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 5/25/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 3,688,493.80 - 2,267.14
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 2,940,969.54 - 2,786.59
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 1,903,589.32 - 1,635.49
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,373,500.00 - 1,301.40
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 1,289,856.10 - 1,222.14
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 1,089,952.15 - 936.44
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 892,715.24 - 766.99
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 486,126.34 - 178.63
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 279,189.97 - 102.59
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 17,633.27 - 16.70
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,360.64 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,307.61 - 1.41
EURO E-MINI 06/18/2018 (EEM8) - - - (3,065,737.50) - (42.00)
UNITED STATES TREASURY BILL - 0.000 8/2/18 - $30,372,739.76 30,470,000.00
APPLE INC AAPL - - - $112,393.68 596.00
MICROSOFT CORP MSFT - - - $89,015.80 905.00
AMAZON.COM INC AMZN - - - $75,677.05 47.00
FACEBOOK INC FB - - - $52,147.44 282.00
JPMORGAN CHASE & CO JPM - - - $44,595.98 403.00
BERKSHIRE HATHAWAY INC BRK.B - - - $43,877.90 226.00
EXXON MOBIL CORP XOM - - - $39,197.58 498.00
ALPHABET INC CL C GOOG - - - $38,723.76 36.00
JOHNSON & JOHNSON JNJ - - - $38,263.05 315.00
ALPHABET INC CL A GOOGL - - - $37,942.80 35.00
BANK OF AMERICA CORP BAC - - - $33,930.00 1,125.00
INTEL CORP INTC - - - $30,492.00 550.00
WELLS FARGO & CO WFC - - - $28,328.40 516.00
UNITEDHEALTH GROUP INC UNH - - - $27,924.30 114.00
VISA INC V - - - $27,831.36 212.00
CHEVRON CORP CVX - - - $27,492.75 225.00
HOME DEPOT INC HD - - - $25,598.45 137.00
PFIZER INC PFE - - - $24,976.00 700.00
CISCO SYSTEMS INC CSCO - - - $24,485.16 566.00
VERIZON COMMUNICATIONS INC VZ - - - $23,532.20 485.00
AT&T INC T - - - $23,472.22 722.00
BOEING CO BA - - - $23,405.85 65.00
PROCTER & GAMBLE CO PG - - - $21,995.76 296.00
MASTERCARD INC MA - - - $20,837.53 109.00
CITIGROUP INC C - - - $20,668.88 302.00
COCA-COLA CO/THE KO - - - $19,122.40 451.00
ABBVIE INC ABBV - - - $18,901.96 187.00
MERCK & CO INC MRK - - - $18,731.53 317.00
WALT DISNEY CO DIS - - - $18,089.40 177.00
DOWDUPONT INC DWDP - - - $18,070.25 275.00
NETFLIX INC NFLX - - - $17,915.79 51.00
NVIDIA CORP NVDA - - - $17,698.88 71.00
COMCAST CORP CMCSA - - - $17,303.75 545.00
PEPSICO INC PEP - - - $16,751.77 167.00
ORACLE CORP ORCL - - - $16,685.00 355.00
MCDONALD'S CORP MCD - - - $15,341.74 94.00
GENERAL ELECTRIC CO GE - - - $14,937.23 1,021.00
PHILIP MORRIS INTL INC PM - - - $14,702.22 183.00
INTL BUSINESS MACHINES CORP IBM - - - $14,507.64 101.00
ADOBE SYSTEMS INC ADBE - - - $14,126.48 58.00
WAL-MART STORES INC WMT - - - $14,100.66 171.00
AMGEN INC AMGN - - - $14,080.96 79.00
3M CO MMM - - - $13,932.10 70.00
MEDTRONIC INC MDT - - - $13,721.70 159.00
