Hedge Replication ETF - HDG Hedge Replication ETF

ProShares Hedge Replication ETF seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model — Exchange Series.

  • Liquid, flexible way to access the risk/return characteristics of hedge fund investing, without many of the challenges.
  • Serves as a valuable component of an alternative asset allocation and offers an important complement to core portfolio holdings.
  • Benefits from the index expertise of Merrill Lynch, a pioneer in hedge fund replication.

  • Learn how HDG helps break down the barriers to hedge strategy investing.

As of 8/14/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 5,655,719.58 - 5,783.77
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 4,850,636.34 - 2,865.82
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,585,081.63 - 1,620.96
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 914,277.78 - 813.42
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 910,963.30 - 810.47
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 659,269.67 - 586.54
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 507,317.88 - 178.63
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 364,130.51 - 372.37
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 291,360.60 - 102.59
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 16,337.76 - 16.70
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,536.61 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,400.73 - 1.41
EURO E-MINI 09/17/2018 (EEU8) - - - (3,624,825.00) - (51.00)
UNITED STATES TREASURY BILL - 0.000 11/1/18 - $35,848,645.92 36,000,000.00
APPLE INC AAPL - - - $190,872.50 910.00
MICROSOFT CORP MSFT - - - $156,013.44 1,424.00
AMAZON.COM INC AMZN - - - $143,973.75 75.00
FACEBOOK INC FB - - - $80,412.84 444.00
BERKSHIRE HATHAWAY INC BRK.B - - - $73,275.48 356.00
JPMORGAN CHASE & CO JPM - - - $72,344.15 631.00
ALPHABET INC CL A GOOGL - - - $70,455.84 56.00
ALPHABET INC CL C GOOG - - - $68,315.50 55.00
JOHNSON & JOHNSON JNJ - - - $64,491.00 498.00
EXXON MOBIL CORP XOM - - - $61,473.35 785.00
BANK OF AMERICA CORP BAC - - - $53,790.13 1,747.00
WELLS FARGO & CO WFC - - - $47,152.84 812.00
UNITEDHEALTH GROUP INC UNH - - - $46,899.44 178.00
VISA INC V - - - $46,591.56 331.00
PFIZER INC PFE - - - $44,129.64 1,084.00
AT&T INC T - - - $43,395.04 1,346.00
CHEVRON CORP CVX - - - $43,270.74 353.00
INTEL CORP INTC - - - $41,575.68 864.00
HOME DEPOT INC HD - - - $41,130.30 213.00
VERIZON COMMUNICATIONS INC VZ - - - $40,445.55 765.00
CISCO SYSTEMS INC CSCO - - - $38,280.00 870.00
PROCTER & GAMBLE CO PG - - - $37,809.15 465.00
MASTERCARD INC MA - - - $34,455.72 169.00
BOEING CO BA - - - $34,253.14 101.00
MERCK & CO INC MRK - - - $33,163.54 499.00
CITIGROUP INC C - - - $33,044.72 472.00
COCA-COLA CO/THE KO - - - $32,581.90 710.00
WALT DISNEY CO DIS - - - $31,119.00 276.00
COMCAST CORP CMCSA - - - $30,116.89 851.00
PEPSICO INC PEP - - - $29,745.30 263.00
NVIDIA CORP NVDA - - - $29,541.59 113.00
DOWDUPONT INC DWDP - - - $28,983.24 429.00
NETFLIX INC NFLX - - - $27,336.69 81.00
ABBVIE INC ABBV - - - $26,857.60 280.00
