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 8/21/17

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 09/29/2017 (TUU7) - - - (38,975,625.00) - (180.00)
US 10 YR NOTE FUTURE 09/20/2017 (TYU7) - - - (50,991,187.50) - (402.00)
US 5YR NOTE FUTURE 09/29/2019 (FVU7) - - - (54,323,093.75) - (458.00)
WESTERN DIGITAL CORP - 10.500 4/1/24 - $2,648,197.50 2,249,000.00
SPRINT CORP - 7.875 9/15/23 - $2,390,762.50 2,149,000.00
NIELSEN FINANCE LLC 144A - 5.000 4/15/22 - $2,274,805.00 2,215,000.00
REYNOLDS GROUP ISSUER LLC - 5.750 10/15/20 - $2,219,856.25 2,179,000.00
PRIME SECSRVC BRW/FINANC - 9.250 5/15/23 - $2,157,420.00 1,968,000.00
FIRST DATA CORP 144A - 5.750 1/15/24 - $2,125,146.80 2,044,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC - 6.875 2/1/22 - $1,970,767.50 2,378,000.00
CCO HOLDINGS LLC - 5.750 2/15/26 - $1,931,036.25 1,859,000.00
SCIENTIFIC GAMES INTERNA - 10.000 12/1/22 - $1,877,968.75 1,717,000.00
FRONTIER COMMUNICATIONS CORP - 11.000 9/15/25 - $1,810,687.50 2,175,000.00
DYNEGY INC - 7.375 11/1/22 - $1,771,600.00 1,720,000.00
POST HOLDINGS INC 144A - 5.000 8/15/26 - $1,740,637.50 1,745,000.00
CENTURYLINK INC - 7.500 4/1/24 - $1,739,887.50 1,677,000.00
CALPINE CORP - 5.750 1/15/25 - $1,697,325.00 1,855,000.00
VRX ESCROW CORP 144A - 6.125 4/15/25 - $1,689,050.00 2,035,000.00
KFC HOLDING CO 144A - 5.250 6/1/26 - $1,669,610.00 1,592,000.00
ENERGY TRANSFER EQUITY LP - 5.500 6/1/27 - $1,662,680.00 1,576,000.00
UNIVISION COMMUNICATIONS INC 144A - 5.125 2/15/25 - $1,646,370.00 1,663,000.00
DISH DBS CORP - 5.875 11/15/24 - $1,565,620.00 1,484,000.00
FIRST DATA CORP 144A - 7.000 12/1/23 - $1,481,950.00 1,385,000.00
VRX ESCROW CORP 144A - 5.875 5/15/23 - $1,446,657.12 1,712,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.125 7/15/24 - $1,416,800.00 1,408,000.00
MPH ACQUISITION HOLDINGS 144A - 7.125 6/1/24 - $1,415,646.00 1,333,000.00
ZAYO GROUP LLC/ZAYO CAP - 5.750 1/15/27 - $1,410,350.00 1,340,000.00
HCA INC - 5.375 2/1/25 - $1,400,253.47 1,337,000.00
NOVELIS CORP 144A - 6.250 8/15/24 - $1,379,040.00 1,326,000.00
TENET HEALTHCARE CORP - 8.125 4/1/22 - $1,324,025.00 1,255,000.00
SOLERA LLC 144A - 10.500 3/1/24 - $1,318,362.50 1,159,000.00
DOLLAR TREE INC - 5.750 3/1/23 - $1,289,210.00 1,222,000.00
CONSOL ENERGY INC - 5.875 4/15/22 - $1,288,387.50 1,290,000.00
1011778 BC UNLIMITED LIABILITY CO 144A - 6.000 4/1/22 - $1,264,812.50 1,225,000.00
ICAHN ENTERPRISES/FIN - 6.000 8/1/20 - $1,237,175.00 1,207,000.00
SPRINGLEAF FINANCE CORP - 8.250 12/15/20 - $1,215,445.00 1,078,000.00
RITE AID CORP 144A - 6.125 4/1/23 - $1,197,858.75 1,227,000.00
IRON MOUNTAIN INC - 5.750 8/15/24 - $1,187,280.00 1,164,000.00
