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 1/18/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 4,000,886.95 - 2,698.74
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 3,172,871.81 - 2,991.24
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,564,090.07 - 1,620.96
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 1,366,767.98 - 1,416.47
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 859,692.33 - 810.47
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 617,950.22 - 640.42
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 471,509.20 - 488.65
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 279,010.46 - 263.03
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 273,996.70 - 102.59
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 39,634.59 - 14.84
RUSSELL 2000 INDEX SWAP UBS AG - - - 3,973.53 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,102.76 - 1.41
EURO E-MINI 03/18/2019 (EEH9) - - - (1,498,743.75) - (21.00)
UNITED STATES TREASURY BILL - 0.000 4/4/19 - $28,071,690.00 28,200,000.00
MICROSOFT CORP MSFT - - - $124,620.47 1,157.00
APPLE INC AAPL - - - $105,853.50 675.00
AMAZON.COM INC AMZN - - - $105,164.40 62.00
BERKSHIRE HATHAWAY INC BRK.B - - - $59,503.68 291.00
FACEBOOK INC FB - - - $54,014.40 360.00
JOHNSON & JOHNSON JNJ - - - $52,537.38 402.00
JPMORGAN CHASE & CO JPM - - - $52,085.82 498.00
ALPHABET INC CL C GOOG - - - $50,519.96 46.00
ALPHABET INC CL A GOOGL - - - $49,828.50 45.00
EXXON MOBIL CORP XOM - - - $46,275.66 634.00
BANK OF AMERICA CORP BAC - - - $40,053.10 1,367.00
UNITEDHEALTH GROUP INC UNH - - - $38,232.00 144.00
PFIZER INC PFE - - - $36,830.98 866.00
VISA INC V - - - $36,425.50 263.00
VERIZON COMMUNICATIONS INC VZ - - - $35,338.71 619.00
PROCTER & GAMBLE CO PG - - - $34,099.66 373.00
AT&T INC T - - - $33,746.40 1,090.00
INTEL CORP INTC - - - $33,596.77 683.00
CHEVRON CORP CVX - - - $32,709.82 286.00
WELLS FARGO & CO WFC - - - $31,706.34 634.00
HOME DEPOT INC HD - - - $30,349.02 169.00
CISCO SYSTEMS INC CSCO - - - $30,305.19 673.00
MERCK & CO INC MRK - - - $29,513.43 389.00
BOEING CO BA - - - $28,813.67 79.00
MASTERCARD INC MA - - - $27,472.00 136.00
COCA-COLA CO/THE KO - - - $27,328.14 574.00
WALT DISNEY CO DIS - - - $24,761.92 223.00
COMCAST CORP CMCSA - - - $24,622.80 680.00
PEPSICO INC PEP - - - $23,224.77 211.00
CITIGROUP INC C - - - $23,101.92 366.00
NETFLIX INC NFLX - - - $22,041.50 65.00
MCDONALD'S CORP MCD - - - $20,995.55 115.00
WAL-MART STORES INC WMT - - - $20,816.49 213.00
ABBVIE INC ABBV - - - $20,137.50 225.00
DOWDUPONT INC DWDP - - - $19,972.64 344.00
AMGEN INC AMGN - - - $19,368.60 95.00
ORACLE CORP ORCL - - - $18,821.14 382.00
ABBOTT LABORATORIES ABT - - - $18,783.46 263.00
ADOBE SYSTEMS INC ADBE - - - $18,068.23 73.00
MEDTRONIC INC MDT - - - $17,547.30 201.00
SALESFORCE.COM INC CRM - - - $17,538.65 115.00
UNION PACIFIC CORP UNP - - - $17,417.40 110.00
PHILIP MORRIS INTL INC PM - - - $17,193.07 233.00
3M CO MMM - - - $17,039.82 87.00
INTL BUSINESS MACHINES CORP IBM - - - $16,839.52 136.00