ORACLE CORP ORCL - - - $26,622.96 552.00
WAL-MART STORES INC WMT - - - $24,347.80 268.00
AMGEN INC AMGN - - - $24,274.24 124.00
PHILIP MORRIS INTL INC PM - - - $23,622.97 287.00
ADOBE SYSTEMS INC ADBE - - - $23,556.60 92.00
MCDONALD'S CORP MCD - - - $23,287.00 145.00
INTL BUSINESS MACHINES CORP IBM - - - $22,794.24 159.00
MEDTRONIC INC MDT - - - $22,762.50 250.00
3M CO MMM - - - $22,057.20 110.00
UNION PACIFIC CORP UNP - - - $21,477.17 143.00
HONEYWELL INTL INC HON - - - $21,269.94 138.00
ALTRIA GROUP INC MO - - - $20,841.92 352.00
ABBOTT LABORATORIES ABT - - - $20,616.12 324.00
TEXAS INSTRUMENTS INC TXN - - - $19,971.54 181.00
GENERAL ELECTRIC CO GE - - - $19,883.50 1,610.00
ACCENTURE PLC ACN - - - $19,348.80 120.00
NIKE INC NKE - - - $19,073.32 238.00
SALESFORCE.COM INC CRM - - - $19,054.10 130.00
GILEAD SCIENCES INC GILD - - - $18,554.40 240.00
COSTCO WHOLESALE CORP COST - - - $18,204.00 82.00
BRISTOL-MYERS SQUIBB CO BMY - - - $18,167.88 303.00
UNITED TECHNOLOGIES CORP UTX - - - $18,141.54 137.00
PAYPAL HOLDINGS INC PYPL - - - $18,072.38 206.00
ELI LILLY AND CO LLY - - - $18,029.44 176.00
QUALCOMM INC QCOM - - - $17,993.25 275.00
THERMO FISHER SCIENTIFIC INC TMO - - - $17,370.75 75.00
SCHLUMBERGER NV SLB - - - $16,588.80 256.00
BOOKING HOLDINGS INC BKNG - - - $16,501.95 9.00
CONOCOPHILLIPS COP - - - $15,584.40 216.00
U.S. BANCORP USB - - - $15,366.13 289.00
UNITED PARCEL SERVICE INC UPS - - - $15,348.42 129.00
BROADCOM INC AVGO - - - $15,340.20 74.00
NEXTERA ENERGY INC NEE - - - $15,130.72 88.00
CATERPILLAR INC CAT - - - $14,976.12 111.00
LOWE'S COS INC LOW - - - $14,956.80 152.00
GOLDMAN SACHS GROUP INC GS - - - $14,921.40 65.00
LOCKHEED MARTIN CORP LMT - - - $14,655.14 46.00
CVS HEALTH CORP CVS - - - $13,419.44 188.00
STARBUCKS CORP SBUX - - - $13,410.45 255.00
BIOGEN IDEC INC BIIB - - - $13,401.57 39.00
AMERICAN EXPRESS CO AXP - - - $13,385.58 131.00
EOG RESOURCES INC EOG - - - $13,168.49 107.00
ANTHEM INC ANTM - - - $12,718.56 48.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $12,559.36 88.00
BECTON DICKINSON AND CO BDX - - - $12,520.00 50.00
AMERICAN TOWER CORP AMT - - - $12,227.02 82.00
MORGAN STANLEY MS - - - $12,060.72 252.00
CELGENE CORP CELG - - - $12,052.30 130.00
CSX CORP CSX - - - $12,013.10 163.00
AETNA INC AET - - - $11,817.00 60.00
TJX COS INC TJX - - - $11,716.00 116.00
CHUBB LTD CB - - - $11,580.57 87.00
AUTOMATIC DATA PROCESSING INC ADP - - - $11,574.30 82.00
DANAHER CORP DHR - - - $11,490.06 114.00
MONDELEZ INTL INC MDLZ - - - $11,472.38 274.00
ALLERGAN PLC AGN - - - $11,436.52 62.00
OCCIDENTAL PETROLEUM CORP OXY - - - $11,311.72 142.00
CHARLES SCHWAB CORP SCHW - - - $11,217.66 222.00
FEDEX CORP FDX - - - $11,210.20 46.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $10,916.94 159.00
MICRON TECHNOLOGY INC MU - - - $10,832.68 214.00
RAYTHEON CO RTN - - - $10,668.24 54.00
COLGATE-PALMOLIVE CO CL - - - $10,614.24 162.00
INTUITIVE SURGICAL INC ISRG - - - $10,580.00 20.00
BLACKROCK INC BLK - - - $10,498.62 22.00
DUKE ENERGY CORP DUK - - - $10,477.38 129.00
CHARTER COMMUNICATIONS INC CHTR - - - $10,467.24 34.00
