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 12/11/17

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 03/29/2018 (TUH8) - - - (35,137,000.00) - (164.00)
US 10YR NOTE FUTURE 03/20/2018 (TYH8) - - - (46,848,140.63) - (377.00)
US 5YR NOTE FUTURE 03/29/2018 (FVH8) - - - (49,429,492.19) - (425.00)
SPRINT CORP - 7.875 9/15/23 - $2,307,488.75 2,149,000.00
PRIME SECSRVC BRW/FINANC - 9.250 5/15/23 - $2,172,180.00 1,968,000.00
FIRST DATA CORP 144A - 5.750 1/15/24 - $2,118,095.00 2,044,000.00
WESTERN DIGITAL CORP - 10.500 4/1/24 - $2,028,840.00 1,749,000.00
NIELSEN FINANCE LLC 144A - 5.000 4/15/22 - $1,976,031.05 1,915,000.00
1011778 BC / NEW RED FIN 144A - 4.250 5/15/24 - $1,950,000.00 1,950,000.00
VRX ESCROW CORP 144A - 6.125 4/15/25 - $1,831,500.00 2,035,000.00
DYNEGY INC - 7.375 11/1/22 - $1,823,200.00 1,720,000.00
POST HOLDINGS INC 144A - 5.000 8/15/26 - $1,729,731.25 1,745,000.00
FRONTIER COMMUNICATIONS CORP - 11.000 9/15/25 - $1,685,625.00 2,175,000.00
UNIVISION COMMUNICATIONS INC 144A - 5.125 2/15/25 - $1,617,267.50 1,663,000.00
CHESAPEAKE ENERGY CORP - 8.000 12/15/22 - $1,561,752.50 1,463,000.00
DISH DBS CORP - 5.875 11/15/24 - $1,461,740.00 1,484,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.125 7/15/24 - $1,433,520.00 1,408,000.00
HCA INC - 5.375 2/1/25 - $1,394,357.30 1,337,000.00
NOVELIS CORP 144A - 6.250 8/15/24 - $1,388,985.00 1,326,000.00
ZAYO GROUP LLC/ZAYO CAP - 5.750 1/15/27 - $1,376,850.00 1,340,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC - 6.875 2/1/22 - $1,373,295.00 2,378,000.00
SCIENTIFIC GAMES INTERNA - 10.000 12/1/22 - $1,338,700.00 1,217,000.00
CONSOL ENERGY INC - 5.875 4/15/22 - $1,327,087.50 1,290,000.00
SOLERA LLC 144A - 10.500 3/1/24 - $1,302,426.25 1,159,000.00
DISH DBS CORP - 7.750 7/1/26 - $1,293,630.00 1,209,000.00
VRX ESCROW CORP 144A - 5.875 5/15/23 - $1,284,037.50 1,412,000.00
DOLLAR TREE INC - 5.750 3/1/23 - $1,283,100.00 1,222,000.00
TENET HEALTHCARE CORP - 8.125 4/1/22 - $1,240,881.25 1,255,000.00
ICAHN ENTERPRISES/FIN - 6.000 8/1/20 - $1,239,438.13 1,207,000.00
NAVIENT CORP - 5.500 1/15/19 - $1,219,126.70 1,193,000.00
ANTERO RESOURCES FINANCE CORP - 5.375 11/1/21 - $1,204,375.00 1,175,000.00
SPRINGLEAF FINANCE CORP - 8.250 12/15/20 - $1,193,885.00 1,078,000.00
BALL CORP - 5.250 7/1/25 - $1,190,553.75 1,091,000.00
MGM RESORTS INTERNATIONAL - 6.000 3/15/23 - $1,190,000.00 1,088,000.00
SIRIUS XM RADIO INC 144A - 6.000 7/15/24 - $1,177,250.00 1,108,000.00
EQUINIX INC - 5.375 5/15/27 - $1,177,125.00 1,095,000.00