ELI LILLY AND CO LLY - - - $16,439.19 141.00
BROADCOM INC AVGO - - - $16,170.84 62.00
PAYPAL HOLDINGS INC PYPL - - - $16,037.12 176.00
HONEYWELL INTL INC HON - - - $15,745.35 111.00
NIKE INC NKE - - - $15,365.95 191.00
THERMO FISHER SCIENTIFIC INC TMO - - - $14,439.60 60.00
TEXAS INSTRUMENTS INC TXN - - - $14,316.48 144.00
ACCENTURE PLC ACN - - - $14,292.75 95.00
NVIDIA CORP NVDA - - - $14,280.63 91.00
COSTCO WHOLESALE CORP COST - - - $14,096.94 66.00
UNITED TECHNOLOGIES CORP UTX - - - $13,895.80 122.00
ALTRIA GROUP INC MO - - - $13,575.11 281.00
GILEAD SCIENCES INC GILD - - - $13,420.92 194.00
LINDE PLC LIN - - - $13,345.57 83.00
CVS HEALTH CORP CVS - - - $12,710.88 194.00
NEXTERA ENERGY INC NEE - - - $12,678.48 72.00
BOOKING HOLDINGS INC BKNG - - - $12,321.82 7.00
BRISTOL-MYERS SQUIBB CO BMY - - - $12,229.28 244.00
STARBUCKS CORP SBUX - - - $12,034.20 186.00
CATERPILLAR INC CAT - - - $12,020.80 88.00
GENERAL ELECTRIC CO GE - - - $11,805.18 1,303.00
CONOCOPHILLIPS COP - - - $11,678.80 172.00
U.S. BANCORP USB - - - $11,450.16 228.00
LOWE'S COS INC LOW - - - $11,397.60 120.00
CIGNA CORP CI - - - $11,105.31 57.00
AMERICAN TOWER CORP AMT - - - $10,868.22 66.00
UNITED PARCEL SERVICE INC UPS - - - $10,566.40 104.00
AMERICAN EXPRESS CO AXP - - - $10,550.40 105.00
GOLDMAN SACHS GROUP INC GS - - - $10,532.08 52.00
LOCKHEED MARTIN CORP LMT - - - $10,466.19 37.00
ANTHEM INC ANTM - - - $10,378.68 39.00
BIOGEN IDEC INC BIIB - - - $10,122.60 30.00
QUALCOMM INC QCOM - - - $10,059.14 182.00
CME GROUP INC CME - - - $9,905.22 54.00
DANAHER CORP DHR - - - $9,885.40 92.00
BECTON DICKINSON AND CO BDX - - - $9,683.20 40.00
MONDELEZ INTL INC MDLZ - - - $9,452.48 218.00
SCHLUMBERGER NV SLB - - - $9,259.11 207.00
INTUITIVE SURGICAL INC ISRG - - - $9,223.35 17.00
CHUBB LTD CB - - - $9,217.71 69.00
DUKE ENERGY CORP DUK - - - $9,159.20 107.00
TJX COS INC TJX - - - $9,094.60 185.00
CELGENE CORP CELG - - - $9,058.35 105.00
AUTOMATIC DATA PROCESSING INC ADP - - - $8,921.88 66.00
EOG RESOURCES INC EOG - - - $8,791.35 87.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $8,691.60 120.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $8,642.25 69.00
CHARLES SCHWAB CORP SCHW - - - $8,636.40 180.00
MORGAN STANLEY MS - - - $8,563.24 196.00
INTUIT INC INTU - - - $8,340.93 39.00
COLGATE-PALMOLIVE CO CL - - - $8,141.90 130.00
CSX CORP CSX - - - $8,083.20 120.00
SIMON PROPERTY GROUP INC SPG - - - $8,002.16 46.00
DEERE & CO DE - - - $7,901.28 48.00
STRYKER CORP SYK - - - $7,874.85 47.00
BOSTON SCIENTIFIC CORP BSX - - - $7,801.83 207.00
DOMINION RESOURCES INC D - - - $7,771.01 113.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $7,700.92 158.00
GENERAL MOTORS CO GM - - - $7,606.17 197.00
CHARTER COMMUNICATIONS INC CHTR - - - $7,576.40 26.00
OCCIDENTAL PETROLEUM CORP OXY - - - $7,574.39 113.00
BLACKROCK INC BLK - - - $7,550.10 18.00
ALLERGAN PLC AGN - - - $7,530.34 47.00
VERTEX PHARMACEUTICALS INC VRTX - - - $7,398.60 38.00
SOUTHERN CO/THE SO - - - $7,271.88 154.00
S&P GLOBAL INC SPGI - - - $7,168.32 38.00