CME GROUP INC CME - - - $10,311.22 62.00
GENERAL DYNAMICS CORP GD - - - $10,068.76 52.00
ACTIVISION BLIZZARD INC ATVI - - - $10,051.89 141.00
SIMON PROPERTY GROUP INC SPG - - - $9,833.04 56.00
STRYKER CORP SYK - - - $9,806.39 59.00
INTUIT INC INTU - - - $9,691.74 46.00
S&P GLOBAL INC SPGI - - - $9,544.29 47.00
BANK OF NEW YORK MELLON CORP BK - - - $9,531.39 187.00
PHILLIPS 66 PSX - - - $9,433.32 78.00
NORTHROP GRUMMAN CORP NOC - - - $9,403.52 32.00
VALERO ENERGY CORP VLO - - - $9,204.00 80.00
NORFOLK SOUTHERN CORP NSC - - - $9,126.07 53.00
APPLIED MATERIALS INC AMAT - - - $9,047.06 187.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $8,944.00 104.00
ILLUMINA INC ILMN - - - $8,914.59 27.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $8,914.08 196.00
CAPITAL ONE FINANCIAL CORP COF - - - $8,899.80 91.00
SOUTHERN CO/THE SO - - - $8,783.36 188.00
AMERICAN INTL GROUP INC AIG - - - $8,739.11 167.00
EMERSON ELECTRIC CO EMR - - - $8,686.08 117.00
BOSTON SCIENTIFIC CORP BSX - - - $8,593.50 255.00
CROWN CASTLE INTL CORP CCI - - - $8,566.25 77.00
GENERAL MOTORS CO GM - - - $8,543.20 236.00
METLIFE INC MET - - - $8,478.80 188.00
VERTEX PHARMACEUTICALS INC VRTX - - - $8,444.64 48.00
DOMINION RESOURCES INC D - - - $8,428.86 121.00
PRAXAIR INC PX - - - $8,388.36 54.00
CIGNA CORP CI - - - $8,338.50 45.00
HUMANA INC HUM - - - $8,233.50 25.00
ZOETIS INC ZTS - - - $8,223.30 90.00
DEERE & CO DE - - - $8,180.35 59.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $8,123.76 108.00
TARGET CORP TGT - - - $8,102.64 98.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $7,864.50 107.00
EXELON CORP EXC - - - $7,716.30 178.00
MARSH & MCLENNAN COS INC MMC - - - $7,696.68 93.00
ILLINOIS TOOL WORKS INC ITW - - - $7,688.80 56.00
PRUDENTIAL FINANCIAL INC PRU - - - $7,596.42 78.00
BB&T CORP BBT - - - $7,466.40 144.00
ELECTRONIC ARTS INC EA - - - $7,386.96 56.00
HP INC HPQ - - - $7,341.60 304.00
ECOLAB INC ECL - - - $7,204.96 49.00
KIMBERLY-CLARK CORP KMB - - - $7,112.32 64.00
SHERWIN-WILLIAMS CO SHW - - - $6,981.44 16.00
EQUINIX INC EQIX - - - $6,944.32 16.00
HCA HOLDINGS INC HCA - - - $6,890.53 53.00
MARATHON PETROLEUM CORP MPC - - - $6,889.46 86.00
FORD MOTOR CO F - - - $6,878.00 724.00
CONSTELLATION BRANDS INC STZ - - - $6,876.11 31.00
MARRIOTT INTL INC MAR - - - $6,810.16 56.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $6,737.53 41.00
PROGRESSIVE CORP PGR - - - $6,727.32 108.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $6,678.21 59.00
SYSCO CORP SYY - - - $6,677.10 90.00
WASTE MANAGEMENT INC WM - - - $6,671.10 74.00
WILLIAMS COS INC WMB - - - $6,668.20 220.00
AFLAC INC AFL - - - $6,650.93 143.00
HALLIBURTON CO HAL - - - $6,629.21 163.00
KRAFT HEINZ CO/THE KHC - - - $6,606.72 111.00
DELTA AIR LINES INC DAL - - - $6,571.20 120.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $6,533.84 92.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $6,508.09 61.00
BAXTER INTL INC BAX - - - $6,505.32 92.00
TRAVELERS COS INC/THE TRV - - - $6,504.54 51.00
ROSS STORES INC ROST - - - $6,499.50 70.00
EATON CORP PLC ETN - - - $6,491.34 81.00
AON PLC AON - - - $6,479.10 46.00