KFC HOLDING CO 144A - 5.250 6/1/26 - $1,160,250.00 1,092,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC - 6.500 11/15/22 - $1,151,463.60 1,134,000.00
SIRIUS XM RADIO INC - 5.000 8/1/27 - $1,144,931.25 1,135,000.00
CONTINENTAL RESOURCES INC - 4.500 4/15/23 - $1,135,387.50 1,105,000.00
WYNN LAS VEGAS LLC 144A - 5.500 3/1/25 - $1,132,950.00 1,092,000.00
CRC ESCROW ISSUER LLC - 5.250 10/15/25 - $1,125,762.50 1,130,000.00
FREEPORT-MCMORAN INC - 3.875 3/15/23 - $1,120,587.50 1,142,000.00
NETFLIX INC - 4.875 4/15/28 - $1,118,837.50 1,133,000.00
TENET HEALTHCARE CORP - 6.750 6/15/23 - $1,118,437.50 1,193,000.00
RITE AID CORP 144A - 6.125 4/1/23 - $1,101,232.50 1,227,000.00
T-MOBILE USA INC - 6.500 1/15/26 - $1,094,360.00 1,004,000.00
CCO HLDGS LLC/CAP CORP - 5.125 5/1/27 - $1,089,000.00 1,100,000.00
BOMBARDIER INC 144A - 7.500 3/15/25 - $1,088,680.00 1,088,000.00
TESLA INC - 5.300 8/15/25 - $1,065,183.20 1,130,000.00
QUICKEN LOANS INC 144A - 5.750 5/1/25 - $1,059,870.00 1,029,000.00
JUPITER RESOURCES INC 144A - 8.500 10/1/22 - $1,057,080.00 1,532,000.00
CENTENE CORP - 4.750 1/15/25 - $1,046,737.50 1,030,000.00
ASHLAND INC - 4.750 8/15/22 - $1,041,457.50 999,000.00
CALIFORNIA RESOURCES CORP 144A - 8.000 12/15/22 - $1,017,940.00 1,322,000.00
BMC SOFTWARE FINANCE INC 144A - 8.125 7/15/21 - $1,013,527.50 1,011,000.00
GOODYEAR TIRE & RUBBER CO - 5.125 11/15/23 - $994,741.40 953,000.00
MEG ENERGY CORP 144A - 7.000 3/31/24 - $989,100.00 1,099,000.00
AVANTOR INC - 9.000 10/1/25 - $967,687.50 975,000.00
FIRST DATA CORP 144A - 7.000 12/1/23 - $936,498.15 885,000.00
EMC CORP - 2.650 6/1/20 - $936,046.55 947,000.00
DIAMOND 1 FIN/DIAMOND 2 - 5.875 6/15/21 - $935,200.00 896,000.00
UNITED RENTALS NORTH AM - 5.875 9/15/26 - $933,650.63 867,000.00
SBA COMMUNICATIONS CORP SBAC 4.875 9/1/24 - $929,156.25 901,000.00
HCA INC - 5.875 2/15/26 - $921,050.00 872,000.00
INFOR (US) INC - 6.500 5/15/22 - $917,714.70 889,000.00
FIRST QUANTUM MINERALS LTD 144A - 7.000 2/15/21 - $902,345.60 872,000.00
MPH ACQUISITION HOLDINGS 144A - 7.125 6/1/24 - $892,351.25 833,000.00
LIFEPOINT HOSPITALS INC - 5.500 12/1/21 - $891,922.50 882,000.00
NETFLIX INC - 4.375 11/15/26 - $889,525.00 910,000.00
CHEMOURS CO - 6.625 5/15/23 - $883,025.00 836,000.00
COMMSCOPE TECHNOLOGIES LLC 144A - 6.000 6/15/25 - $879,620.00 824,000.00
GATES GLOBAL LLC 144A - 6.000 7/15/22 - $879,350.00 860,000.00
INCEPTION MRGR/RACKSPACE - 8.625 11/15/24 - $864,756.00 810,000.00