BANK OF NEW YORK MELLON CORP BK - - - $7,161.76 136.00
RAYTHEON CO RTN - - - $7,112.63 43.00
GENERAL DYNAMICS CORP GD - - - $7,080.36 42.00
NORTHROP GRUMMAN CORP NOC - - - $6,961.50 26.00
NORFOLK SOUTHERN CORP NSC - - - $6,931.05 41.00
ILLUMINA INC ILMN - - - $6,880.50 22.00
MARATHON PETROLEUM CORP MPC - - - $6,807.27 103.00
METLIFE INC MET - - - $6,705.88 148.00
EXELON CORP EXC - - - $6,681.60 145.00
CROWN CASTLE INTL CORP CCI - - - $6,671.82 62.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $6,428.55 85.00
FEDEX CORP FDX - - - $6,368.76 36.00
MARSH & MCLENNAN COS INC MMC - - - $6,304.50 75.00
ILLINOIS TOOL WORKS INC ITW - - - $6,286.82 46.00
HUMANA INC HUM - - - $6,206.76 21.00
PHILLIPS 66 PSX - - - $6,099.20 64.00
ZOETIS INC ZTS - - - $6,090.48 72.00
PROLOGIS INC PLD - - - $6,081.80 94.00
KIMBERLY-CLARK CORP KMB - - - $6,077.24 52.00
CAPITAL ONE FINANCIAL CORP COF - - - $6,032.87 71.00
MICRON TECHNOLOGY INC MU - - - $6,007.68 168.00
EMERSON ELECTRIC CO EMR - - - $5,985.92 94.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $5,900.34 87.00
ECOLAB INC ECL - - - $5,871.00 38.00
AMERICAN INTL GROUP INC AIG - - - $5,829.12 132.00
PRUDENTIAL FINANCIAL INC PRU - - - $5,720.12 62.00
BB&T CORP BBT - - - $5,668.35 115.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $5,630.66 74.00
PROGRESSIVE CORP PGR - - - $5,604.54 87.00
WASTE MANAGEMENT INC WM - - - $5,573.73 59.00
AON PLC AON - - - $5,558.76 36.00
ACTIVISION BLIZZARD INC ATVI - - - $5,546.10 114.00
TARGET CORP TGT - - - $5,513.04 78.00
AFLAC INC AFL - - - $5,437.80 114.00
HCA HOLDINGS INC HCA - - - $5,381.60 40.00
VALERO ENERGY CORP VLO - - - $5,285.76 64.00
APPLIED MATERIALS INC AMAT - - - $5,249.37 147.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $5,234.46 33.00
BAXTER INTL INC BAX - - - $5,226.62 74.00
EDWARDS LIFESCIENCES CORP EW - - - $5,220.71 31.00
ROSS STORES INC ROST - - - $5,208.56 56.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $5,186.16 49.00
HP INC HPQ - - - $5,154.75 237.00
KINDER MORGAN INC KMI - - - $5,114.84 284.00
REGENERON PHARMACEUTICALS INC REGN - - - $5,026.08 12.00
ANALOG DEVICES INC ADI - - - $5,024.80 55.00
FORD MOTOR CO F - - - $5,019.30 585.00
TRAVELERS COS INC/THE TRV - - - $4,960.40 40.00
SHERWIN-WILLIAMS CO SHW - - - $4,782.36 12.00
WILLIAMS COS INC WMB - - - $4,778.40 181.00
AUTODESK INC ADSK - - - $4,677.09 33.00
EATON CORP PLC ETN - - - $4,671.55 65.00
FISERV INC FISV - - - $4,669.20 60.00
SEMPRA ENERGY SRE - - - $4,619.47 41.00
MARRIOTT INTL INC MAR - - - $4,580.10 42.00
RED HAT INC RHT - - - $4,563.26 26.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $4,516.74 138.00
SYSCO CORP SYY - - - $4,512.96 72.00
EQUINIX INC EQIX - - - $4,496.04 12.00
DELTA AIR LINES INC DAL - - - $4,474.23 93.00
PUBLIC STORAGE PSA - - - $4,468.86 22.00
ALLSTATE CORP ALL - - - $4,456.40 52.00
DOLLAR GENERAL CORP DG - - - $4,427.67 39.00
KRAFT HEINZ CO/THE KHC - - - $4,420.29 93.00
YUM! BRANDS INC YUM - - - $4,340.92 47.00
ROPER TECHNOLOGIES INC ROP - - - $4,230.60 15.00