UNION PACIFIC CORP UNP - - - $13,490.58 93.00
HONEYWELL INTL INC HON - - - $13,258.08 88.00
TEXAS INSTRUMENTS INC TXN - - - $12,940.96 116.00
ABBOTT LABORATORIES ABT - - - $12,785.85 205.00
BOOKING HOLDINGS INC BKNG - - - $12,663.72 6.00
ALTRIA GROUP INC MO - - - $12,405.49 223.00
BROADCOM INC AVGO - - - $12,001.44 48.00
ACCENTURE PLC ACN - - - $11,231.28 72.00
SCHLUMBERGER NV SLB - - - $11,181.80 163.00
NIKE INC NKE - - - $11,054.25 153.00
UNITED TECHNOLOGIES CORP UTX - - - $11,051.61 87.00
CATERPILLAR INC CAT - - - $10,909.50 70.00
PAYPAL HOLDINGS INC PYPL - - - $10,767.68 133.00
QUALCOMM INC QCOM - - - $10,433.04 174.00
GILEAD SCIENCES INC GILD - - - $10,376.52 154.00
SALESFORCE.COM INC CRM - - - $10,364.76 81.00
COSTCO WHOLESALE CORP COST - - - $10,314.72 52.00
BRISTOL-MYERS SQUIBB CO BMY - - - $10,131.84 192.00
THERMO FISHER SCIENTIFIC INC TMO - - - $10,041.55 47.00
GOLDMAN SACHS GROUP INC GS - - - $9,870.42 42.00
STARBUCKS CORP SBUX - - - $9,556.80 165.00
LOWE'S COS INC LOW - - - $9,475.62 98.00
UNITED PARCEL SERVICE INC UPS - - - $9,354.69 81.00
ELI LILLY AND CO LLY - - - $9,353.01 113.00
LOCKHEED MARTIN CORP LMT - - - $9,303.20 29.00
U.S. BANCORP USB - - - $9,299.36 184.00
CONOCOPHILLIPS COP - - - $9,034.86 138.00
NEXTERA ENERGY INC NEE - - - $8,933.10 55.00
TIME WARNER INC TWX - - - $8,663.64 92.00
AMERICAN EXPRESS CO AXP - - - $8,593.50 85.00
MORGAN STANLEY MS - - - $8,587.62 162.00
MICRON TECHNOLOGY INC MU - - - $8,343.60 136.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $8,148.25 55.00
BLACKROCK INC BLK - - - $8,094.15 15.00
CHARLES SCHWAB CORP SCHW - - - $8,079.30 141.00
EOG RESOURCES INC EOG - - - $8,007.68 68.00
CVS HEALTH CORP CVS - - - $7,857.57 119.00
OCCIDENTAL PETROLEUM CORP OXY - - - $7,416.00 90.00
DANAHER CORP DHR - - - $7,353.36 72.00
CHUBB LTD CB - - - $7,341.40 55.00
FEDEX CORP FDX - - - $7,293.50 29.00
RAYTHEON CO RTN - - - $7,183.18 34.00
BIOGEN IDEC INC BIIB - - - $7,155.25 25.00
AMERICAN TOWER CORP AMT - - - $7,089.16 52.00
ANTHEM INC ANTM - - - $6,971.70 30.00
BECTON DICKINSON AND CO BDX - - - $6,935.63 31.00
MONDELEZ INTL INC MDLZ - - - $6,926.50 175.00
CELGENE CORP CELG - - - $6,919.44 88.00
AUTOMATIC DATA PROCESSING INC ADP - - - $6,793.80 52.00
AETNA INC AET - - - $6,784.52 38.00
BANK OF NEW YORK MELLON CORP BK - - - $6,783.00 119.00
CSX CORP CSX - - - $6,726.72 104.00
GENERAL DYNAMICS CORP GD - - - $6,659.84 32.00
NORTHROP GRUMMAN CORP NOC - - - $6,638.60 20.00
STRYKER CORP SYK - - - $6,603.64 38.00
MONSANTO CO MON - - - $6,578.00 52.00
COLGATE-PALMOLIVE CO CL - - - $6,566.25 103.00
TJX COS INC TJX - - - $6,520.14 74.00
CME GROUP INC CME - - - $6,384.00 40.00
ACTIVISION BLIZZARD INC ATVI - - - $6,359.94 89.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $6,353.00 100.00
APPLIED MATERIALS INC AMAT - - - $6,305.40 124.00
DUKE ENERGY CORP DUK - - - $6,216.42 82.00
VALERO ENERGY CORP VLO - - - $6,055.23 51.00
DEERE & CO DE - - - $6,042.00 38.00
S&P GLOBAL INC SPGI - - - $6,010.80 30.00
ALLERGAN PLC AGN - - - $6,006.00 39.00