BWAY HOLDING CO - 7.250 4/15/25 - $849,742.50 822,000.00
FREEPORT-MCMORAN INC - 5.450 3/15/43 - $838,537.50 885,000.00
TRANSDIGM INC - 6.000 7/15/22 - $826,131.25 805,000.00
NRG ENERGY INC - 6.625 1/15/27 - $823,900.00 770,000.00
BLUELINE RENTAL CRP / LL - 9.250 3/15/24 - $822,830.00 769,000.00
CALPINE CORP - 5.750 1/15/25 - $818,662.50 855,000.00
AMC NETWORKS INC - 5.000 4/1/24 - $817,938.40 808,000.00
TRANSOCEAN INC 144A - 9.000 7/15/23 - $811,580.00 748,000.00
DJO FINCO INC 144A - 8.125 6/15/21 - $799,356.25 847,000.00
ENDO LTD 144A - 6.500 2/1/25 - $795,720.00 1,047,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A - 6.500 2/1/22 - $773,145.00 747,000.00
FRONTIER COMMUNICATIONS CORP - 10.500 9/15/22 - $771,150.00 970,000.00
CCO HLDGS LLC/CAP CORP - 5.000 2/1/28 - $763,420.00 784,000.00
ALLISON TRANSMISSION INC - 5.000 10/1/24 - $756,462.50 730,000.00
CENTURYLINK INC - 7.500 4/1/24 - $755,865.60 777,000.00
ALBERTSONS COS LLC/SAFEW - 6.625 6/15/24 - $754,380.00 792,000.00
WILLIAMS COMPANIES INC - 4.550 6/24/24 - $744,925.00 718,000.00
CROWN AMERICAS LLC - 4.500 1/15/23 - $722,100.00 696,000.00
TRIBUNE MEDIA CO - 5.875 7/15/22 - $721,453.75 703,000.00
JAGUAR HOLDING COMPANY II 144A - 6.375 8/1/23 - $720,720.00 704,000.00
NOVA CHEMICALS CORP - 5.250 6/1/27 - $714,782.50 713,000.00
HOLOGIC INC 144A - 5.250 7/15/22 - $710,132.50 682,000.00
CHS/COMMUNITY HEALTH SYS - 6.250 3/31/23 - $706,328.75 773,000.00
PETSMART INC PETM 5.875 6/1/25 - $699,270.00 858,000.00
ENSCO PLC - 5.750 10/1/44 - $698,140.00 1,042,000.00
T-MOBILE USA INC - 6.625 4/1/23 - $696,390.00 668,000.00
CRIMSON MERGER SUB INC 144A - 6.625 5/15/22 - $663,828.75 663,000.00
ALLY FINANCIAL INC - 5.750 11/20/25 - $662,812.50 606,000.00
ICAHN ENTERPRISES/FIN - 5.875 2/1/22 - $659,750.00 650,000.00
CHENIERE CORP CHRISTI HD CHCOCH 5.875 3/31/25 - $655,465.63 601,000.00
EQUINIX INC - 5.875 1/15/26 - $649,732.50 603,000.00
UNITED RENTALS NORTH AM - 5.500 5/15/27 - $644,480.00 608,000.00
SPRINT CORP - 7.125 6/15/24 - $630,857.50 611,000.00
REYNOLDS GRP ISS/REYNOLD - 5.125 7/15/23 - $622,500.00 600,000.00
TRANSDIGM INC - 6.500 7/15/24 - $613,876.90 598,000.00
ADT CORP - 3.500 7/15/22 - $607,860.00 614,000.00
PETSMART INC 144A - 7.125 3/15/23 - $605,820.00 878,000.00
FIRST QUANTUM MINERALS L - 7.250 4/1/23 - $592,556.25 561,000.00
ESH HOSPITALITY INC 144A - 5.250 5/1/25 - $589,275.00 582,000.00
AMSURG CORP - 5.625 7/15/22 - $588,700.00 580,000.00
BEACON ESCROW CORP - 4.875 11/1/25 - $582,770.00 577,000.00