MGM RESORTS INTERNATIONAL - 6.000 3/15/23 - $1,185,920.00 1,088,000.00
CIT GROUP INC - 5.000 8/15/22 - $1,185,250.00 1,100,000.00
BALL CORP - 5.250 7/1/25 - $1,183,735.00 1,091,000.00
SIRIUS XM RADIO INC 144A - 6.000 7/15/24 - $1,180,020.00 1,108,000.00
EQUINIX INC - 5.375 5/15/27 - $1,171,650.00 1,095,000.00
ICAHN ENTERPRISES/FIN - 5.875 2/1/22 - $1,167,250.00 1,150,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC - 6.500 11/15/22 - $1,162,350.00 1,134,000.00
BOMBARDIER INC 144A - 7.500 3/15/25 - $1,153,280.00 1,088,000.00
WYNN LAS VEGAS LLC 144A - 5.500 3/1/25 - $1,135,680.00 1,092,000.00
NAVIENT CORP - 5.500 1/15/19 - $1,128,522.50 1,093,000.00
CCO HLDGS LLC/CAP CORP - 5.125 5/1/27 - $1,111,000.00 1,100,000.00
FREEPORT-MCMORAN INC - 3.875 3/15/23 - $1,103,457.50 1,142,000.00
T-MOBILE USA INC - 6.500 1/15/26 - $1,096,870.00 1,004,000.00
CITGO HOLDING INC 144A - 10.750 2/15/20 - $1,094,820.00 1,028,000.00
MOMENTIVE PERFORMANCE MATERIALS INC - 3.880 10/24/21 - $1,081,697.50 1,079,000.00
CONTINENTAL RESOURCES INC - 4.500 4/15/23 - $1,080,137.50 1,105,000.00
QUICKEN LOANS INC 144A - 5.750 5/1/25 - $1,062,442.50 1,029,000.00
CENTENE CORP - 4.750 1/15/25 - $1,060,900.00 1,030,000.00
ASHLAND INC - 4.750 8/15/22 - $1,040,458.50 999,000.00
BMC SOFTWARE FINANCE INC 144A - 8.125 7/15/21 - $1,032,483.75 1,011,000.00
ANTERO RESOURCES FINANCE CORP - 5.375 11/1/21 - $1,016,015.00 1,001,000.00
JUPITER RESOURCES INC 144A - 8.500 10/1/22 - $1,007,290.00 1,532,000.00
GOODYEAR TIRE & RUBBER CO - 5.125 11/15/23 - $987,250.82 953,000.00
NBTY INC - 7.625 5/15/21 - $962,885.00 902,000.00
XPO LOGISTICS INC 144A - 6.500 6/15/22 - $950,760.00 912,000.00
GLP CAPITAL LP / FIN II - 4.875 11/1/20 - $939,750.00 895,000.00
HCA INC - 5.875 2/15/26 - $936,310.00 872,000.00
BOMBARDIER INC - 8.750 12/1/21 - $926,239.86 819,000.00
SBA COMMUNICATIONS CORP SBAC 4.875 9/1/24 - $925,777.50 901,000.00
TENET HEALTHCARE CORP - 6.750 6/15/23 - $920,350.00 932,000.00
UNITED RENTALS NORTH AM - 5.875 9/15/26 - $920,103.75 867,000.00
AMSURG CORP - 5.625 7/15/22 - $916,300.00 880,000.00
LIFEPOINT HOSPITALS INC - 5.500 12/1/21 - $909,562.50 882,000.00
INFOR (US) INC - 6.500 5/15/22 - $906,780.00 889,000.00
NETFLIX INC - 4.375 11/15/26 - $889,525.00 910,000.00
CHEMOURS CO - 6.625 5/15/23 - $886,160.00 836,000.00
FIRST QUANTUM MINERALS LTD 144A - 7.000 2/15/21 - $885,080.00 872,000.00
GATES GLOBAL LLC 144A - 6.000 7/15/22 - $872,900.00 860,000.00
KLX INC 144A - 5.875 12/1/22 - $872,550.00 840,000.00
COMMSCOPE TECHNOLOGIES LLC 144A - 6.000 6/15/25 - $869,320.00 824,000.00