ANALOG DEVICES INC ADI - - - $6,449.80 68.00
ALLSTATE CORP ALL - - - $6,394.70 65.00
ANADARKO PETROLEUM CORP APC - - - $6,363.10 95.00
SUNTRUST BANKS INC STI - - - $6,357.09 87.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $6,325.29 171.00
KINDER MORGAN INC KMI - - - $6,318.40 352.00
PROLOGIS INC PLD - - - $6,276.90 98.00
FISERV INC FISV - - - $6,006.28 76.00
TE CONNECTIVITY LTD TEL - - - $5,967.36 64.00
EBAY INC EBAY - - - $5,848.00 170.00
PUBLIC STORAGE PSA - - - $5,830.11 27.00
SOUTHWEST AIRLINES CO LUV - - - $5,790.82 98.00
SEMPRA ENERGY SRE - - - $5,712.00 50.00
PIONEER NATURAL RESOURCES CO PXD - - - $5,683.54 31.00
VF CORP VFC - - - $5,639.40 60.00
STATE STREET CORP STT - - - $5,619.96 67.00
ESTEE LAUDER COS INC EL - - - $5,588.10 42.00
AUTODESK INC ADSK - - - $5,494.00 41.00
REGENERON PHARMACEUTICALS INC REGN - - - $5,493.45 15.00
CENTENE CORP CNC - - - $5,459.84 38.00
EDWARDS LIFESCIENCES CORP EW - - - $5,348.07 39.00
ROPER TECHNOLOGIES INC ROP - - - $5,307.66 18.00
LAM RESEARCH CORP LRCX - - - $5,300.70 30.00
MOODY'S CORP MCO - - - $5,298.52 31.00
T. ROWE PRICE GROUP INC TROW - - - $5,290.65 45.00
ONEOK INC OKE - - - $5,209.80 76.00
AMPHENOL CORP APH - - - $5,173.85 55.00
O'REILLY AUTOMOTIVE INC ORLY - - - $5,172.32 16.00
ALIGN TECHNOLOGY INC ALGN - - - $5,161.24 14.00
ARCHER DANIELS MIDLAND CO ADM - - - $5,143.82 103.00
DOLLAR GENERAL CORP DG - - - $5,044.80 48.00
GENERAL MILLS INC GIS - - - $5,038.00 110.00
CORNING INC GLW - - - $5,037.34 154.00
PPG INDUSTRIES INC PPG - - - $5,021.95 47.00
ALEXION PHARMACEUTICALS INC ALXN - - - $4,906.88 41.00
YUM! BRANDS INC YUM - - - $4,902.31 59.00
DISCOVER FINANCIAL SERVICES DFS - - - $4,845.44 64.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $4,838.79 93.00
WEYERHAEUSER CO WY - - - $4,802.00 140.00
CONCHO RESOURCES INC CXO - - - $4,800.60 35.00
RED HAT INC RHT - - - $4,736.49 33.00
APTIV PLC APTV - - - $4,701.50 50.00
MONSTER BEVERAGE CORP MNST - - - $4,695.28 76.00
MCKESSON CORP MCK - - - $4,687.16 37.00
DXC TECHNOLOGY CO DXC - - - $4,674.24 54.00
ZIMMER HOLDINGS INC ZBH - - - $4,650.44 38.00
DIGITAL REALTY TRUST INC DLR - - - $4,604.46 38.00
KROGER CO KR - - - $4,597.95 151.00
M&T BANK CORP MTB - - - $4,551.56 26.00
EQUITY RESIDENTIAL EQR - - - $4,528.80 68.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $4,509.18 282.00
CONSOLIDATED EDISON INC ED - - - $4,475.64 57.00
AVALONBAY COMMUNITIES INC AVB - - - $4,465.75 25.00
INGERSOLL-RAND PLC IR - - - $4,463.84 46.00
FORTIVE CORP FTV - - - $4,455.36 56.00
CARNIVAL CORP CCL - - - $4,449.00 75.00
WELLTOWER INC HCN - - - $4,414.62 69.00
XCEL ENERGY INC XEL - - - $4,413.78 93.00
NORTHERN TRUST CORP NTRS - - - $4,240.08 39.00
KEYCORP KEY - - - $4,225.65 197.00
PACCAR INC PCAR - - - $4,212.65 65.00
DOLLAR TREE INC DLTR - - - $4,159.32 44.00
NETAPP INC NTAP - - - $4,138.00 50.00
IDEXX LABORATORIES INC IDXX - - - $4,137.29 17.00
PAYCHEX INC PAYX - - - $4,113.94 58.00
DEVON ENERGY CORP DVN - - - $4,071.36 96.00
PG&E CORP PCG - - - $4,069.80 95.00
CENTURYLINK INC CTL - - - $4,069.52 182.00