CHARTER COMMUNICATIONS INC CHTR - - - $5,944.40 22.00
INTUITIVE SURGICAL INC ISRG - - - $5,935.28 13.00
SIMON PROPERTY GROUP INC SPG - - - $5,901.13 37.00
METLIFE INC MET - - - $5,815.74 122.00
INTUIT INC INTU - - - $5,715.61 29.00
GENERAL MOTORS CO GM - - - $5,668.40 148.00
PHILLIPS 66 PSX - - - $5,664.40 49.00
AMERICAN INTL GROUP INC AIG - - - $5,649.80 106.00
EMERSON ELECTRIC CO EMR - - - $5,436.75 75.00
CAPITAL ONE FINANCIAL CORP COF - - - $5,404.17 57.00
PRAXAIR INC PX - - - $5,340.38 34.00
ILLINOIS TOOL WORKS INC ITW - - - $5,307.48 36.00
SOUTHERN CO/THE SO - - - $5,297.88 119.00
FORD MOTOR CO F - - - $5,283.09 459.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $5,228.82 69.00
HALLIBURTON CO HAL - - - $5,169.57 103.00
CIGNA CORP CI - - - $5,101.10 29.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $5,087.28 66.00
NORFOLK SOUTHERN CORP NSC - - - $5,049.66 33.00
CROWN CASTLE INTL CORP CCI - - - $5,034.26 49.00
PRUDENTIAL FINANCIAL INC PRU - - - $5,001.00 50.00
BB&T CORP BBT - - - $4,987.71 91.00
DOMINION RESOURCES INC D - - - $4,941.09 77.00
BOSTON SCIENTIFIC CORP BSX - - - $4,910.22 162.00
MARSH & MCLENNAN COS INC MMC - - - $4,878.00 60.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $4,838.48 124.00
MARRIOTT INTL INC MAR - - - $4,828.95 35.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $4,818.48 68.00
ZOETIS INC ZTS - - - $4,769.19 57.00
ELECTRONIC ARTS INC EA - - - $4,746.60 36.00
VERTEX PHARMACEUTICALS INC VRTX - - - $4,725.00 30.00
HUMANA INC HUM - - - $4,710.56 16.00
EXELON CORP EXC - - - $4,595.71 113.00
TARGET CORP TGT - - - $4,557.44 64.00
ILLUMINA INC ILMN - - - $4,525.74 17.00
ECOLAB INC ECL - - - $4,486.01 31.00
CONSTELLATION BRANDS INC STZ - - - $4,336.20 20.00
KIMBERLY-CLARK CORP KMB - - - $4,323.86 41.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $4,322.88 38.00
STATE STREET CORP STT - - - $4,320.21 43.00
MARATHON PETROLEUM CORP MPC - - - $4,312.00 56.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $4,290.00 26.00
DELTA AIR LINES INC DAL - - - $4,246.12 76.00
PROGRESSIVE CORP PGR - - - $4,239.80 68.00
EBAY INC EBAY - - - $4,211.34 111.00
BAXTER INTL INC BAX - - - $4,206.74 58.00
HP INC HPQ - - - $4,206.72 192.00
TRAVELERS COS INC/THE TRV - - - $4,192.96 32.00
AFLAC INC AFL - - - $4,171.28 92.00
AON PLC AON - - - $4,124.38 29.00
ANADARKO PETROLEUM CORP APC - - - $4,122.99 61.00
ANALOG DEVICES INC ADI - - - $4,104.35 43.00
EATON CORP PLC ETN - - - $4,070.04 52.00
PROLOGIS INC PLD - - - $4,057.83 63.00
KRAFT HEINZ CO/THE KHC - - - $4,043.90 70.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $4,034.94 39.00
ALLSTATE CORP ALL - - - $4,008.90 42.00
SHERWIN-WILLIAMS CO SHW - - - $3,922.50 10.00
ESTEE LAUDER COS INC EL - - - $3,921.32 26.00
WASTE MANAGEMENT INC WM - - - $3,899.12 47.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $3,898.76 58.00
TE CONNECTIVITY LTD TEL - - - $3,858.92 41.00
LAM RESEARCH CORP LRCX - - - $3,838.57 19.00
PIONEER NATURAL RESOURCES CO PXD - - - $3,812.80 20.00
