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.
  • Understand Your Risk: When interest rates rise, even the best bond funds are at risk.

As of 6/26/17

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 2YR NOTE FUTURE 09/29/2017 (TUU7) - - - (27,690,000.00) - (128.00)
US 10 YR NOTE FUTURE 09/20/2017 (TYU7) - - - (48,050,093.75) - (379.00)
US 5YR NOTE FUTURE 09/29/2019 (FVU7) - - - (54,811,242.19) - (463.00)
SPRINT CORP - 7.875 9/15/23 - $2,402,043.13 2,099,000.00
REYNOLDS GROUP ISSUER LLC - 5.750 10/15/20 - $2,059,225.00 2,009,000.00
PRIME SECSRVC BRW/FINANC - 9.250 5/15/23 - $2,039,856.00 1,868,000.00
FRONTIER COMMUNICATIONS CORP - 11.000 9/15/25 - $2,011,875.00 2,175,000.00
SCIENTIFIC GAMES INTERNA - 10.000 12/1/22 - $1,991,886.25 1,817,000.00
CCO HOLDINGS LLC - 5.750 2/15/26 - $1,991,453.75 1,859,000.00
WESTERN DIGITAL CORP - 10.500 4/1/24 - $1,916,111.25 1,629,000.00
POST HOLDINGS INC 144A - 5.000 8/15/26 - $1,729,312.50 1,725,000.00
DISH DBS CORP - 5.875 11/15/24 - $1,720,290.00 1,604,000.00
EMC CORP - 1.875 6/1/18 - $1,696,821.05 1,704,000.00
DYNEGY INC - 7.375 11/1/22 - $1,696,350.00 1,720,000.00
VRX ESCROW CORP 144A - 6.125 4/15/25 - $1,622,981.25 1,935,000.00
TENET HEALTHCARE CORP - 8.125 4/1/22 - $1,610,350.00 1,505,000.00
FIRST DATA CORP 144A - 5.750 1/15/24 - $1,606,865.00 1,534,000.00
CHS/COMMUNITY HEALTH SYSTEMS INC - 6.875 2/1/22 - $1,590,995.00 1,834,000.00
UNIVISION COMMUNICATIONS INC 144A - 5.125 2/15/25 - $1,579,061.25 1,593,000.00
ENERGY TRANSFER EQUITY LP - 5.500 6/1/27 - $1,549,297.50 1,506,000.00
NIELSEN FINANCE LLC 144A - 5.000 4/15/22 - $1,470,137.50 1,417,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.125 7/15/24 - $1,434,752.00 1,408,000.00
MPH ACQUISITION HOLDINGS 144A - 7.125 6/1/24 - $1,429,642.50 1,333,000.00
HCA INC - 5.375 2/1/25 - $1,418,557.00 1,337,000.00
VRX ESCROW CORP 144A - 5.875 5/15/23 - $1,397,042.50 1,646,000.00
DOLLAR TREE INC - 5.750 3/1/23 - $1,289,087.80 1,222,000.00
MGM RESORTS INTERNATIONAL - 6.000 3/15/23 - $1,215,768.75 1,099,000.00
1011778 BC UNLIMITED LIABILITY CO 144A - 6.000 4/1/22 - $1,187,937.50 1,145,000.00
ICAHN ENTERPRISES/FIN - 5.875 2/1/22 - $1,184,500.00 1,150,000.00
SIRIUS XM RADIO INC 144A - 6.000 7/15/24 - $1,184,175.00 1,108,000.00
CLEAR CHANNEL WORLDWIDE HOLDINGS INC - 6.500 11/15/22 - $1,170,855.00 1,134,000.00
CITGO HOLDING INC 144A - 10.750 2/15/20 - $1,115,380.00 1,028,000.00
T-MOBILE USA INC - 6.500 1/15/26 - $1,115,062.48 1,004,000.00
BALL CORP - 5.250 7/1/25 - $1,097,532.50 991,000.00
KFC HOLDING CO 144A - 5.250 6/1/26 - $1,087,305.00 1,038,000.00
QUICKEN LOANS INC 144A - 5.750 5/1/25 - $1,062,442.50 1,029,000.00
