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 10/19/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 4,825,361.63 - 5,316.49
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 4,754,594.50 - 3,083.31
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,471,224.71 - 1,620.96
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 873,292.19 - 810.47
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 581,260.40 - 640.42
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 443,514.08 - 488.65
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 338,639.28 - 314.28
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 283,955.42 - 102.59
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 283,424.25 - 263.03
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 41,075.15 - 14.84
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,133.11 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,187.21 - 1.41
EURO E-MINI 12/18/2018 (EEZ8) - - - (2,961,993.75) - (41.00)
UNITED STATES TREASURY BILL - 0.000 1/3/19 - $32,557,860.29 32,700,000.00
APPLE INC AAPL - - - $105,049.49 479.00
MICROSOFT CORP MSFT - - - $86,167.38 793.00
AMAZON.COM INC AMZN - - - $81,145.38 46.00
BERKSHIRE HATHAWAY INC BRK.B - - - $42,595.49 203.00
FACEBOOK INC FB - - - $39,590.85 257.00
JOHNSON & JOHNSON JNJ - - - $39,351.15 283.00
JPMORGAN CHASE & CO JPM - - - $38,308.05 355.00
EXXON MOBIL CORP XOM - - - $36,148.77 441.00
ALPHABET INC CL C GOOG - - - $33,990.26 31.00
ALPHABET INC CL A GOOGL - - - $33,155.40 30.00
BANK OF AMERICA CORP BAC - - - $27,215.52 961.00
PFIZER INC PFE - - - $27,189.50 611.00
VISA INC V - - - $26,895.36 192.00
UNITEDHEALTH GROUP INC UNH - - - $26,530.00 100.00
AT&T INC T - - - $25,014.07 761.00
WELLS FARGO & CO WFC - - - $24,117.84 456.00
CHEVRON CORP CVX - - - $23,391.72 198.00
VERIZON COMMUNICATIONS INC VZ - - - $23,387.40 426.00
PROCTER & GAMBLE CO PG - - - $22,174.20 254.00
CISCO SYSTEMS INC CSCO - - - $21,627.18 477.00
INTEL CORP INTC - - - $21,252.00 483.00
MERCK & CO INC MRK - - - $20,185.65 279.00
HOME DEPOT INC HD - - - $20,143.20 112.00
MASTERCARD INC MA - - - $18,681.52 92.00
COCA-COLA CO/THE KO - - - $18,300.35 395.00
BOEING CO BA - - - $18,169.26 51.00
CITIGROUP INC C - - - $17,765.88 258.00
WALT DISNEY CO DIS - - - $17,716.10 149.00
COMCAST CORP CMCSA - - - $17,162.46 477.00
PEPSICO INC PEP - - - $16,764.08 152.00
NETFLIX INC NFLX - - - $16,633.50 50.00
WAL-MART STORES INC WMT - - - $15,058.25 155.00
MCDONALD'S CORP MCD - - - $14,404.14 86.00
PHILIP MORRIS INTL INC PM - - - $14,123.97 159.00
NVIDIA CORP NVDA - - - $13,979.37 61.00
DOWDUPONT INC DWDP - - - $13,912.58 242.00
ORACLE CORP ORCL - - - $13,801.10 290.00
AMGEN INC AMGN - - - $13,520.60 67.00
ABBVIE INC ABBV - - - $13,459.41 153.00
MEDTRONIC INC MDT - - - $13,433.42 143.00
ABBOTT LABORATORIES ABT - - - $12,706.92 188.00
BOOKING HOLDINGS INC BKNG - - - $12,640.18 7.00
HONEYWELL INTL INC HON - - - $12,431.07 81.00
UNION PACIFIC CORP UNP - - - $12,044.70 81.00
ALTRIA GROUP INC MO - - - $12,018.30 194.00
INTL BUSINESS MACHINES CORP IBM - - - $11,877.20 92.00
COSTCO WHOLESALE CORP COST - - - $11,713.17 51.00
SALESFORCE.COM INC CRM - - - $11,660.67 83.00
3M CO MMM - - - $11,591.30 58.00
BROADCOM INC AVGO - - - $11,414.00 50.00
GENERAL ELECTRIC CO GE - - - $11,316.56 901.00
ELI LILLY AND CO LLY - - - $11,080.08 99.00
