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 Citi 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
  • Learn more about ProShares Interest Rate Hedged Bond ETFs.
  • Read the Report: The Shortcomings of Short Term High Yield Bond Funds.
  • Watch the Video: Interest Rate Risk and the Benefits of Rate-Hedged Bond ETFs

As of 10/17/17

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 12/30/2016 (TUZ7) - - - (39,850,156.25) - (185.00)
US 10YR NOTE FUTURE 12/19/2017 (TYZ7) - - - (47,917,125.00) - (382.00)
US 5YR NOTE FUTURE 12/30/2016 (FVZ7) - - - (52,804,687.50) - (450.00)
WESTERN DIGITAL CORP - 10.500 4/1/24 - $2,636,952.50 2,249,000.00
SPRINT CORP - 7.875 9/15/23 - $2,488,112.20 2,149,000.00
PRIME SECSRVC BRW/FINANC - 9.250 5/15/23 - $2,174,640.00 1,968,000.00
FIRST DATA CORP 144A - 5.750 1/15/24 - $2,143,645.00 2,044,000.00
NIELSEN FINANCE LLC 144A - 5.000 4/15/22 - $1,982,025.00 1,915,000.00
CCO HOLDINGS LLC - 5.750 2/15/26 - $1,942,655.00 1,859,000.00
SCIENTIFIC GAMES INTERNA - 10.000 12/1/22 - $1,888,270.75 1,717,000.00
FRONTIER COMMUNICATIONS CORP - 11.000 9/15/25 - $1,837,875.00 2,175,000.00
DYNEGY INC - 7.375 11/1/22 - $1,801,700.00 1,720,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC - 6.875 2/1/22 - $1,792,417.50 2,378,000.00
CALPINE CORP - 5.750 1/15/25 - $1,756,453.13 1,855,000.00
POST HOLDINGS INC 144A - 5.000 8/15/26 - $1,745,000.00 1,745,000.00
VRX ESCROW CORP 144A - 6.125 4/15/25 - $1,734,837.50 2,035,000.00
KFC HOLDING CO 144A - 5.250 6/1/26 - $1,691,500.00 1,592,000.00
UNIVISION COMMUNICATIONS INC 144A - 5.125 2/15/25 - $1,673,393.75 1,663,000.00
ENERGY TRANSFER EQUITY LP - 5.500 6/1/27 - $1,666,620.00 1,576,000.00
DISH DBS CORP - 5.875 11/15/24 - $1,502,550.00 1,484,000.00
FIRST DATA CORP 144A - 7.000 12/1/23 - $1,485,412.50 1,385,000.00
MPH ACQUISITION HOLDINGS 144A - 7.125 6/1/24 - $1,432,975.00 1,333,000.00
ZAYO GROUP LLC/ZAYO CAP - 5.750 1/15/27 - $1,413,700.00 1,340,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.125 7/15/24 - $1,412,400.00 1,408,000.00
NOVELIS CORP 144A - 6.250 8/15/24 - $1,398,930.00 1,326,000.00
HCA INC - 5.375 2/1/25 - $1,380,452.50 1,337,000.00
DISH DBS CORP - 7.750 7/1/26 - $1,348,035.00 1,209,000.00
1011778 BC / NEW RED FIN 144A - 4.250 5/15/24 - $1,344,690.00 1,338,000.00
CONSOL ENERGY INC - 5.875 4/15/22 - $1,317,412.50 1,290,000.00
SOLERA LLC 144A - 10.500 3/1/24 - $1,315,465.00 1,159,000.00
DOLLAR TREE INC - 5.750 3/1/23 - $1,281,572.50 1,222,000.00
TENET HEALTHCARE CORP - 8.125 4/1/22 - $1,264,412.50 1,255,000.00
ICAHN ENTERPRISES/FIN - 6.000 8/1/20 - $1,244,718.75 1,207,000.00