INCEPTION MRGR/RACKSPACE - 8.625 11/15/24 - $864,675.00 810,000.00
MEG ENERGY CORP 144A - 7.000 3/31/24 - $862,715.00 1,099,000.00
ENDO LTD 144A - 6.500 2/1/25 - $848,070.00 1,047,000.00
FRONTIER COMMUNICATIONS CORP - 10.500 9/15/22 - $843,900.00 970,000.00
TRANSDIGM INC - 6.000 7/15/22 - $830,156.25 805,000.00
AMC NETWORKS INC - 5.000 4/1/24 - $824,160.00 808,000.00
BLUELINE RENTAL CRP / LL - 9.250 3/15/24 - $823,791.25 769,000.00
HILTON DOMESTIC OPERATIN - 4.250 9/1/24 - $822,150.00 810,000.00
CHESAPEAKE ENERGY CORP - 8.000 12/15/22 - $799,280.00 776,000.00
CONCHO RESOURCES INC - 5.500 4/1/23 - $797,340.00 776,000.00
DJO FINCO INC 144A - 8.125 6/15/21 - $794,062.50 847,000.00
TRANSOCEAN INC 144A - 9.000 7/15/23 - $790,778.12 748,000.00
CHS/COMMUNITY HEALTH SYS - 6.250 3/31/23 - $775,898.75 773,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A - 6.500 2/1/22 - $769,410.00 747,000.00
ALBERTSONS COS LLC/SAFEW - 6.625 6/15/24 - $766,101.60 792,000.00
ALLISON TRANSMISSION INC - 5.000 10/1/24 - $745,512.50 730,000.00
JAGUAR HOLDING COMPANY II 144A - 6.375 8/1/23 - $739,200.00 704,000.00
PETSMART INC 144A - 7.125 3/15/23 - $735,325.00 878,000.00
CROWN AMERICAS LLC - 4.500 1/15/23 - $725,580.00 696,000.00
TRIBUNE MEDIA CO - 5.875 7/15/22 - $724,090.00 703,000.00
HOLOGIC INC 144A - 5.250 7/15/22 - $716,952.50 682,000.00
CALIFORNIA RESOURCES CORP 144A - 8.000 12/15/22 - $707,270.00 1,322,000.00
T-MOBILE USA INC - 6.625 4/1/23 - $702,235.00 668,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC - 11.000 10/1/21 - $695,360.00 656,000.00
MURRAY ENERGY CORP - 11.250 4/15/21 - $683,185.00 983,000.00
ENSCO PLC - 5.750 10/1/44 - $672,090.00 1,042,000.00
EQUINIX INC - 5.875 1/15/26 - $655,762.50 603,000.00
CRIMSON MERGER SUB INC 144A - 6.625 5/15/22 - $646,425.00 663,000.00
ALLY FINANCIAL INC - 5.750 11/20/25 - $642,360.00 606,000.00
WILLIAMS COMPANIES INC - 4.550 6/24/24 - $630,360.00 618,000.00
UNITED RENTALS NORTH AM - 5.500 5/15/27 - $630,040.00 608,000.00
TRANSDIGM INC - 6.500 7/15/24 - $619,677.50 598,000.00
REYNOLDS GRP ISS/REYNOLD - 5.125 7/15/23 - $618,000.00 600,000.00
ADT CORP - 3.500 7/15/22 - $606,325.00 614,000.00
EMC CORP - 2.650 6/1/20 - $604,505.89 615,000.00
ESH HOSPITALITY INC 144A - 5.250 5/1/25 - $599,460.00 582,000.00
CIT GROUP INC CIT 3.875 2/19/19 - $585,480.00 574,000.00
ZAYO GROUP LLC - 6.000 4/1/23 - $577,455.00 548,000.00
MGM RESORTS INTL - 6.625 12/15/21 - $574,050.00 516,000.00
HD SUPPLY INC - 5.750 4/15/24 - $573,247.50 537,000.00
FREEPORT-MCMORAN INC - 5.450 3/15/43 - $569,515.63 635,000.00
QUINTILES IMS INC - 5.000 10/15/26 - $556,400.00 535,000.00
WEST CORP 144A - 5.375 7/15/22 - $545,733.75 541,000.00