FREEPORT-MCMORAN INC - 3.875 3/15/23 - $1,059,205.00 1,142,000.00
BMC SOFTWARE FINANCE INC 144A - 8.125 7/15/21 - $1,047,648.75 1,011,000.00
CONSOL ENERGY INC - 5.875 4/15/22 - $1,046,640.00 1,068,000.00
CONTINENTAL RESOURCES INC - 4.500 4/15/23 - $1,042,843.75 1,105,000.00
SPRINGLEAF FINANCE CORP - 8.250 12/15/20 - $1,038,200.00 928,000.00
CENTURYLINK INC - 7.500 4/1/24 - $1,019,700.00 927,000.00
ANTERO RESOURCES FINANCE CORP - 5.375 11/1/21 - $1,002,251.25 1,001,000.00
IRON MOUNTAIN INC - 5.750 8/15/24 - $998,350.00 974,000.00
GOODYEAR TIRE & RUBBER CO - 5.125 11/15/23 - $994,693.75 953,000.00
FIRST DATA CORP 144A - 7.000 12/1/23 - $973,631.25 911,000.00
CENTENE CORP - 4.750 1/15/25 - $960,225.00 930,000.00
XPO LOGISTICS INC 144A - 6.500 6/15/22 - $959,880.00 912,000.00
ICAHN ENTERPRISES/FIN - 6.000 8/1/20 - $954,810.00 927,000.00
EQUINIX INC - 5.375 5/15/27 - $951,187.50 890,000.00
CALPINE CORP - 5.750 1/15/25 - $935,906.25 1,005,000.00
INFOR (US) INC - 6.500 5/15/22 - $924,560.00 889,000.00
BOMBARDIER INC - 8.750 12/1/21 - $915,232.50 819,000.00
AMSURG CORP - 5.625 7/15/22 - $915,200.00 880,000.00
HUB INTL LTD 144A - 7.875 10/1/21 - $913,281.25 875,000.00
LIFEPOINT HOSPITALS INC - 5.500 12/1/21 - $912,870.00 882,000.00
NETFLIX INC - 4.375 11/15/26 - $910,000.00 910,000.00
RITE AID CORP 144A - 6.125 4/1/23 - $897,450.00 930,000.00
NOVELIS CORP 144A - 6.250 8/15/24 - $896,660.00 856,000.00
KLX INC 144A - 5.875 12/1/22 - $882,000.00 840,000.00
CCO HLDGS LLC/CAP CORP - 5.125 5/1/27 - $868,350.00 840,000.00
SYMANTEC CORP 144A - 5.000 4/15/25 - $861,023.75 821,000.00
GLP CAPITAL LP / FIN II - 4.875 11/1/20 - $852,125.00 802,000.00
SOLERA LLC 144A - 10.500 3/1/24 - $842,950.00 733,000.00
JAGUAR HOLDING COMPANY II 144A - 6.375 8/1/23 - $841,640.00 794,000.00
TRANSDIGM INC - 6.000 7/15/22 - $833,175.00 805,000.00
AMC NETWORKS INC - 5.000 4/1/24 - $830,220.00 808,000.00
FRONTIER COMMUNICATIONS CORP - 10.500 9/15/22 - $824,865.00 866,000.00
HILTON DOMESTIC OPERATING CO INC - 4.250 9/1/24 - $820,125.00 810,000.00
BWAY HOLDING CO - 7.250 4/15/25 - $808,912.50 795,000.00
MURRAY ENERGY CORP - 11.250 4/15/21 - $807,432.50 1,073,000.00
ZEBRA TECHNOLOGIES CORP - 7.250 10/15/22 - $806,158.80 755,000.00
HCA INC - 5.875 2/15/26 - $800,400.00 736,000.00
CHS/COMMUNITY HEALTH SYS - 6.250 3/31/23 - $800,055.00 773,000.00
DJO FINCO INC 144A - 8.125 6/15/21 - $799,356.25 847,000.00
CONCHO RESOURCES INC - 5.500 4/1/23 - $797,340.00 776,000.00
BLUELINE RENTAL CRP / LL - 9.250 3/15/24 - $796,640.00 766,000.00
CALIFORNIA RESOURCES CORP 144A - 8.000 12/15/22 - $796,505.00 1,322,000.00
ASHLAND INC - 4.750 8/15/22 - $795,052.50 759,000.00