HALLIBURTON CO HAL - - - $4,224.75 131.00
O'REILLY AUTOMOTIVE INC ORLY - - - $4,218.00 12.00
EBAY INC EBAY - - - $4,216.00 136.00
ESTEE LAUDER COS INC EL - - - $4,208.82 33.00
ELECTRONIC ARTS INC EA - - - $4,163.40 45.00
TE CONNECTIVITY LTD TEL - - - $4,143.75 51.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $4,129.42 47.00
CONSTELLATION BRANDS INC STZ - - - $4,103.75 25.00
WELLTOWER INC HCN - - - $4,090.24 56.00
SUNTRUST BANKS INC STI - - - $4,068.24 67.00
STATE STREET CORP STT - - - $4,064.10 57.00
VF CORP VFC - - - $4,034.66 49.00
MOODY'S CORP MCO - - - $3,985.00 25.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $3,947.44 76.00
CENTENE CORP CNC - - - $3,925.22 31.00
SOUTHWEST AIRLINES CO LUV - - - $3,919.32 76.00
ONEOK INC OKE - - - $3,917.78 62.00
XCEL ENERGY INC XEL - - - $3,903.90 77.00
GENERAL MILLS INC GIS - - - $3,868.83 89.00
AVALONBAY COMMUNITIES INC AVB - - - $3,865.89 21.00
ALEXION PHARMACEUTICALS INC ALXN - - - $3,862.65 33.00
EQUITY RESIDENTIAL EQR - - - $3,856.60 55.00
PPG INDUSTRIES INC PPG - - - $3,795.48 36.00
PIONEER NATURAL RESOURCES CO PXD - - - $3,767.40 26.00
CONCHO RESOURCES INC CXO - - - $3,746.10 30.00
ARCHER DANIELS MIDLAND CO ADM - - - $3,717.84 84.00
AMPHENOL CORP APH - - - $3,712.05 45.00
ANADARKO PETROLEUM CORP APC - - - $3,698.92 76.00
CORNING INC GLW - - - $3,675.60 120.00
MCKESSON CORP MCK - - - $3,673.43 29.00
CONSOLIDATED EDISON INC ED - - - $3,595.97 47.00
TWITTER INC TWTR - - - $3,593.16 108.00
INGERSOLL-RAND PLC IR - - - $3,556.07 37.00
XILINX INC XLNX - - - $3,553.76 38.00
KROGER CO KR - - - $3,531.60 120.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $3,529.55 73.00
T. ROWE PRICE GROUP INC TROW - - - $3,477.96 36.00
M&T BANK CORP MTB - - - $3,477.39 21.00
AGILENT TECHNOLOGIES INC A - - - $3,452.64 48.00
DOLLAR TREE INC DLTR - - - $3,407.76 36.00
LAM RESEARCH CORP LRCX - - - $3,393.65 23.00
AUTOZONE INC AZO - - - $3,377.28 4.00
PAYCHEX INC PAYX - - - $3,355.20 48.00
MONSTER BEVERAGE CORP MNST - - - $3,334.80 60.00
WEC ENERGY GROUP INC WEC - - - $3,330.42 47.00
DIGITAL REALTY TRUST INC DLR - - - $3,324.75 31.00
DISCOVER FINANCIAL SERVICES DFS - - - $3,318.50 50.00
CUMMINS INC CMI - - - $3,312.32 22.00
CARNIVAL CORP CCL - - - $3,292.80 60.00
PACCAR INC PCAR - - - $3,274.96 52.00
ZIMMER HOLDINGS INC ZBH - - - $3,265.54 31.00
PARKER HANNIFIN CORP PH - - - $3,249.80 20.00
PPL CORP PPL - - - $3,247.56 108.00
VENTAS INC VTR - - - $3,235.12 53.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $3,215.52 44.00
FORTIVE CORP FTV - - - $3,213.32 44.00
NORTHEAST UTILITIES SYSTEM ES - - - $3,180.49 47.00
STANLEY BLACK & DECKER INC SWK - - - $3,148.24 23.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $3,126.84 213.00
IQVIA HOLDINGS INC IQV - - - $3,052.56 24.00
DTE ENERGY CO DTE - - - $3,050.46 27.00
WILLIS TOWERS WATSON PLC WLTW - - - $3,014.54 19.00
NORTHERN TRUST CORP NTRS - - - $3,008.28 33.00
ROCKWELL AUTOMATION INC ROK - - - $2,965.50 18.00
SBA COMMUNICATIONS CORP SBAC - - - $2,941.85 17.00