ROCKWELL COLLINS INC COL - - - $4,065.30 30.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $4,056.62 53.00
TWITTER INC TWTR - - - $4,049.18 122.00
EDISON INTL EIX - - - $4,018.80 60.00
INTL PAPER CO IP - - - $3,990.14 77.00
PARKER HANNIFIN CORP PH - - - $3,989.04 24.00
REGIONS FINANCIAL CORP RF - - - $3,974.40 207.00
ROCKWELL AUTOMATION INC ROK - - - $3,964.74 23.00
SYNCHRONY FINANCIAL SYF - - - $3,931.31 131.00
CUMMINS INC CMI - - - $3,891.72 28.00
FLEETCOR TECHNOLOGIES INC FLT - - - $3,873.60 18.00
AGILENT TECHNOLOGIES INC A - - - $3,871.50 58.00
WEC ENERGY GROUP INC WEC - - - $3,871.50 58.00
STANLEY BLACK & DECKER INC SWK - - - $3,863.72 28.00
PPL CORP PPL - - - $3,805.10 130.00
VENTAS INC VTR - - - $3,793.02 66.00
FIFTH THIRD BANCORP FITB - - - $3,791.36 128.00
AUTOZONE INC AZO - - - $3,774.35 5.00
CERNER CORP CERN - - - $3,730.56 58.00
ANDEAVOR ANDV - - - $3,721.00 25.00
MICROCHIP TECHNOLOGY INC MCHP - - - $3,699.52 44.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $3,687.54 82.00
NUCOR CORP NUE - - - $3,686.48 58.00
FREEPORT-MCMORAN INC FCX - - - $3,685.20 249.00
CITIZENS FINANCIAL GROUP INC CFG - - - $3,676.40 91.00
DTE ENERGY CO DTE - - - $3,664.32 33.00
MYLAN INC MYL - - - $3,659.40 95.00
WESTERN DIGITAL CORP WDC - - - $3,639.44 56.00
IQVIA HOLDINGS INC IQV - - - $3,636.00 30.00
BOSTON PROPERTIES INC BXP - - - $3,634.12 28.00
MOTOROLA SOLUTIONS INC MSI - - - $3,630.00 30.00
W W GRAINGER INC GWW - - - $3,614.00 10.00
BEST BUY CO INC BBY - - - $3,612.38 46.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $3,608.09 31.00
AMERIPRISE FINANCIAL INC AMP - - - $3,605.16 26.00
NORTHEAST UTILITIES SYSTEM ES - - - $3,584.40 58.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $3,583.36 44.00
IHS MARKIT LTD INFO - - - $3,575.88 66.00
CINTAS CORP CTAS - - - $3,574.76 17.00
TRANSDIGM GROUP INC TDG - - - $3,565.40 10.00
WILLIS TOWERS WATSON PLC WLTW - - - $3,531.12 24.00
HARRIS CORP HRS - - - $3,462.90 21.00
GLOBAL PAYMENTS INC GPN - - - $3,432.15 29.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $3,368.64 66.00
KELLOGG CO K - - - $3,360.97 47.00
XILINX INC XLNX - - - $3,344.52 47.00
TYSON FOODS INC TSN - - - $3,336.48 56.00
NEWMONT MINING CORP NEM - - - $3,326.12 98.00
CBS CORP CBS - - - $3,311.91 63.00
VERISK ANALYTICS INC VRSK - - - $3,297.28 28.00
CLOROX CO CLX - - - $3,262.32 23.00
AMETEK INC AME - - - $3,260.26 43.00
MARATHON OIL CORP MRO - - - $3,251.55 159.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $3,250.62 18.00
HUNTINGTON BANCSHARES INC HBAN - - - $3,249.72 204.00
KLA-TENCOR CORP KLAC - - - $3,228.96 28.00
NATIONAL OILWELL VARCO INC NOV - - - $3,209.20 71.00
SVB FINANCIAL GROUP SIVB - - - $3,202.30 10.00
TEXTRON INC TXT - - - $3,169.44 48.00
SKYWORKS SOLUTIONS INC SWKS - - - $3,152.48 34.00
FASTENAL CO FAST - - - $3,150.36 54.00
L3 TECHNOLOGIES INC LLL - - - $3,147.90 15.00
HESS CORP HES - - - $3,132.08 49.00
COMERICA INC CMA - - - $3,122.56 32.00
APACHE CORP APA - - - $3,116.90 71.00
SBA COMMUNICATIONS CORP SBAC - - - $3,096.00 20.00
REALTY INCOME CORP O - - - $3,082.32 54.00
ESSEX PROPERTY TRUST INC ESS - - - $3,078.40 13.00