ZAYO GROUP LLC/ZAYO CAP - 5.750 1/15/27 - $792,187.50 750,000.00
TENET HEALTHCARE CORP - 6.750 6/15/23 - $792,000.00 792,000.00
AECOM 144A - 5.125 3/15/27 - $790,972.50 789,000.00
CRIMSON MERGER SUB INC 144A - 6.625 5/15/22 - $783,168.75 819,000.00
CHEMOURS CO - 6.625 5/15/23 - $782,000.00 736,000.00
ALBERTSONS COS LLC/SAFEW - 6.625 6/15/24 - $778,140.00 792,000.00
PLATFORM SPECIALTY PRODUCTS CORP 144A - 6.500 2/1/22 - $775,012.50 747,000.00
PETSMART INC 144A - 7.125 3/15/23 - $773,957.00 878,000.00
WYNN LAS VEGAS LLC 144A - 5.500 3/1/25 - $763,646.40 720,000.00
INCEPTION MRGR/RACKSPACE - 8.625 11/15/24 - $757,037.50 710,000.00
TRIBUNE MEDIA CO - 5.875 7/15/22 - $736,392.50 703,000.00
NAVIENT CORP - 5.500 1/15/19 - $731,120.00 703,000.00
CROWN AMERICAS LLC - 4.500 1/15/23 - $729,756.00 696,000.00
BOMBARDIER INC 144A - 7.500 3/15/25 - $716,810.00 688,000.00
HOLOGIC INC 144A - 5.250 7/15/22 - $716,100.00 682,000.00
T-MOBILE USA INC - 6.625 4/1/23 - $708,080.00 668,000.00
CAESARS ENTERTAINMENT RESORT PROPERTIES LLC - 11.000 10/1/21 - $703,560.00 656,000.00
SBA COMMUNICATIONS CORP 144A - 4.875 9/1/24 - $703,092.50 691,000.00
COMMSCOPE TECHNOLOGIES LLC 144A - 6.000 6/15/25 - $699,780.00 654,000.00
NBTY INC - 7.625 5/15/21 - $699,125.00 658,000.00
CHESAPEAKE ENERGY CORP - 8.000 12/15/22 - $666,995.00 646,000.00
JUPITER RESOURCES INC 144A - 8.500 10/1/22 - $660,825.00 890,000.00
FIRST QUANTUM MINERALS LTD 144A - 7.000 2/15/21 - $653,572.50 633,000.00
ALLY FINANCIAL INC - 5.750 11/20/25 - $637,815.00 606,000.00
UNITED RENTALS NORTH AM - 5.500 5/15/27 - $627,760.00 608,000.00
REYNOLDS GRP ISS/REYNOLD - 5.125 7/15/23 - $622,500.00 600,000.00
TRANSDIGM INC - 6.500 7/15/24 - $620,425.00 598,000.00
MEG ENERGY CORP 144A - 7.000 3/31/24 - $610,795.00 809,000.00
EMC CORP - 2.650 6/1/20 - $604,257.80 615,000.00
ENSCO PLC - 5.750 10/1/44 - $598,635.00 954,000.00
ZAYO GROUP LLC - 6.000 4/1/23 - $578,140.00 548,000.00
HD SUPPLY INC - 5.750 4/15/24 - $571,905.00 537,000.00
WILLIAMS COMPANIES INC - 4.550 6/24/24 - $563,750.00 550,000.00
ENDO LTD 144A - 6.000 2/1/25 - $560,250.00 675,000.00
TRANSOCEAN INC 144A - 9.000 7/15/23 - $558,960.00 548,000.00
CHESAPEAKE ENERGY CORP - 8.000 1/15/25 - $555,967.50 586,000.00
QUINTILES IMS INC - 5.000 10/15/26 - $553,725.00 535,000.00
HEALTHSOUTH CORP - 5.750 11/1/24 - $553,110.00 537,000.00
ENDO LTD 144A - 6.000 7/15/23 - $552,500.00 650,000.00
MOMENTIVE PERFORMANCE MATERIALS INC - 3.880 10/24/21 - $550,440.00 556,000.00
EQUINIX INC - 5.875 1/15/26 - $550,156.25 503,000.00
ESH HOSPITALITY INC 144A - 5.250 5/1/25 - $549,290.00 532,000.00
UNITED RENTALS NORTH AM - 5.875 9/15/26 - $548,666.25 517,000.00