SUNTRUST BANKS INC STI - - - $3,792.80 55.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $3,775.76 109.00
PUBLIC STORAGE PSA - - - $3,752.82 18.00
SYSCO CORP SYY - - - $3,641.12 56.00
KINDER MORGAN INC KMI - - - $3,543.47 223.00
T. ROWE PRICE GROUP INC TROW - - - $3,520.02 29.00
FISERV INC FISV - - - $3,516.73 49.00
MCKESSON CORP MCK - - - $3,499.44 24.00
EQUINIX INC EQIX - - - $3,492.45 9.00
MOODY'S CORP MCO - - - $3,480.60 20.00
ROSS STORES INC ROST - - - $3,480.30 45.00
RED HAT INC RHT - - - $3,467.10 21.00
AUTODESK INC ADSK - - - $3,451.50 26.00
HCA HOLDINGS INC HCA - - - $3,421.77 33.00
EDWARDS LIFESCIENCES CORP EW - - - $3,398.75 25.00
SOUTHWEST AIRLINES CO LUV - - - $3,383.04 64.00
ROPER TECHNOLOGIES INC ROP - - - $3,351.84 12.00
WEYERHAEUSER CO WY - - - $3,288.55 89.00
M&T BANK CORP MTB - - - $3,223.44 18.00
YUM! BRANDS INC YUM - - - $3,218.67 39.00
DXC TECHNOLOGY CO DXC - - - $3,203.14 34.00
DISCOVER FINANCIAL SERVICES DFS - - - $3,192.00 42.00
VF CORP VFC - - - $3,187.08 39.00
ONEOK INC OKE - - - $3,162.72 48.00
SEMPRA ENERGY SRE - - - $3,155.70 30.00
AMPHENOL CORP APH - - - $3,141.72 36.00
PPG INDUSTRIES INC PPG - - - $3,102.00 30.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $3,091.60 59.00
CARNIVAL CORP CCL - - - $3,084.00 48.00
ALEXION PHARMACEUTICALS INC ALXN - - - $3,061.24 26.00
APTIV PLC APTV - - - $3,027.15 31.00
WESTERN DIGITAL CORP WDC - - - $3,022.25 35.00
SYNCHRONY FINANCIAL SYF - - - $2,991.24 84.00
ARCHER DANIELS MIDLAND CO ADM - - - $2,940.30 66.00
DOLLAR GENERAL CORP DG - - - $2,898.60 30.00
GENERAL MILLS INC GIS - - - $2,856.88 67.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $2,855.68 184.00
PARKER HANNIFIN CORP PH - - - $2,834.08 16.00
CORNING INC GLW - - - $2,760.12 102.00
CONSOLIDATED EDISON INC ED - - - $2,732.76 36.00
PG&E CORP PCG - - - $2,724.26 61.00
CENTENE CORP CNC - - - $2,723.66 23.00
FORTIVE CORP FTV - - - $2,718.36 36.00
XCEL ENERGY INC XEL - - - $2,711.40 60.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $2,700.39 33.00
FREEPORT-MCMORAN INC FCX - - - $2,698.64 158.00
O'REILLY AUTOMOTIVE INC ORLY - - - $2,682.90 10.00
MICROCHIP TECHNOLOGY INC MCHP - - - $2,682.68 28.00
ROCKWELL AUTOMATION INC ROK - - - $2,670.00 15.00
ZIMMER HOLDINGS INC ZBH - - - $2,665.92 24.00
NORTHERN TRUST CORP NTRS - - - $2,665.25 25.00
DOLLAR TREE INC DLTR - - - $2,665.04 28.00
EQUITY RESIDENTIAL EQR - - - $2,655.68 43.00
INTL PAPER CO IP - - - $2,652.37 49.00
PACCAR INC PCAR - - - $2,650.24 41.00
REGENERON PHARMACEUTICALS INC REGN - - - $2,643.66 9.00
STANLEY BLACK & DECKER INC SWK - - - $2,639.52 18.00
CUMMINS INC CMI - - - $2,637.72 18.00
ROCKWELL COLLINS INC COL - - - $2,623.90 19.00
WILLIAMS COS INC WMB - - - $2,618.03 97.00
INGERSOLL-RAND PLC IR - - - $2,604.49 29.00
AVALONBAY COMMUNITIES INC AVB - - - $2,588.16 16.00
FIFTH THIRD BANCORP FITB - - - $2,571.52 82.00
KROGER CO KR - - - $2,559.44 104.00
DIGITAL REALTY TRUST INC DLR - - - $2,557.44 24.00
ALIGN TECHNOLOGY INC ALGN - - - $2,548.32 8.00