NAVIENT CORP - 5.500 1/15/19 - $1,225,807.50 1,193,000.00
VRX ESCROW CORP 144A - 5.875 5/15/23 - $1,214,320.00 1,412,000.00
SPRINGLEAF FINANCE CORP - 8.250 12/15/20 - $1,207,360.00 1,078,000.00
BALL CORP - 5.250 7/1/25 - $1,202,827.50 1,091,000.00
ANTERO RESOURCES FINANCE CORP - 5.375 11/1/21 - $1,198,500.00 1,175,000.00
MGM RESORTS INTERNATIONAL - 6.000 3/15/23 - $1,194,080.00 1,088,000.00
ICAHN ENTERPRISES/FIN - 5.875 2/1/22 - $1,190,250.00 1,150,000.00
SIRIUS XM RADIO INC 144A - 6.000 7/15/24 - $1,189,715.00 1,108,000.00
EQUINIX INC - 5.375 5/15/27 - $1,188,075.00 1,095,000.00
RITE AID CORP 144A - 6.125 4/1/23 - $1,174,852.50 1,227,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC - 6.500 11/15/22 - $1,170,855.00 1,134,000.00
SIRIUS XM RADIO INC - 5.000 8/1/27 - $1,160,537.50 1,135,000.00
BOMBARDIER INC 144A - 7.500 3/15/25 - $1,160,080.00 1,088,000.00
WYNN LAS VEGAS LLC 144A - 5.500 3/1/25 - $1,141,140.00 1,092,000.00
FREEPORT-MCMORAN INC - 3.875 3/15/23 - $1,132,007.50 1,142,000.00
TENET HEALTHCARE CORP - 6.750 6/15/23 - $1,130,367.50 1,193,000.00
CONTINENTAL RESOURCES INC - 4.500 4/15/23 - $1,121,575.00 1,105,000.00
T-MOBILE USA INC - 6.500 1/15/26 - $1,116,950.00 1,004,000.00
CITGO HOLDING INC 144A - 10.750 2/15/20 - $1,110,240.00 1,028,000.00
CCO HLDGS LLC/CAP CORP - 5.125 5/1/27 - $1,107,562.50 1,100,000.00
QUICKEN LOANS INC 144A - 5.750 5/1/25 - $1,088,167.50 1,029,000.00
JUPITER RESOURCES INC 144A - 8.500 10/1/22 - $1,072,400.00 1,532,000.00
CENTENE CORP - 4.750 1/15/25 - $1,058,325.00 1,030,000.00
ASHLAND INC - 4.750 8/15/22 - $1,056,442.50 999,000.00
BMC SOFTWARE FINANCE INC 144A - 8.125 7/15/21 - $1,037,538.75 1,011,000.00
GOODYEAR TIRE & RUBBER CO - 5.125 11/15/23 - $995,885.00 953,000.00
MEG ENERGY CORP 144A - 7.000 3/31/24 - $975,362.50 1,099,000.00
XPO LOGISTICS INC 144A - 6.500 6/15/22 - $958,740.00 912,000.00
UNITED RENTALS NORTH AM - 5.875 9/15/26 - $945,030.00 867,000.00
GLP CAPITAL LP / FIN II - 4.875 11/1/20 - $944,225.00 895,000.00
DIAMOND 1 FIN/DIAMOND 2 - 5.875 6/15/21 - $937,470.20 896,000.00
EMC CORP - 2.650 6/1/20 - $936,324.00 947,000.00
INFOR (US) INC - 6.500 5/15/22 - $926,782.50 889,000.00
BOMBARDIER INC - 8.750 12/1/21 - $926,493.75 819,000.00
SBA COMMUNICATIONS CORP SBAC 4.875 9/1/24 - $924,651.25 901,000.00
HCA INC - 5.875 2/15/26 - $919,960.00 872,000.00
NETFLIX INC - 4.375 11/15/26 - $910,000.00 910,000.00
LIFEPOINT HOSPITALS INC - 5.500 12/1/21 - $906,255.00 882,000.00
FIRST QUANTUM MINERALS LTD 144A - 7.000 2/15/21 - $903,610.00 872,000.00
ASCENT RESOURCES/ARU FIN - 10.000 4/1/22 - $902,010.00 843,000.00