CLOROX CO CLX - - - $2,933.03 19.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $2,910.06 34.00
VERISK ANALYTICS INC VRSK - - - $2,892.50 25.00
REALTY INCOME CORP O - - - $2,844.60 44.00
APTIV PLC APTV - - - $2,844.27 39.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $2,843.10 26.00
FIRSTENERGY CORP FE - - - $2,837.51 73.00
WEYERHAEUSER CO WY - - - $2,808.96 112.00
BOSTON PROPERTIES INC BXP - - - $2,794.96 23.00
IHS MARKIT LTD INFO - - - $2,786.94 54.00
INTL PAPER CO IP - - - $2,786.48 61.00
MOTOROLA SOLUTIONS INC MSI - - - $2,774.40 24.00
NUCOR CORP NUE - - - $2,760.31 47.00
GLOBAL PAYMENTS INC GPN - - - $2,750.16 24.00
ADVANCED MICRO DEVICES INC AMD - - - $2,741.64 132.00
FREEPORT-MCMORAN INC FCX - - - $2,725.52 217.00
MICROCHIP TECHNOLOGY INC MCHP - - - $2,717.40 35.00
EDISON INTL EIX - - - $2,689.12 49.00
TYSON FOODS INC TSN - - - $2,682.24 44.00
CERNER CORP CERN - - - $2,648.94 49.00
FIFTH THIRD BANCORP FITB - - - $2,646.00 98.00
VERISIGN INC VRSN - - - $2,631.04 16.00
DXC TECHNOLOGY CO DXC - - - $2,630.04 42.00
KEYCORP KEY - - - $2,611.75 155.00
IDEXX LABORATORIES INC IDXX - - - $2,611.31 13.00
SYNCHRONY FINANCIAL SYF - - - $2,601.72 99.00
ESSEX PROPERTY TRUST INC ESS - - - $2,599.30 10.00
OMNICOM GROUP INC OMC - - - $2,584.00 34.00
FLEETCOR TECHNOLOGIES INC FLT - - - $2,578.16 13.00
HARRIS CORP HRS - - - $2,570.04 18.00
BALL CORP BLL - - - $2,563.26 51.00
FASTENAL CO FAST - - - $2,552.05 43.00
AMERIPRISE FINANCIAL INC AMP - - - $2,543.31 21.00
NEWMONT MINING CORP NEM - - - $2,541.60 80.00
AMETEK INC AME - - - $2,532.60 35.00
CHURCH & DWIGHT CO INC CHD - - - $2,529.32 37.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $2,520.72 54.00
REPUBLIC SERVICES INC RSG - - - $2,516.58 33.00
MCCORMICK & CO INC MKC - - - $2,509.92 18.00
AMERICAN WATER WORKS CO INC AWK - - - $2,500.47 27.00
TRANSDIGM GROUP INC TDG - - - $2,491.23 7.00
AMEREN CORP AEE - - - $2,487.88 37.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,480.10 70.00
RESMED INC RMD - - - $2,474.64 21.00
CBS CORP CBS - - - $2,462.00 50.00
DIAMONDBACK ENERGY INC FANG - - - $2,458.47 23.00
REGIONS FINANCIAL CORP RF - - - $2,433.50 155.00
ALIGN TECHNOLOGY INC ALGN - - - $2,420.99 11.00
METTLER-TOLEDO INTL INC MTD - - - $2,408.40 4.00
CINTAS CORP CTAS - - - $2,403.83 13.00
FIRST REPUBLIC BANK FRC - - - $2,400.50 25.00
NETAPP INC NTAP - - - $2,393.24 38.00
ABIOMED INC ABMD - - - $2,336.18 7.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,332.00 8.00
ENTERGY CORP ETR - - - $2,329.83 27.00
MYLAN INC MYL - - - $2,278.43 77.00
WATERS CORP WAT - - - $2,276.34 11.00
HERSHEY CO HSY - - - $2,270.94 21.00
KELLOGG CO K - - - $2,258.34 38.00
CENTURYLINK INC CTL - - - $2,247.86 142.00
EVERGY INC EVRG - - - $2,209.74 39.00
CENTERPOINT ENERGY INC CNP - - - $2,208.00 75.00
CARDINAL HEALTH INC CAH - - - $2,207.25 45.00
KLA-TENCOR CORP KLAC - - - $2,201.79 23.00
L3 TECHNOLOGIES INC LLL - - - $2,199.48 12.00
TOTAL SYSTEM SERVICES INC TSS - - - $2,198.50 25.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $2,198.01 41.00