DR PEPPER SNAPPLE GROUP INC DPS - - - $2,527.56 21.00
DEVON ENERGY CORP DVN - - - $2,515.96 62.00
CONCHO RESOURCES INC CXO - - - $2,512.26 18.00
REGIONS FINANCIAL CORP RF - - - $2,509.32 132.00
KEYCORP KEY - - - $2,505.00 125.00
PAYCHEX INC PAYX - - - $2,504.20 38.00
WELLTOWER INC HCN - - - $2,502.28 44.00
NEWMONT MINING CORP NEM - - - $2,484.72 63.00
WILLIS TOWERS WATSON PLC WLTW - - - $2,484.16 16.00
TYSON FOODS INC TSN - - - $2,435.65 35.00
MONSTER BEVERAGE CORP MNST - - - $2,433.34 49.00
AMERIPRISE FINANCIAL INC AMP - - - $2,417.91 17.00
MYLAN INC MYL - - - $2,402.18 61.00
ANDEAVOR ANDV - - - $2,400.23 17.00
AGILENT TECHNOLOGIES INC A - - - $2,399.70 38.00
EDISON INTL EIX - - - $2,393.24 38.00
NUCOR CORP NUE - - - $2,366.89 37.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,366.07 57.00
WEC ENERGY GROUP INC WEC - - - $2,313.24 37.00
VENTAS INC VTR - - - $2,252.04 42.00
PPL CORP PPL - - - $2,250.90 82.00
AMERICAN AIRLINES GROUP INC AAL - - - $2,245.50 50.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $2,222.64 42.00
CERNER CORP CERN - - - $2,217.78 37.00
SBA COMMUNICATIONS CORP SBAC - - - $2,210.74 14.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $2,196.00 20.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,185.68 12.00
BOSTON PROPERTIES INC BXP - - - $2,152.62 18.00
IHS MARKIT LTD INFO - - - $2,147.85 43.00
DTE ENERGY CO DTE - - - $2,145.78 21.00
HARRIS CORP HRS - - - $2,140.60 14.00
GLOBAL PAYMENTS INC GPN - - - $2,122.49 19.00
SKYWORKS SOLUTIONS INC SWKS - - - $2,107.77 21.00
MOTOROLA SOLUTIONS INC MSI - - - $2,100.83 19.00
CBS CORP CBS - - - $2,089.77 41.00
XILINX INC XLNX - - - $2,088.00 30.00
NETAPP INC NTAP - - - $2,081.65 31.00
NORTHEAST UTILITIES SYSTEM ES - - - $2,081.62 37.00
CENTURYLINK INC CTL - - - $2,072.52 114.00
MARATHON OIL CORP MRO - - - $2,071.00 100.00
TEXTRON INC TXT - - - $2,063.36 31.00
KLA-TENCOR CORP KLAC - - - $2,057.76 18.00
BEST BUY CO INC BBY - - - $2,053.50 30.00
NOBLE ENERGY INC NBL - - - $2,049.72 58.00
VULCAN MATERIALS CO VMC - - - $2,037.44 16.00
IDEXX LABORATORIES INC IDXX - - - $2,037.00 10.00
AMETEK INC AME - - - $2,027.43 27.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $2,007.04 28.00
TRANSDIGM GROUP INC TDG - - - $2,004.60 6.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $2,003.04 52.00
E*TRADE FINANCIAL CORP ETFC - - - $1,988.34 31.00
HUNTINGTON BANCSHARES INC HBAN - - - $1,963.00 130.00
COMERICA INC CMA - - - $1,955.20 20.00
OMNICOM GROUP INC OMC - - - $1,942.92 27.00
WYNN RESORTS LTD WYNN - - - $1,942.10 10.00
CARDINAL HEALTH INC CAH - - - $1,940.28 37.00
SVB FINANCIAL GROUP SIVB - - - $1,916.76 6.00
VERISK ANALYTICS INC VRSK - - - $1,909.80 18.00
AUTOZONE INC AZO - - - $1,901.10 3.00
SEAGATE TECHNOLOGY PLC STX - - - $1,896.51 33.00
KELLOGG CO K - - - $1,891.67 29.00
MGM RESORTS INTL MGM - - - $1,887.00 60.00
ESSEX PROPERTY TRUST INC ESS - - - $1,873.60 8.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,863.36 32.00
W W GRAINGER INC GWW - - - $1,858.92 6.00