REPUBLIC SERVICES INC RSG - - - $3,073.56 42.00
ADVANCED MICRO DEVICES INC AMD - - - $3,063.06 153.00
FIRSTENERGY CORP FE - - - $3,055.92 84.00
E*TRADE FINANCIAL CORP ETFC - - - $3,038.00 50.00
MSCI INC MSCI - - - $2,982.48 17.00
ABIOMED INC ABMD - - - $2,970.00 8.00
EXPEDIA INC EXPE - - - $2,936.78 22.00
EVERGY INC EVRG - - - $2,929.44 51.00
VERISIGN INC VRSN - - - $2,926.00 19.00
AMEREN CORP AEE - - - $2,902.60 46.00
AMERICAN WATER WORKS CO INC AWK - - - $2,890.47 33.00
SEAGATE TECHNOLOGY PLC STX - - - $2,874.42 54.00
TAPESTRY INC TPR - - - $2,870.64 54.00
OMNICOM GROUP INC OMC - - - $2,861.04 42.00
CARDINAL HEALTH INC CAH - - - $2,859.69 57.00
AMERICAN AIRLINES GROUP INC AAL - - - $2,855.93 77.00
TOTAL SYSTEM SERVICES INC TSS - - - $2,846.70 30.00
WATERS CORP WAT - - - $2,825.10 15.00
RESMED INC RMD - - - $2,814.76 26.00
METTLER-TOLEDO INTL INC MTD - - - $2,810.55 5.00
HOST HOTELS & RESORTS INC HST - - - $2,779.73 137.00
ANSYS INC ANSS - - - $2,776.32 16.00
D.R. HORTON INC DHI - - - $2,771.37 63.00
ENTERGY CORP ETR - - - $2,771.34 33.00
NOBLE ENERGY INC NBL - - - $2,757.30 91.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,732.10 21.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $2,720.50 50.00
EQUIFAX INC EFX - - - $2,719.92 21.00
QUEST DIAGNOSTICS INC DGX - - - $2,716.25 25.00
XL GROUP LTD XL - - - $2,705.28 48.00
CONAGRA FOODS INC CAG - - - $2,691.51 73.00
MCCORMICK & CO INC MKC - - - $2,685.54 22.00
WESTROCK CO WRK - - - $2,683.20 48.00
LINCOLN NATIONAL CORP LNC - - - $2,681.81 41.00
VULCAN MATERIALS CO VMC - - - $2,672.64 24.00
MGM RESORTS INTL MGM - - - $2,666.16 92.00
GENUINE PARTS CO GPC - - - $2,653.29 27.00
BROWN-FORMAN CORP BF.B - - - $2,628.85 49.00
BAKER HUGHES A GE CO BHGE - - - $2,612.61 77.00
LENNAR CORP LEN - - - $2,600.49 51.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,596.22 11.00
CMS ENERGY CORP CMS - - - $2,586.40 53.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,581.80 20.00
CBRE GROUP INC CBG - - - $2,580.60 55.00
EASTMAN CHEMICAL CO EMN - - - $2,575.04 26.00
CITRIX SYSTEMS INC CTXS - - - $2,569.33 23.00
CHURCH & DWIGHT CO INC CHD - - - $2,550.70 46.00
COOPER COS INC COO - - - $2,549.70 10.00
BALL CORP BLL - - - $2,540.80 64.00
GARTNER INC IT - - - $2,536.74 18.00
AMERISOURCEBERGEN CORP ABC - - - $2,532.90 30.00
SYNOPSYS INC SNPS - - - $2,516.40 27.00
GGP INC GGP - - - $2,509.65 117.00
CA INC CA - - - $2,486.91 57.00
XYLEM INC XYL - - - $2,466.75 33.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,466.60 5.00
HERSHEY CO HSY - - - $2,465.25 25.00
LOEWS CORP L - - - $2,447.55 49.00
KOHL'S CORP KSS - - - $2,446.83 31.00
WYNN RESORTS LTD WYNN - - - $2,445.79 17.00
DARDEN RESTAURANTS INC DRI - - - $2,445.52 22.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $2,438.00 53.00
MARTIN MARIETTA MATERIALS INC MLM - - - $2,433.00 12.00
UNITED RENTALS INC URI - - - $2,419.36 16.00
CARMAX INC KMX - - - $2,403.72 33.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,402.44 34.00
TIFFANY & CO TIF - - - $2,373.12 18.00
EQT CORP EQT - - - $2,366.92 47.00
VORNADO REALTY TRUST VNO - - - $2,352.00 32.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $2,349.25 25.00