WEST CORP 144A - 5.375 7/15/22 - $546,410.00 541,000.00
ALTICE US FINANCE I CORP - 5.500 5/15/26 - $545,505.80 518,000.00
ADT CORP - 3.500 7/15/22 - $545,300.00 560,000.00
SCIENTIFIC GAMES INTERNA - 7.000 1/1/22 - $539,087.50 505,000.00
CSC HOLDINGS LLC - 5.500 4/15/27 - $529,375.00 500,000.00
NRG ENERGY INC - 6.625 1/15/27 - $518,700.00 520,000.00
COMMUNICATIONS SALES & L - 8.250 10/15/23 - $517,810.00 500,000.00
EP ENER/EVEREST ACQ FIN 144A - 8.000 2/15/25 - $516,880.00 728,000.00
SANCHEZ ENERGY CORP - 6.125 1/15/23 - $513,315.00 671,000.00
DYNEGY INC - 6.750 11/1/19 - $509,020.00 496,000.00
BWAY HOLDING CO - 5.500 4/15/24 - $502,661.25 491,000.00
NEWFIELD EXPLORATION CO - 5.625 7/1/24 - $497,835.00 481,000.00
EP ENERGY LLC - 9.375 5/1/20 - $485,440.00 656,000.00
CALPINE CORP - 5.375 1/15/23 - $476,270.00 491,000.00
FREEPORT-MCMORAN INC - 5.450 3/15/43 - $451,045.00 526,000.00
KFC HLD/PIZZA HUT/TACO - 5.000 6/1/24 - $440,960.00 424,000.00
CHENIERE CORP CHRISTI HD CHCOCH 5.875 3/31/25 - $439,328.75 413,000.00
SIRIUS XM RADIO INC 144A - 5.375 7/15/26 - $438,071.55 421,000.00
NOVELIS CORP - 5.875 9/30/26 - $426,420.00 414,000.00
BALL CORP - 4.375 12/15/20 - $425,756.25 405,000.00
GATES GLOBAL LLC 144A - 6.000 7/15/22 - $421,200.00 416,000.00
SPECTRUM BRANDS INC - 5.750 7/15/25 - $397,750.00 370,000.00
CHANGE HEALTH / FIN INC - 5.750 3/1/25 - $397,642.50 387,000.00
SOUTHWESTERN ENERGY CO - 6.700 1/23/25 - $387,887.50 403,000.00
CENTENE CORP - 5.625 2/15/21 - $384,682.50 369,000.00
ALBERTSONS COS LLC/SAFEW - 5.750 3/15/25 - $380,070.00 412,000.00
ANTERO RESOURCES CORP - 5.125 12/1/22 - $358,680.00 366,000.00
HD SUPPLY INC - 5.250 12/15/21 - $347,550.00 331,000.00
MGM RESORTS INTL - 6.625 12/15/21 - $322,822.50 286,000.00
FIRST QUANTUM MINERALS L - 7.500 4/1/25 - $305,235.00 306,000.00
IRON MOUNTAIN INC 144A - 6.000 10/1/20 - $269,385.90 259,000.00
SPRINGLEAF FINANCE CORP - 6.125 5/15/22 - $264,062.50 250,000.00
MICRON TECHNOLOGY INC - 5.250 8/1/23 - $263,764.35 255,000.00
1011778 BC / NEW RED FIN 144A - 4.250 5/15/24 - $249,375.00 250,000.00
DISH DBS CORP - 7.750 7/1/26 - $238,500.00 200,000.00
CIT GROUP INC - 5.000 8/15/22 - $236,301.00 219,000.00
SPRINT CORP - 7.125 6/15/24 - $233,682.50 211,000.00
ALLISON TRANSMISSION INC - 5.000 10/1/24 - $206,000.00 200,000.00
DAVITA HEALTHCARE PARTNERS INC - 5.000 5/1/25 - $200,500.00 200,000.00
ENERGY TRANSFER EQUITY LP - 5.875 1/15/24 - $139,095.00 132,000.00
ASCENT RESOURCES/ARU FIN - 10.000 4/1/22 - $124,800.00 128,000.00
POST HOLDINGS INC - 5.500 3/1/25 - $103,750.00 100,000.00
NET OTHER ASSETS / CASH - - - - $3,235,760.61 3,235,760.61