CHEMOURS CO - 6.625 5/15/23 - $890,340.00 836,000.00
GATES GLOBAL LLC 144A - 6.000 7/15/22 - $883,650.00 860,000.00
COMMSCOPE TECHNOLOGIES LLC 144A - 6.000 6/15/25 - $873,440.00 824,000.00
BWAY HOLDING CO - 7.250 4/15/25 - $849,742.50 822,000.00
INCEPTION MRGR/RACKSPACE - 8.625 11/15/24 - $847,462.50 810,000.00
FRONTIER COMMUNICATIONS CORP - 10.500 9/15/22 - $845,718.75 970,000.00
FREEPORT-MCMORAN INC - 5.450 3/15/43 - $836,325.00 885,000.00
CALIFORNIA RESOURCES CORP 144A - 8.000 12/15/22 - $836,165.00 1,322,000.00
TRANSDIGM INC - 6.000 7/15/22 - $835,187.50 805,000.00
BLUELINE RENTAL CRP / LL - 9.250 3/15/24 - $832,442.50 769,000.00
CENTURYLINK INC - 7.500 4/1/24 - $832,361.25 777,000.00
CHESAPEAKE ENERGY CORP - 8.000 12/15/22 - $832,260.00 776,000.00
AMC NETWORKS INC - 5.000 4/1/24 - $832,240.00 808,000.00
NRG ENERGY INC - 6.625 1/15/27 - $824,862.50 770,000.00
TRANSOCEAN INC 144A - 9.000 7/15/23 - $815,320.00 748,000.00
ENDO LTD 144A - 6.500 2/1/25 - $814,042.50 1,047,000.00
DJO FINCO INC 144A - 8.125 6/15/21 - $806,767.50 847,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A - 6.500 2/1/22 - $773,145.00 747,000.00
ALLISON TRANSMISSION INC - 5.000 10/1/24 - $758,287.50 730,000.00
PETSMART INC PETM 5.875 6/1/25 - $757,185.00 858,000.00
CHS/COMMUNITY HEALTH SYS - 6.250 3/31/23 - $753,675.00 773,000.00
WILLIAMS COMPANIES INC - 4.550 6/24/24 - $746,720.00 718,000.00
ALBERTSONS COS LLC/SAFEW - 6.625 6/15/24 - $740,520.00 792,000.00
JAGUAR HOLDING COMPANY II 144A - 6.375 8/1/23 - $737,440.00 704,000.00
ENSCO PLC - 5.750 10/1/44 - $729,400.00 1,042,000.00
TRIBUNE MEDIA CO - 5.875 7/15/22 - $729,362.50 703,000.00
CROWN AMERICAS LLC - 4.500 1/15/23 - $729,060.00 696,000.00
HOLOGIC INC 144A - 5.250 7/15/22 - $711,837.50 682,000.00
T-MOBILE USA INC - 6.625 4/1/23 - $701,400.00 668,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC - 11.000 10/1/21 - $695,360.00 656,000.00
SPRINT CORP - 7.125 6/15/24 - $685,847.50 611,000.00
PETSMART INC 144A - 7.125 3/15/23 - $682,645.00 878,000.00
ALLY FINANCIAL INC - 5.750 11/20/25 - $662,055.00 606,000.00
EQUINIX INC - 5.875 1/15/26 - $658,023.75 603,000.00
CHENIERE CORP CHRISTI HD CHCOCH 5.875 3/31/25 - $649,831.25 601,000.00
UNITED RENTALS NORTH AM - 5.500 5/15/27 - $649,040.00 608,000.00
CRIMSON MERGER SUB INC 144A - 6.625 5/15/22 - $648,082.50 663,000.00
TESLA INC - 5.300 8/15/25 - $640,200.00 660,000.00
REYNOLDS GRP ISS/REYNOLD - 5.125 7/15/23 - $624,750.00 600,000.00
ADT CORP - 3.500 7/15/22 - $616,302.50 614,000.00
TRANSDIGM INC - 6.500 7/15/24 - $615,940.00 598,000.00
ESH HOSPITALITY INC 144A - 5.250 5/1/25 - $600,187.50 582,000.00