NATIONAL OILWELL VARCO INC NOV - - - $1,856.70 45.00
HOST HOTELS & RESORTS INC HST - - - $1,854.16 86.00
CLOROX CO CLX - - - $1,838.70 15.00
HESS CORP HES - - - $1,833.96 31.00
CINTAS CORP CTAS - - - $1,808.40 10.00
FIRSTENERGY CORP FE - - - $1,807.30 53.00
EASTMAN CHEMICAL CO EMN - - - $1,806.42 17.00
WESTROCK CO WRK - - - $1,798.80 30.00
LINCOLN NATIONAL CORP LNC - - - $1,790.88 26.00
FASTENAL CO FAST - - - $1,785.00 34.00
L3 TECHNOLOGIES INC LLL - - - $1,782.72 9.00
APACHE CORP APA - - - $1,767.60 45.00
BROWN-FORMAN CORP BF.B - - - $1,760.49 31.00
REPUBLIC SERVICES INC RSG - - - $1,760.46 26.00
CONAGRA FOODS INC CAG - - - $1,758.27 47.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $1,757.35 7.00
RESMED INC RMD - - - $1,753.04 17.00
MSCI INC MSCI - - - $1,752.74 11.00
REALTY INCOME CORP O - - - $1,743.72 33.00
AMERICAN WATER WORKS CO INC AWK - - - $1,742.79 21.00
BAKER HUGHES A GE CO BHGE - - - $1,735.00 50.00
WATERS CORP WAT - - - $1,715.85 9.00
CBRE GROUP INC CBG - - - $1,712.16 36.00
IQVIA HOLDINGS INC IQV - - - $1,708.50 17.00
LENNAR CORP LEN - - - $1,708.48 32.00
AMEREN CORP AEE - - - $1,707.23 29.00
D.R. HORTON INC DHI - - - $1,706.40 40.00
QUEST DIAGNOSTICS INC DGX - - - $1,692.96 16.00
ENTERGY CORP ETR - - - $1,674.33 21.00
XL GROUP LTD XL - - - $1,669.20 30.00
METTLER-TOLEDO INTL INC MTD - - - $1,664.49 3.00
EXPEDIA INC EXPE - - - $1,649.62 14.00
TOTAL SYSTEM SERVICES INC TSS - - - $1,636.28 19.00
AMERISOURCEBERGEN CORP ABC - - - $1,624.31 19.00
TECHNIPFMC PLC FTI - - - $1,623.96 52.00
ANSYS INC ANSS - - - $1,623.20 10.00
UNITED RENTALS INC URI - - - $1,619.40 10.00
EQUIFAX INC EFX - - - $1,612.94 14.00
CITRIX SYSTEMS INC CTXS - - - $1,598.25 15.00
LOEWS CORP L - - - $1,591.36 32.00
BALL CORP BLL - - - $1,573.17 41.00
HERSHEY CO HSY - - - $1,564.51 17.00
GENUINE PARTS CO GPC - - - $1,555.16 17.00
TIFFANY & CO TIF - - - $1,550.52 12.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $1,550.01 21.00
SYMANTEC CORP SYMC - - - $1,537.38 73.00
AKAMAI TECHNOLOGIES INC AKAM - - - $1,530.20 20.00
MARTIN MARIETTA MATERIALS INC MLM - - - $1,523.90 7.00
GGP INC GGP - - - $1,520.70 74.00
NEKTAR THERAPEUTICS NKTR - - - $1,519.24 19.00
CMS ENERGY CORP CMS - - - $1,505.46 33.00
SYNOPSYS INC SNPS - - - $1,501.44 17.00
XYLEM INC XYL - - - $1,499.40 21.00
MOHAWK INDUSTRIES INC MHK - - - $1,493.52 7.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,492.05 15.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,482.00 12.00
TAPESTRY INC TPR - - - $1,461.57 33.00
EQT CORP EQT - - - $1,456.67 29.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $1,456.26 13.00
MCCORMICK & CO INC MKC - - - $1,448.16 14.00
NEWELL RUBBERMAID INC NWL - - - $1,439.82 57.00
GARTNER INC IT - - - $1,437.04 11.00
INCYTE CORP INCY - - - $1,437.03 21.00
FMC CORP FMC - - - $1,434.72 16.00
EXTRA SPACE STORAGE INC EXR - - - $1,427.25 15.00
J M SMUCKER CO SJM - - - $1,426.62 13.00
DOVER CORP DOV - - - $1,424.52 18.00
PVH CORP PVH - - - $1,420.38 9.00
ARTHUR J. GALLAGHER & CO. AJG - - - $1,420.02 21.00