HUNTINGTON BANCSHARES INC HBAN - - - $2,160.81 159.00
MSCI INC MSCI - - - $2,157.61 13.00
GENUINE PARTS CO GPC - - - $2,154.46 22.00
HCP INC HCP - - - $2,151.36 72.00
MGM RESORTS INTL MGM - - - $2,142.00 75.00
W W GRAINGER INC GWW - - - $2,137.73 7.00
CMS ENERGY CORP CMS - - - $2,136.96 42.00
EXPEDIA INC EXPE - - - $2,132.64 18.00
ANSYS INC ANSS - - - $2,102.23 13.00
CBRE GROUP INC CBG - - - $2,093.85 47.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,083.48 28.00
VULCAN MATERIALS CO VMC - - - $2,072.20 20.00
AMERICAN AIRLINES GROUP INC AAL - - - $2,072.17 61.00
DARDEN RESTAURANTS INC DRI - - - $2,071.38 19.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $2,070.90 15.00
CITRIX SYSTEMS INC CTXS - - - $2,066.06 19.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,065.50 15.00
BEST BUY CO INC BBY - - - $2,054.85 35.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,052.96 4.00
INCYTE CORP INCY - - - $2,038.92 26.00
SYNOPSYS INC SNPS - - - $2,012.78 22.00
MARATHON OIL CORP MRO - - - $1,996.40 124.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,988.16 16.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,958.04 42.00
CELANESE CORP CE - - - $1,956.20 20.00
HESS CORP HES - - - $1,953.97 37.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,953.90 39.00
LOEWS CORP L - - - $1,948.73 41.00
COMERICA INC CMA - - - $1,948.56 24.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $1,948.24 28.00
HOST HOTELS & RESORTS INC HST - - - $1,944.72 111.00
LENNAR CORP LEN - - - $1,940.40 44.00
SYMANTEC CORP SYMC - - - $1,930.56 96.00
E*TRADE FINANCIAL CORP ETFC - - - $1,925.08 38.00
XYLEM INC XYL - - - $1,922.67 27.00
DEVON ENERGY CORP DVN - - - $1,899.80 70.00
D.R. HORTON INC DHI - - - $1,896.18 51.00
LINCOLN NATIONAL CORP LNC - - - $1,893.12 32.00
SKYWORKS SOLUTIONS INC SWKS - - - $1,891.89 27.00
COOPER COS INC COO - - - $1,887.41 7.00
EQUIFAX INC EFX - - - $1,876.32 18.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,862.07 21.00
BAKER HUGHES A GE CO BHGE - - - $1,857.24 77.00
ARISTA NETWORKS INC ANET - - - $1,856.64 8.00
WELLCARE HEALTH PLANS INC WCG - - - $1,850.52 7.00
CINCINNATI FINANCIAL CORP CINF - - - $1,848.05 23.00
SVB FINANCIAL GROUP SIVB - - - $1,847.92 8.00
ADVANCE AUTO PARTS INC AAP - - - $1,843.71 11.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $1,840.42 17.00
AMERISOURCEBERGEN CORP ABC - - - $1,836.78 23.00
APACHE CORP APA - - - $1,829.13 57.00
HENRY SCHEIN INC HSIC - - - $1,823.90 23.00
GARTNER INC IT - - - $1,816.36 14.00
TELEFLEX INC TFX - - - $1,805.44 7.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $1,801.54 26.00
HORMEL FOODS CORP HRL - - - $1,797.44 41.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,789.76 14.00
J M SMUCKER CO SJM - - - $1,781.43 17.00
MOLSON COORS BREWING CO TAP - - - $1,781.36 28.00
TEXTRON INC TXT - - - $1,778.40 36.00
DOVER CORP DOV - - - $1,775.18 22.00
HOLOGIC INC HOLX - - - $1,764.80 40.00
EXTRA SPACE STORAGE INC EXR - - - $1,754.27 19.00
KOHL'S CORP KSS - - - $1,748.75 25.00
QUEST DIAGNOSTICS INC DGX - - - $1,740.80 20.00
