 - $573,352.74 558,000.00
VERIZON COMMUNICATIONS 5.250 3/16/37 - $570,951.05 450,000.00
SHELL INTL FINANCE BV 5.500 3/25/40 - $567,120.29 440,000.00
BANK OF AMERICA NA 6.000 10/15/36 - $558,383.80 420,000.00
AMERICA MOVIL SAB DE CV 4.375 7/16/42 - $552,464.25 514,000.00
COOPERATIEVE CENTRALE RAIFFEISEN BOERENLEENBANK BA 5.250 5/24/41 - $551,299.43 400,000.00
HSBC HOLDINGS PLC 6.500 5/2/36 - $548,146.68 440,000.00
KINDER MORGAN ENERGY PARTNERS LP 6.950 1/15/38 - $538,697.96 512,000.00
FIFTH THIRD BANCORP 8.250 3/1/38 - $534,752.73 403,000.00
WAL MART STORES INC 5.250 9/1/35 - $534,619.58 387,000.00
HSBC HOLDINGS PLC 4.375 11/23/26 - $527,835.63 500,000.00
CANADIAN NATURAL RESOURCES LTD 6.250 3/15/38 - $518,981.75 666,000.00
ORACLE CORP 6.125 7/8/39 - $517,236.15 391,000.00
ANTHEM INC 4.650 1/15/43 - $514,154.49 468,000.00
BANK OF NOVA SCOTIA 2.700 8/3/26 - $504,327.08 500,000.00
COCA-COLA CO 2.125 9/6/29 - $501,682.76 500,000.00
BANK OF NOVA SCOTIA 4.500 12/16/25 - $498,448.47 485,000.00
WELLS FARGO & COMPANY 4.400 6/14/46 - $494,116.89 468,000.00
APPLE INC 4.375 5/13/45 - $493,646.09 386,000.00
AMERICAN EXPRESS CO 4.050 12/3/42 - $490,944.00 409,000.00
BAKER HUGHES INC 5.125 9/15/40 - $484,573.36 537,000.00
TIME WARNER CABLE INC 6.550 5/1/37 - $481,371.09 425,000.00
ASTRAZENECA PLC 4.000 9/18/42 - $481,053.57 421,000.00
LLOYDS BANKING GROUP PLC 3.750 1/11/27 - $480,848.05 473,000.00
CITIGROUP INC 4.600 3/9/26 - $467,075.78 442,000.00
SUMITOMO MITSUI FINL GRP 3.364 7/12/27 - $459,319.92 438,000.00
LLOYDS BANKING GROUP PLC 4.582 12/10/25 - $452,387.82 449,000.00
HESS CORP 5.600 2/15/41 - $437,513.53 645,000.00
VODAFONE GROUP PLC 6.150 2/27/37 - $435,899.11 360,000.00
MERCK & CO INC 4.150 5/18/43 - $433,920.08 348,000.00
MOLSON COORS BREWING CO 5.000 5/1/42 - $432,751.12 444,000.00
PFIZER INC 3.000 12/15/26 - $430,772.84 396,000.00
FORD MOTOR CREDIT CO LLC 4.389 1/8/26 - $425,799.90 501,000.00
VERIZON COMMUNICATIONS 4.272 1/15/36 - $419,685.58 371,000.00
MANULIFE FINANCIAL CORP 4.150 3/4/26 - $418,349.70 408,000.00
TARGET CORP 4.000 7/1/42 - $414,032.98 349,000.00
MORGAN STANLEY 5.000 11/24/25 - $413,591.00 380,000.00
HALLIBURTON CO 7.450 9/15/39 - $404,503.49 411,000.00
APPLE INC 4.450 5/6/44 - $403,078.28 320,000.00
WELLS FARGO & COMPANY 5.375 11/2/43 - $395,027.82 336,000.00
SOUTHERN COPPER CORP 6.750 4/16/40 - $388,828.32 333,000.00
JEFFERIES GRP LLC / CAP 4.150 1/23/30 - $381,536.81 397,000.00
COMCAST CORP 4.650 7/15/42 - $381,479.45 317,000.00
LLOYDS BANKING GROUP PLC 4.375 3/22/28 - $369,069.78 341,000.00
BANK OF AMERICA CORP 4.450 3/3/26 - $357,591.39 336,000.00
GOLDMAN SACHS GROUP INC 5.150 5/22/45 - $350,828.24 306,000.00
ROYAL BANK OF CANADA 4.650 1/27/26 - $344,877.28 329,000.00
MITSUBISHI UFJ FIN GRP 4.050 9/11/28 - $335,424.78 300,000.00
CONOCOPHILLIPS 6.500 2/1/39 - $327,489.46 260,000.00
TRANSCANADA PIPELINES 6.200 10/15/37 - $324,864.44 277,000.00
MITSUBISHI UFJ FIN GRP 3.961 3/2/28 - $313,017.25 300,000.00
GENERAL ELECTRIC CO 5.875 1/14/38 - $311,679.07 272,000.00
MITSUBISHI UFJ FIN GRP 3.287 7/25/27 - $307,751.88 300,000.00