MACY'S INC M - - - $2,341.92 56.00
TECHNIPFMC PLC FTI - - - $2,340.09 81.00
HCP INC HCP - - - $2,312.64 88.00
PVH CORP PVH - - - $2,310.30 15.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $2,304.00 32.00
MOLSON COORS BREWING CO TAP - - - $2,291.26 34.00
DOVER CORP DOV - - - $2,289.84 28.00
CENTERPOINT ENERGY INC CNP - - - $2,250.40 80.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $2,241.00 18.00
AKAMAI TECHNOLOGIES INC AKAM - - - $2,238.20 31.00
J M SMUCKER CO SJM - - - $2,228.80 20.00
HOLLYFRONTIER CORP HFC - - - $2,208.96 32.00
COPART INC CPRT - - - $2,201.87 37.00
HENRY SCHEIN INC HSIC - - - $2,191.00 28.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $2,189.70 9.00
ADVANCE AUTO PARTS INC AAP - - - $2,185.82 14.00
MOHAWK INDUSTRIES INC MHK - - - $2,182.32 12.00
MASCO CORP MAS - - - $2,180.25 57.00
F5 NETWORKS INC FFIV - - - $2,178.60 12.00
SYMANTEC CORP SYMC - - - $2,145.90 115.00
EXTRA SPACE STORAGE INC EXR - - - $2,128.88 23.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $2,126.87 17.00
INCYTE CORP INCY - - - $2,126.40 32.00
CF INDUSTRIES HOLDINGS INC CF - - - $2,112.00 44.00
RAYMOND JAMES FINANCIAL INC RJF - - - $2,083.34 23.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $2,082.87 9.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $2,066.69 17.00
FMC CORP FMC - - - $2,055.12 24.00
KANSAS CITY SOUTHERN KSU - - - $2,041.02 18.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $2,023.00 20.00
VIACOM INC VIAB - - - $2,007.20 65.00
CINCINNATI FINANCIAL CORP CINF - - - $2,006.37 27.00
PACKAGING CORP OF AMERICA PKG - - - $2,005.56 18.00
HOLOGIC INC HOLX - - - $2,002.77 51.00
CABOT OIL & GAS CORP COG - - - $1,992.48 84.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,992.42 18.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,978.83 27.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,976.76 38.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,969.50 15.00
HASBRO INC HAS - - - $1,962.60 20.00
MOSAIC CO MOS - - - $1,960.96 64.00
UDR INC UDR - - - $1,950.00 50.00
ALBEMARLE CORP ALB - - - $1,946.60 20.00
NASDAQ OMX GROUP INC NDAQ - - - $1,943.76 21.00
ZIONS BANCORP ZION - - - $1,928.52 36.00
QORVO INC QRVO - - - $1,904.17 23.00
HORMEL FOODS CORP HRL - - - $1,899.24 51.00
INVESCO LTD IVZ - - - $1,899.24 76.00
SNAP-ON INC SNA - - - $1,890.24 11.00
DUKE REALTY CORP DRE - - - $1,887.60 66.00
NEWELL RUBBERMAID INC NWL - - - $1,879.15 91.00
LKQ CORP LKQ - - - $1,872.64 56.00
IRON MOUNTAIN INC IRM - - - $1,871.43 53.00
FRANKLIN RESOURCES INC BEN - - - $1,870.50 58.00
CBOE HOLDINGS INC CBOE - - - $1,869.20 20.00
NRG ENERGY INC NRG - - - $1,838.48 56.00
ALLIANT ENERGY CORP LNT - - - $1,837.39 43.00
AVERY DENNISON CORP AVY - - - $1,832.94 17.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,804.50 25.00
TRACTOR SUPPLY CO TSCO - - - $1,792.56 22.00
FEDERAL REIT FRT - - - $1,758.96 14.00
SL GREEN REALTY CORP SLG - - - $1,755.93 17.00
NEKTAR THERAPEUTICS NKTR - - - $1,751.31 29.00
JUNIPER NETWORKS INC JNPR - - - $1,721.60 64.00
EVEREST RE GROUP LTD RE - - - $1,717.28 8.00