NATIONAL OILWELL VARCO INC NOV - - - $1,735.65 57.00
NRG ENERGY INC NRG - - - $1,734.62 43.00
WYNN RESORTS LTD WYNN - - - $1,727.70 15.00
VORNADO REALTY TRUST VNO - - - $1,726.14 26.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $1,722.27 17.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,715.61 13.00
UDR INC UDR - - - $1,708.88 41.00
MOSAIC CO MOS - - - $1,706.60 53.00
EASTMAN CHEMICAL CO EMN - - - $1,705.20 21.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,702.38 17.00
WESTERN DIGITAL CORP WDC - - - $1,685.60 43.00
NOBLE ENERGY INC NBL - - - $1,684.08 72.00
CABOT OIL & GAS CORP COG - - - $1,665.30 65.00
KANSAS CITY SOUTHERN KSU - - - $1,657.80 15.00
MARTIN MARIETTA MATERIALS INC MLM - - - $1,624.23 9.00
CBOE HOLDINGS INC CBOE - - - $1,616.53 17.00
FMC CORP FMC - - - $1,613.00 20.00
TRACTOR SUPPLY CO TSCO - - - $1,610.64 18.00
CARMAX INC KMX - - - $1,609.92 26.00
TAPESTRY INC TPR - - - $1,594.44 43.00
VIACOM INC VIAB - - - $1,594.24 53.00
AKAMAI TECHNOLOGIES INC AKAM - - - $1,578.96 24.00
CONAGRA FOODS INC CAG - - - $1,574.61 73.00
WESTROCK CO WRK - - - $1,573.96 38.00
JACK HENRY & ASSOCIATES INC JKHY - - - $1,570.44 12.00
SEAGATE TECHNOLOGY PLC STX - - - $1,568.97 39.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,568.49 33.00
LAMB WESTON HOLDING INC LW - - - $1,559.36 22.00
COPART INC CPRT - - - $1,551.86 31.00
FORTINET INC FTNT - - - $1,551.00 22.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,546.30 35.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,543.94 19.00
REGENCY CENTERS CORP REG - - - $1,542.25 25.00
TECHNIPFMC PLC FTI - - - $1,541.12 64.00
AES CORP AES - - - $1,539.45 99.00
DUKE REALTY CORP DRE - - - $1,534.68 54.00
IRON MOUNTAIN INC IRM - - - $1,532.52 43.00
HASBRO INC HAS - - - $1,510.45 17.00
ALLIANT ENERGY CORP LNT - - - $1,503.25 35.00
MASCO CORP MAS - - - $1,482.12 46.00
UNITED RENTALS INC URI - - - $1,479.84 12.00
JUNIPER NETWORKS INC JNPR - - - $1,472.64 52.00
PERKINELMER INC PKI - - - $1,468.80 17.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,456.39 17.00
NISOURCE INC NI - - - $1,439.10 54.00
TIFFANY & CO TIF - - - $1,437.12 16.00
F5 NETWORKS INC FFIV - - - $1,427.76 9.00
FRANKLIN RESOURCES INC BEN - - - $1,419.30 45.00
NASDAQ OMX GROUP INC NDAQ - - - $1,413.38 17.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,399.68 54.00
NIELSEN HOLDINGS PLC NLSN - - - $1,385.42 53.00
FEDERAL REIT FRT - - - $1,385.01 11.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,379.43 13.00
ZIONS BANCORP ZION - - - $1,364.45 29.00
NEWELL RUBBERMAID INC NWL - - - $1,349.76 64.00
DENTSPLY SIRONA INC XRAY - - - $1,347.39 33.00
HOLLYFRONTIER CORP HFC - - - $1,343.28 24.00
SNAP-ON INC SNA - - - $1,342.08 8.00
ARCONIC INC ARNC - - - $1,301.76 64.00
EVEREST RE GROUP LTD RE - - - $1,300.14 6.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,290.50 58.00
PACKAGING CORP OF AMERICA PKG - - - $1,286.60 14.00
WHIRLPOOL CORP WHR - - - $1,270.60 10.00
LKQ CORP LKQ - - - $1,260.00 48.00
BORGWARNER INC BWA - - - $1,259.22 31.00