AMSURG CORP - 5.625 7/15/22 - $593,786.60 580,000.00
FIRST QUANTUM MINERALS L - 7.250 4/1/23 - $589,050.00 561,000.00
CIT GROUP INC CIT 3.875 2/19/19 - $584,728.06 574,000.00
MGM RESORTS INTL - 6.625 12/15/21 - $579,855.00 516,000.00
MURRAY ENERGY CORP - 11.250 4/15/21 - $579,355.63 983,000.00
HD SUPPLY INC - 5.750 4/15/24 - $576,603.75 537,000.00
QUINTILES IMS INC - 5.000 10/15/26 - $567,100.00 535,000.00
SANCHEZ ENERGY CORP - 6.125 1/15/23 - $565,317.50 671,000.00
KLX INC 144A - 5.875 12/1/22 - $564,300.00 540,000.00
ALTICE US FINANCE I CORP - 5.500 5/15/26 - $545,195.00 518,000.00
SPRINGLEAF FINANCE CORP - 6.125 5/15/22 - $540,985.00 514,000.00
EP ENER/EVEREST ACQ FIN 144A - 8.000 2/15/25 - $536,900.00 728,000.00
SCIENTIFIC GAMES INTERNA - 7.000 1/1/22 - $534,668.75 505,000.00
EP ENERGY LLC - 9.375 5/1/20 - $534,640.00 656,000.00
SIX FLAGS ENTERTAINMENT - 4.875 7/31/24 - $523,775.00 511,000.00
CSC HOLDINGS LLC - 5.500 4/15/27 - $516,250.00 500,000.00
ENDO LTD 144A - 6.000 7/15/23 - $513,500.00 650,000.00
CHANGE HEALTH / FIN INC - 5.750 3/1/25 - $511,020.00 501,000.00
BWAY HOLDING CO - 5.500 4/15/24 - $510,026.25 491,000.00
NOVA CHEMICALS CORP - 4.875 6/1/24 - $492,056.25 483,000.00
HOWARD HUGHES CORP HHC 5.375 3/15/25 - $489,950.00 478,000.00
COMMUNICATIONS SALES & L - 8.250 10/15/23 - $475,000.00 500,000.00
CHESAPEAKE ENERGY CORP - 8.000 1/15/25 - $468,075.00 474,000.00
SPECTRUM BRANDS INC - 5.750 7/15/25 - $467,565.00 438,000.00
HERTZ CORP - 7.625 6/1/22 - $434,396.25 422,000.00
BALL CORP - 4.375 12/15/20 - $424,237.50 405,000.00
GOLDEN NUGGET INC - 6.750 10/15/24 - $423,675.00 420,000.00
CENTENE CORP - 5.625 2/15/21 - $382,376.25 369,000.00
ANTERO RESOURCES CORP - 5.125 12/1/22 - $373,777.50 366,000.00
ALBERTSONS COS LLC/SAFEW - 5.750 3/15/25 - $365,650.00 412,000.00
HUB INTL LTD 144A - 7.875 10/1/21 - $328,387.50 315,000.00
CALPINE CORP - 5.375 1/15/23 - $324,815.00 334,000.00
FIRST QUANTUM MINERALS L - 7.500 4/1/25 - $320,535.00 306,000.00
MICRON TECHNOLOGY INC - 5.250 8/1/23 - $319,106.25 305,000.00
NOVELIS CORP - 5.875 9/30/26 - $294,580.00 286,000.00
CONTINENTAL RESOURCES - 3.800 6/1/24 - $292,875.00 300,000.00
ZAYO GROUP LLC - 6.000 4/1/23 - $261,330.00 248,000.00
MOMENTIVE PERFORMANCE MATERIALS INC - 3.880 10/24/21 - $221,190.00 219,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.000 5/1/25 - $196,750.00 200,000.00
KFC HLD/PIZZA HUT/TACO - 5.000 6/1/24 - $148,402.50 141,000.00
ENERGY TRANSFER EQUITY LP - 5.875 1/15/24 - $142,725.00 132,000.00
CLEVELAND-CLIFFS INC - 5.750 3/1/25 - $109,793.60 112,000.00
NET OTHER ASSETS / CASH - - - - $3,803,650.00 3,803,650.00