CARMAX INC KMX - - - $1,412.88 21.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,411.68 16.00
MASCO CORP MAS - - - $1,402.30 37.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,393.92 33.00
CHURCH & DWIGHT CO INC CHD - - - $1,375.18 29.00
COOPER COS INC COO - - - $1,366.50 6.00
INVESCO LTD IVZ - - - $1,356.00 48.00
VORNADO REALTY TRUST VNO - - - $1,354.20 20.00
MOLSON COORS BREWING CO TAP - - - $1,351.46 22.00
KANSAS CITY SOUTHERN KSU - - - $1,344.48 12.00
CBOE HOLDINGS INC CBOE - - - $1,340.17 13.00
CENTERPOINT ENERGY INC CNP - - - $1,324.98 51.00
PACKAGING CORP OF AMERICA PKG - - - $1,318.57 11.00
DARDEN RESTAURANTS INC DRI - - - $1,318.20 15.00
CA INC CA - - - $1,315.72 37.00
ADVANCED MICRO DEVICES INC AMD - - - $1,313.38 97.00
ZIONS BANCORP ZION - - - $1,312.15 23.00
KOHL'S CORP KSS - - - $1,305.60 20.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,303.94 11.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,299.12 24.00
NASDAQ OMX GROUP INC NDAQ - - - $1,298.92 14.00
WYNDHAM WORLDWIDE CORP WYN - - - $1,295.28 12.00
HCP INC HCP - - - $1,293.60 55.00
FRANKLIN RESOURCES INC BEN - - - $1,293.14 38.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $1,286.88 3.00
VERISIGN INC VRSN - - - $1,285.10 10.00
HOLOGIC INC HOLX - - - $1,284.36 33.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,283.90 10.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $1,278.78 6.00
HENRY SCHEIN INC HSIC - - - $1,267.74 18.00
CINCINNATI FINANCIAL CORP CINF - - - $1,267.56 18.00
DENTSPLY SIRONA INC XRAY - - - $1,257.39 27.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,235.52 18.00
ALBEMARLE CORP ALB - - - $1,232.66 13.00
MACY'S INC M - - - $1,228.68 36.00
F5 NETWORKS INC FFIV - - - $1,223.60 7.00
QORVO INC QRVO - - - $1,222.35 15.00
CABOT OIL & GAS CORP COG - - - $1,215.00 54.00
WHIRLPOOL CORP WHR - - - $1,208.56 8.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,190.02 13.00
NRG ENERGY INC NRG - - - $1,189.30 35.00
BORGWARNER INC BWA - - - $1,183.58 23.00
DUKE REALTY CORP DRE - - - $1,173.48 42.00
NIELSEN HOLDINGS PLC NLSN - - - $1,170.00 39.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,166.90 10.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,154.13 17.00
MOSAIC CO MOS - - - $1,149.23 41.00
HORMEL FOODS CORP HRL - - - $1,147.52 32.00
HASBRO INC HAS - - - $1,139.32 13.00
EVEREST RE GROUP LTD RE - - - $1,137.20 5.00
UDR INC UDR - - - $1,136.96 32.00
PERRIGO CO PLC PRGO - - - $1,128.60 15.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,128.51 9.00
VIACOM INC VIAB - - - $1,127.50 41.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,124.82 27.00
ADVANCE AUTO PARTS INC AAP - - - $1,124.19 9.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,123.65 5.00
LKQ CORP LKQ - - - $1,107.36 36.00
ALLIANT ENERGY CORP LNT - - - $1,101.33 27.00
TRACTOR SUPPLY CO TSCO - - - $1,100.10 15.00
A. O. SMITH CORP AOS - - - $1,095.99 17.00
JUNIPER NETWORKS INC JNPR - - - $1,089.20 40.00
IRON MOUNTAIN INC IRM - - - $1,088.67 33.00