NRG ENERGY INC - 6.625 1/15/27 - $545,350.00 520,000.00
ENDO LTD 144A - 6.000 7/15/23 - $539,500.00 650,000.00
ALTICE US FINANCE I CORP - 5.500 5/15/26 - $538,072.50 518,000.00
SPRINGLEAF FINANCE CORP - 6.125 5/15/22 - $537,130.00 514,000.00
SCIENTIFIC GAMES INTERNA - 7.000 1/1/22 - $533,406.25 505,000.00
CSC HOLDINGS LLC - 5.500 4/15/27 - $520,625.00 500,000.00
DYNEGY INC - 6.750 11/1/19 - $514,600.00 496,000.00
CHANGE HEALTH / FIN INC - 5.750 3/1/25 - $513,525.00 501,000.00
SANCHEZ ENERGY CORP - 6.125 1/15/23 - $513,315.00 671,000.00
BWAY HOLDING CO - 5.500 4/15/24 - $508,135.90 491,000.00
EP ENER/EVEREST ACQ FIN 144A - 8.000 2/15/25 - $491,400.00 728,000.00
EP ENERGY LLC - 9.375 5/1/20 - $488,720.00 656,000.00
HOWARD HUGHES CORP HHC 5.375 3/15/25 - $486,365.00 478,000.00
BWAY HOLDING CO - 7.250 4/15/25 - $484,987.50 479,000.00
COMMUNICATIONS SALES & L - 8.250 10/15/23 - $476,250.00 500,000.00
NOVA CHEMICALS CORP - 4.875 6/1/24 - $475,755.00 483,000.00
DISH DBS CORP - 7.750 7/1/26 - $469,800.00 405,000.00
SPECTRUM BRANDS INC - 5.750 7/15/25 - $461,542.50 438,000.00
CHESAPEAKE ENERGY CORP - 8.000 1/15/25 - $459,780.00 474,000.00
PETSMART INC PETM 5.875 6/1/25 - $450,937.50 500,000.00
ASCENT RESOURCES/ARU FIN - 10.000 4/1/22 - $445,215.00 443,000.00
CHENIERE CORP CHRISTI HD CHCOCH 5.875 3/31/25 - $440,361.25 413,000.00
BALL CORP - 4.375 12/15/20 - $421,706.25 405,000.00
POST HOLDINGS INC - 5.500 3/1/25 - $413,000.00 400,000.00
SOUTHWESTERN ENERGY CO - 6.700 1/23/25 - $384,865.00 403,000.00
CENTENE CORP - 5.625 2/15/21 - $380,918.70 369,000.00
ALBERTSONS COS LLC/SAFEW - 5.750 3/15/25 - $379,040.00 412,000.00
ANTERO RESOURCES CORP - 5.125 12/1/22 - $362,797.50 366,000.00
HD SUPPLY INC - 5.250 12/15/21 - $347,450.70 331,000.00
SPRINT CORP - 7.125 6/15/24 - $334,713.75 311,000.00
SIRIUS XM RADIO INC - 5.000 8/1/27 - $327,031.25 325,000.00
HUB INTL LTD 144A - 7.875 10/1/21 - $325,237.50 315,000.00
CALPINE CORP - 5.375 1/15/23 - $317,300.00 334,000.00
MICRON TECHNOLOGY INC - 5.250 8/1/23 - $315,614.00 305,000.00
FIRST QUANTUM MINERALS L - 7.500 4/1/25 - $305,235.00 306,000.00
NOVELIS CORP - 5.875 9/30/26 - $292,435.00 286,000.00
IRON MOUNTAIN INC 144A - 6.000 10/1/20 - $267,417.50 259,000.00
1011778 BC / NEW RED FIN 144A - 4.250 5/15/24 - $250,000.00 250,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.000 5/1/25 - $199,500.00 200,000.00
KFC HLD/PIZZA HUT/TACO - 5.000 6/1/24 - $146,766.90 141,000.00
ENERGY TRANSFER EQUITY LP - 5.875 1/15/24 - $141,900.00 132,000.00
HEALTHSOUTH CORP - 5.750 11/1/24 - $102,838.20 101,000.00
NET OTHER ASSETS / CASH - - - - $1,494,571.76 1,494,571.76