CIT GROUP INC CIT 3.875 2/19/19 - $582,610.00 574,000.00
MGM RESORTS INTL - 6.625 12/15/21 - $572,760.00 516,000.00
SANCHEZ ENERGY CORP - 6.125 1/15/23 - $572,027.50 671,000.00
HD SUPPLY INC - 5.750 4/15/24 - $570,562.50 537,000.00
KLX INC 144A - 5.875 12/1/22 - $564,975.00 540,000.00
QUINTILES IMS INC - 5.000 10/15/26 - $556,881.50 535,000.00
MURRAY ENERGY CORP - 11.250 4/15/21 - $550,470.17 983,000.00
CITGO HOLDING INC 144A - 10.750 2/15/20 - $549,120.00 528,000.00
SCIENTIFIC GAMES INTERNA - 7.000 1/1/22 - $531,512.50 505,000.00
SPRINGLEAF FINANCE CORP - 6.125 5/15/22 - $531,347.50 514,000.00
ALTICE US FINANCE I CORP - 5.500 5/15/26 - $528,360.00 518,000.00
SIX FLAGS ENTERTAINMENT - 4.875 7/31/24 - $521,220.00 511,000.00
BWAY HOLDING CO - 5.500 4/15/24 - $511,253.75 491,000.00
CSC HOLDINGS LLC - 5.500 4/15/27 - $506,250.00 500,000.00
ENDO LTD 144A - 6.000 7/15/23 - $505,375.00 650,000.00
CHANGE HEALTH / FIN INC - 5.750 3/1/25 - $501,626.25 501,000.00
EP ENER/EVEREST ACQ FIN 144A - 8.000 2/15/25 - $495,040.00 728,000.00
HOWARD HUGHES CORP HHC 5.375 3/15/25 - $491,145.00 478,000.00
NOVA CHEMICALS CORP - 4.875 6/1/24 - $486,622.50 483,000.00
COMMUNICATIONS SALES & L - 8.250 10/15/23 - $475,000.00 500,000.00
SPECTRUM BRANDS INC - 5.750 7/15/25 - $461,542.50 438,000.00
HERTZ CORP - 7.625 6/1/22 - $437,825.00 422,000.00
XPO LOGISTICS INC 144A - 6.500 6/15/22 - $429,510.00 412,000.00
GOLDEN NUGGET INC - 6.750 10/15/24 - $428,400.00 420,000.00
BALL CORP - 4.375 12/15/20 - $421,200.00 405,000.00
WEST CORP - 8.500 10/15/25 - $389,000.00 400,000.00
CENTENE CORP - 5.625 2/15/21 - $380,531.25 369,000.00
ANTERO RESOURCES CORP - 5.125 12/1/22 - $375,561.75 366,000.00
ALBERTSONS COS LLC/SAFEW - 5.750 3/15/25 - $367,452.50 412,000.00
CALPINE CORP - 5.375 1/15/23 - $328,990.00 334,000.00
HUB INTL LTD 144A - 7.875 10/1/21 - $327,600.00 315,000.00
FIRST QUANTUM MINERALS L - 7.500 4/1/25 - $323,595.00 306,000.00
CONTINENTAL RESOURCES - 3.800 6/1/24 - $298,875.00 300,000.00
NOVELIS CORP - 5.875 9/30/26 - $294,580.00 286,000.00
ZAYO GROUP LLC - 6.000 4/1/23 - $257,572.80 248,000.00
MOMENTIVE PERFORMANCE MATERIALS INC - 3.880 10/24/21 - $228,855.00 219,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.000 5/1/25 - $201,000.00 200,000.00
KFC HLD/PIZZA HUT/TACO - 5.000 6/1/24 - $147,697.50 141,000.00
ENERGY TRANSFER EQUITY LP - 5.875 1/15/24 - $140,250.00 132,000.00
CLEVELAND-CLIFFS INC - 5.750 3/1/25 - $107,520.00 112,000.00
NET OTHER ASSETS / CASH - - - - $3,591,432.73 3,591,432.73