ROBERT HALF RHI - - - $1,713.14 22.00
PERKINELMER INC PKI - - - $1,712.60 20.00
REGENCY CENTERS CORP REG - - - $1,711.26 27.00
NISOURCE INC NI - - - $1,671.52 62.00
AES CORP AES - - - $1,660.50 123.00
TORCHMARK CORP TMK - - - $1,654.90 19.00
DENTSPLY SIRONA INC XRAY - - - $1,638.00 42.00
BORGWARNER INC BWA - - - $1,637.99 37.00
ARCONIC INC ARNC - - - $1,634.51 79.00
CIMAREX ENERGY CO XEC - - - $1,634.19 19.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,627.40 20.00
WESTERN UNION CO WU - - - $1,617.66 86.00
WHIRLPOOL CORP WHR - - - $1,616.55 13.00
AFFILIATED MANAGERS GROUP INC AMG - - - $1,612.93 11.00
PERRIGO CO PLC PRGO - - - $1,597.35 23.00
NIELSEN HOLDINGS PLC NLSN - - - $1,589.05 61.00
ALLEGION PLC ALLE - - - $1,582.13 19.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,575.42 22.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,571.23 71.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,547.28 63.00
DISH NETWORK CORP DISH - - - $1,532.52 43.00
RALPH LAUREN CORP RL - - - $1,523.50 11.00
FLIR SYSTEMS INC FLIR - - - $1,510.50 25.00
CAMPBELL SOUP CO CPB - - - $1,503.00 36.00
A. O. SMITH CORP AOS - - - $1,500.72 26.00
L BRANDS INC LB - - - $1,472.40 45.00
UNUM GROUP UNM - - - $1,448.94 41.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,408.42 26.00
FLUOR CORP FLR - - - $1,407.00 25.00
ALASKA AIR GROUP INC ALK - - - $1,380.50 22.00
PULTEGROUP INC PHM - - - $1,364.65 49.00
GAP INC GPS - - - $1,308.00 40.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $1,307.35 55.00
KIMCO REALTY CORP KIM - - - $1,295.60 79.00
GARMIN LTD GRMN - - - $1,283.60 20.00
PENTAIR PLC PNR - - - $1,275.00 30.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $1,255.70 29.00
HARLEY-DAVIDSON INC HOG - - - $1,248.00 30.00
HELMERICH & PAYNE INC HP - - - $1,207.64 19.00
HANESBRANDS INC HBI - - - $1,200.54 66.00
FLOWSERVE CORP FLS - - - $1,197.60 24.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $1,182.72 64.00
SEALED AIR CORP SEE - - - $1,156.23 29.00
NORDSTROM INC JWN - - - $1,152.48 21.00
IPG PHOTONICS CORP IPGP - - - $1,151.71 7.00
MACERICH CO MAC - - - $1,114.92 19.00
ASSURANT INC AIZ - - - $1,089.10 10.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $1,060.20 45.00
LEGGETT & PLATT INC LEG - - - $1,049.04 24.00
XEROX CORP XRX - - - $1,046.00 40.00
COTY INC COTY - - - $1,035.76 88.00
TRIPADVISOR INC TRIP - - - $1,030.75 19.00
STERICYCLE INC SRCL - - - $1,027.82 17.00
FOOT LOCKER INC FL - - - $1,026.69 21.00
H & R BLOCK INC HRB - - - $1,017.90 39.00
NEWFIELD EXPLORATION CO NFX - - - $994.93 37.00
ENVISION HEALTHCARE CORP EVHC - - - $989.56 22.00
MATTEL INC MAT - - - $980.28 63.00
NEWS CORP NWSA - - - $971.99 71.00
SCANA CORP SCG - - - $967.20 26.00
QUANTA SERVICES INC PWR - - - $918.54 27.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $862.89 21.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $739.76 28.00
UNDER ARMOUR INC UAA - - - $731.68 34.00
UNDER ARMOUR INC-CLASS C UA - - - $692.65 35.00
NEWS CORP NWS - - - $311.30 22.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $9,680,803.46 9,680,803.46