AVERY DENNISON CORP AVY - - - $1,084.80 10.00
WESTERN UNION CO WU - - - $1,080.00 54.00
SNAP-ON INC SNA - - - $1,058.61 7.00
SL GREEN REALTY CORP SLG - - - $1,054.46 11.00
FEDERAL REIT FRT - - - $1,052.46 9.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,035.90 45.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,035.00 18.00
L BRANDS INC LB - - - $1,029.50 29.00
TORCHMARK CORP TMK - - - $1,028.52 12.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,019.07 13.00
CIMAREX ENERGY CO XEC - - - $1,012.88 11.00
UNUM GROUP UNM - - - $1,005.94 26.00
NISOURCE INC NI - - - $1,004.00 40.00
IPG PHOTONICS CORP IPGP - - - $999.76 4.00
REGENCY CENTERS CORP REG - - - $982.60 17.00
AFFILIATED MANAGERS GROUP INC AMG - - - $979.98 6.00
AES CORP AES - - - $967.98 78.00
PERKINELMER INC PKI - - - $966.16 13.00
RALPH LAUREN CORP RL - - - $961.10 7.00
ROBERT HALF RHI - - - $954.30 15.00
PULTEGROUP INC PHM - - - $944.57 31.00
ARCONIC INC ARNC - - - $921.50 50.00
SEALED AIR CORP SEE - - - $915.40 20.00
JACOBS ENGINEERING GROUP INC JEC - - - $886.62 14.00
ALLEGION PLC ALLE - - - $866.69 11.00
ALASKA AIR GROUP INC ALK - - - $866.18 14.00
HELMERICH & PAYNE INC HP - - - $865.28 13.00
FLIR SYSTEMS INC FLIR - - - $861.28 16.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $859.88 37.00
PENTAIR PLC PNR - - - $855.57 19.00
HARLEY-DAVIDSON INC HOG - - - $846.20 20.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $838.00 40.00
DISH NETWORK CORP DISH - - - $829.17 27.00
CAMPBELL SOUP CO CPB - - - $795.80 23.00
GARMIN LTD GRMN - - - $787.28 13.00
FOOT LOCKER INC FL - - - $780.36 14.00
FLUOR CORP FLR - - - $776.48 16.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $769.16 41.00
COTY INC COTY - - - $765.52 56.00
HANESBRANDS INC HBI - - - $763.98 42.00
KIMCO REALTY CORP KIM - - - $749.50 50.00
GAP INC GPS - - - $731.90 26.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $714.06 18.00
MACERICH CO MAC - - - $711.75 13.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $705.32 28.00
NEWS CORP NWSA - - - $701.10 45.00
H & R BLOCK INC HRB - - - $698.25 25.00
XEROX CORP XRX - - - $697.75 25.00
NORDSTROM INC JWN - - - $685.02 14.00
LEGGETT & PLATT INC LEG - - - $666.08 16.00
NEWFIELD EXPLORATION CO NFX - - - $644.23 23.00
TRIPADVISOR INC TRIP - - - $643.24 13.00
QUANTA SERVICES INC PWR - - - $640.62 18.00
FLOWSERVE CORP FLS - - - $634.20 15.00
STERICYCLE INC SRCL - - - $633.00 10.00
ENVISION HEALTHCARE CORP EVHC - - - $609.98 14.00
MATTEL INC MAT - - - $609.20 40.00
SCANA CORP SCG - - - $608.77 17.00
ACUITY BRANDS INC AYI - - - $598.00 5.00
ASSURANT INC AIZ - - - $579.00 6.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $531.08 11.00
UNDER ARMOUR INC UAA - - - $458.70 22.00
NAVIANT CORP NAVI - - - $450.43 31.00
UNDER ARMOUR INC-CLASS C UA - - - $415.36 22.00
RANGE RESOURCES CORP RRC - - - $410.40 27.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $402.12 18.00
NEWS CORP NWS - - - $224.70 14.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $7,941,510.69 7,941,510.69