AVERY DENNISON CORP AVY - - - $1,255.41 13.00
TORCHMARK CORP TMK - - - $1,229.70 15.00
ALBEMARLE CORP ALB - - - $1,226.08 16.00
GARMIN LTD GRMN - - - $1,222.20 18.00
PVH CORP PVH - - - $1,211.98 11.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $1,207.64 7.00
WESTERN UNION CO WU - - - $1,205.16 66.00
QORVO INC QRVO - - - $1,202.32 19.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,201.74 6.00
NEKTAR THERAPEUTICS NKTR - - - $1,201.20 26.00
MACY'S INC M - - - $1,186.34 46.00
ALLEGION PLC ALLE - - - $1,169.14 14.00
INVESCO LTD IVZ - - - $1,168.08 62.00
ALASKA AIR GROUP INC ALK - - - $1,167.48 18.00
SL GREEN REALTY CORP SLG - - - $1,160.12 13.00
BROWN-FORMAN CORP BF.B - - - $1,147.75 25.00
MOHAWK INDUSTRIES INC MHK - - - $1,139.58 9.00
UNUM GROUP UNM - - - $1,136.85 33.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,125.18 18.00
ROBERT HALF RHI - - - $1,095.66 18.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,090.03 19.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $1,080.77 23.00
A. O. SMITH CORP AOS - - - $1,056.22 22.00
CIMAREX ENERGY CO XEC - - - $1,046.36 14.00
KIMCO REALTY CORP KIM - - - $1,042.65 63.00
PULTEGROUP INC PHM - - - $1,037.01 39.00
CAMPBELL SOUP CO CPB - - - $1,029.21 29.00
DISH NETWORK CORP DISH - - - $1,013.20 34.00
FOOT LOCKER INC FL - - - $992.29 17.00
PENTAIR PLC PNR - - - $988.08 24.00
FLIR SYSTEMS INC FLIR - - - $953.19 21.00
CAPRI HOLDINGS LTD CPRI - - - $933.24 22.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $933.09 57.00
L BRANDS INC LB - - - $929.22 34.00
SEALED AIR CORP SEE - - - $905.76 24.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $904.26 21.00
HARLEY-DAVIDSON INC HOG - - - $898.32 24.00
RALPH LAUREN CORP RL - - - $892.56 8.00
TRIPADVISOR INC TRIP - - - $885.60 15.00
PERRIGO CO PLC PRGO - - - $873.43 19.00
AFFILIATED MANAGERS GROUP INC AMG - - - $868.56 8.00
HELMERICH & PAYNE INC HP - - - $866.24 16.00
FLOWSERVE CORP FLS - - - $862.00 20.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $855.96 42.00
ROLLINS INC ROL - - - $850.96 22.00
GAP INC GPS - - - $832.32 32.00
FLUOR CORP FLR - - - $809.13 21.00
NORDSTROM INC JWN - - - $807.84 17.00
HANESBRANDS INC HBI - - - $801.36 54.00
H & R BLOCK INC HRB - - - $794.53 31.00
LEGGETT & PLATT INC LEG - - - $792.20 20.00
ASSURANT INC AIZ - - - $771.04 8.00
MACERICH CO MAC - - - $740.48 16.00
QUANTA SERVICES INC PWR - - - $737.00 22.00
XEROX CORP XRX - - - $726.33 31.00
NEWS CORP NWSA - - - $726.16 58.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $720.30 35.00
IPG PHOTONICS CORP IPGP - - - $662.55 5.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $655.74 18.00
MATTEL INC MAT - - - $646.88 52.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $637.33 23.00
UNDER ARMOUR INC UAA - - - $573.72 28.00
NEWFIELD EXPLORATION CO NFX - - - $557.10 30.00
UNDER ARMOUR INC-CLASS C UA - - - $537.95 29.00
COTY INC COTY - - - $504.51 67.00
NEWS CORP NWS - - - $240.92 19.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $7,443,759.34 7,443,759.34