MORGAN STANLEY 3.625 1/20/27 - $291,219.99 274,000.00
WALT DISNEY CO 6.650 11/15/37 - $290,070.30 200,000.00
CENOVUS ENERGY INC 6.750 11/15/39 - $268,968.22 601,000.00
MITSUBISHI UFJ FIN GRP 3.751 7/18/39 - $253,886.19 256,000.00
AT&T INC 5.550 8/15/41 - $252,633.68 220,000.00
WELLS FARGO & COMPANY 3.000 4/22/26 - $234,974.40 230,000.00
UNILEVER CAPITAL CORP 5.900 11/15/32 - $228,992.44 171,000.00
TELEFONICA EMISIONES SAU 5.213 3/8/47 - $214,835.21 195,000.00
LLOYDS BANKING GROUP PLC 4.650 3/24/26 - $208,297.67 204,000.00
ASTRAZENECA PLC 4.375 11/16/45 - $203,559.37 163,000.00
NOMURA HOLDINGS INC 3.103 1/16/30 - $190,960.07 203,000.00
WESTPAC BANKING CORP 3.400 1/25/28 - $158,021.25 150,000.00
TELEFONICA EUROPE BV 8.250 9/15/30 - $148,507.28 103,000.00
SHELL INTL FINANCE BV 4.550 8/12/43 - $148,181.59 129,000.00
SUMITOMO MITSUI FINL GRP 3.446 1/11/27 - $142,644.52 138,000.00
PFIZER INC 4.000 12/15/36 - $130,670.14 114,000.00
ECOPETROL SA 5.875 5/28/45 - $120,930.00 139,000.00
SHELL INTERNATIONAL FIN 3.750 9/12/46 - $120,399.44 115,000.00
CITIGROUP INC 3.400 5/1/26 - $119,100.59 115,000.00
GENERAL ELECTRIC CAPITAL CORP 6.750 3/15/32 - $119,099.79 99,000.00
PHILIP MORRIS INTL INC 4.250 11/10/44 - $111,889.66 100,000.00
OCCIDENTAL PETROLEUM CORP 6.450 9/15/36 - $109,936.00 235,000.00
WALT DISNEY COMPANY/THE 3.000 2/13/26 - $109,872.74 104,000.00
SHELL INTERNATIONAL FIN 2.500 9/12/26 - $107,698.87 107,000.00
IBM CORP 3.450 2/19/26 - $93,576.34 87,000.00
GENERAL MOTORS CO 6.250 10/2/43 - $91,810.01 115,000.00
UNITED TECHNOLOGIES CORP 4.500 6/1/42 - $88,653.18 75,000.00
CITIGROUP INC 5.875 1/30/42 - $83,963.36 63,000.00
CITIGROUP INC 8.125 7/15/39 - $81,234.44 50,000.00
FORD MOTOR CO 7.450 7/16/31 - $74,129.60 107,000.00
BARCLAYS PLC 4.950 1/10/47 - $65,089.30 60,000.00
VALE OVERSEAS LTD 6.250 8/10/26 - $64,015.00 59,000.00
THE WALT DISNEY COMPANY 4.125 6/1/44 - $62,049.13 52,000.00
VERIZON COMMUNICATIONS 5.012 4/15/49 - $57,699.18 43,000.00
WESTPAC BANKING CORP 2.700 8/19/26 - $55,924.47 55,000.00
ANHEUSER-BUSCH INBEV WOR 4.950 1/15/42 - $54,300.99 50,000.00
COMCAST CORP 6.500 11/15/35 - $54,288.79 38,000.00
VIACOM INC 6.875 4/30/36 - $39,252.56 35,000.00
VERIZON COMMUNICATIONS INC 4.522 9/15/48 - $35,316.70 29,000.00
SUMITOMO MITSUI FINL GRP 3.010 10/19/26 - $28,996.92 29,000.00
MORGAN STANLEY 3.125 7/27/26 - $23,763.29 23,000.00
COCA-COLA CO 2.875 10/27/25 - $22,427.03 21,000.00
BANCO SANTANDER SA 4.250 4/11/27 - $21,022.20 21,000.00
MITSUBISHI UFJ FIN GRP 3.741 3/7/29 - $12,786.41 12,000.00
IBM CORP 3.300 5/15/26 - $11,798.92 11,000.00
TIME WARNER ENTERTAINMENT 8.375 7/15/33 - $11,058.37 8,000.00
MIZUHO FINANCIAL GROUP INC 2.839 9/13/26 - $10,694.36 11,000.00
BANK OF AMERICA CORP 3.500 4/19/26 - $7,343.28 7,000.00
SOUTHERN COPPER CORP 5.250 11/8/42 - $5,009.05 5,000.00
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 4.875 5/15/45 - $4,672.51 4,000.00
GOLDMAN SACHS GROUP INC 4.250 10/21/25 - $4,153.37 4,000.00
ING GROEP NV 4.050 4/9/29 - $2,070.44 2,000.00
NET OTHER ASSETS / CASH - - - $9,014,816.27 9,014,816.27