ADOBE SYSTEMS INC ADBE - - - $10,781.32 44.00
UNITED TECHNOLOGIES CORP UTX - - - $10,680.44 83.00
ACCENTURE PLC ACN - - - $10,446.48 66.00
THERMO FISHER SCIENTIFIC INC TMO - - - $10,221.75 45.00
PAYPAL HOLDINGS INC PYPL - - - $10,004.04 118.00
TEXAS INSTRUMENTS INC TXN - - - $9,924.26 101.00
GILEAD SCIENCES INC GILD - - - $9,891.45 135.00
QUALCOMM INC QCOM - - - $9,869.36 151.00
NIKE INC NKE - - - $9,795.72 132.00
NEXTERA ENERGY INC NEE - - - $9,540.30 55.00
BRISTOL-MYERS SQUIBB CO BMY - - - $9,231.00 170.00
LOWE'S COS INC LOW - - - $9,062.69 91.00
SCHLUMBERGER NV SLB - - - $8,653.56 148.00
GOLDMAN SACHS GROUP INC GS - - - $8,624.48 38.00
UNITED PARCEL SERVICE INC UPS - - - $8,620.26 74.00
INTUITIVE SURGICAL INC ISRG - - - $8,572.42 17.00
STARBUCKS CORP SBUX - - - $8,388.38 143.00
CONOCOPHILLIPS COP - - - $8,336.35 115.00
U.S. BANCORP USB - - - $8,137.50 155.00
AMERICAN EXPRESS CO AXP - - - $8,111.48 76.00
CVS HEALTH CORP CVS - - - $8,011.44 108.00
CATERPILLAR INC CAT - - - $7,747.88 59.00
AMERICAN TOWER CORP AMT - - - $7,657.65 51.00
BLACKROCK INC BLK - - - $7,229.70 18.00
LOCKHEED MARTIN CORP LMT - - - $7,219.08 22.00
AUTOMATIC DATA PROCESSING INC ADP - - - $7,170.50 50.00
CHUBB LTD CB - - - $6,927.12 54.00
ILLUMINA INC ILMN - - - $6,888.20 22.00
TJX COS INC TJX - - - $6,864.64 64.00
AETNA INC AET - - - $6,806.46 34.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $6,758.64 54.00
EOG RESOURCES INC EOG - - - $6,707.19 57.00
ANTHEM INC ANTM - - - $6,699.60 24.00
CME GROUP INC CME - - - $6,575.40 36.00
HUMANA INC HUM - - - $6,567.60 20.00
MORGAN STANLEY MS - - - $6,452.38 139.00
DUKE ENERGY CORP DUK - - - $6,371.75 77.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $6,342.70 82.00
DANAHER CORP DHR - - - $6,324.57 63.00
CELGENE CORP CELG - - - $6,263.16 76.00
ALLERGAN PLC AGN - - - $6,254.49 33.00
OCCIDENTAL PETROLEUM CORP OXY - - - $6,135.30 85.00
MONDELEZ INTL INC MDLZ - - - $6,102.80 146.00
BECTON DICKINSON AND CO BDX - - - $5,952.25 25.00
ACTIVISION BLIZZARD INC ATVI - - - $5,859.00 84.00
CHARLES SCHWAB CORP SCHW - - - $5,666.43 121.00
SIMON PROPERTY GROUP INC SPG - - - $5,592.64 32.00
COLGATE-PALMOLIVE CO CL - - - $5,548.72 86.00
BOSTON SCIENTIFIC CORP BSX - - - $5,407.92 148.00
STRYKER CORP SYK - - - $5,406.08 32.00
RAYTHEON CO RTN - - - $5,348.28 28.00
CSX CORP CSX - - - $5,299.32 78.00
MARATHON PETROLEUM CORP MPC - - - $5,248.32 71.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $5,241.50 55.00
ZOETIS INC ZTS - - - $5,213.79 57.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $5,179.92 113.00
GENERAL DYNAMICS CORP GD - - - $5,137.02 27.00
CAPITAL ONE FINANCIAL CORP COF - - - $5,131.28 56.00
BIOGEN IDEC INC BIIB - - - $5,126.56 16.00
INTUIT INC INTU - - - $5,066.40 24.00
PHILLIPS 66 PSX - - - $5,035.73 49.00
CROWN CASTLE INTL CORP CCI - - - $5,025.71 47.00
DOMINION RESOURCES INC D - - - $4,998.00 68.00
EQUINIX INC EQIX - - - $4,971.72 12.00
SHERWIN-WILLIAMS CO SHW - - - $4,840.56 12.00
FEDEX CORP FDX - - - $4,835.60 22.00
SOUTHERN CO/THE SO - - - $4,822.49 107.00
DEERE & CO DE - - - $4,815.03 33.00
EMERSON ELECTRIC CO EMR - - - $4,697.55 65.00
MICRON TECHNOLOGY INC MU - - - $4,651.75 115.00
CIGNA CORP CI - - - $4,620.00 22.00
PRUDENTIAL FINANCIAL INC PRU - - - $4,587.20 47.00
METLIFE INC MET - - - $4,559.36 104.00
VALERO ENERGY CORP VLO - - - $4,545.24 49.00
PRAXAIR INC PX - - - $4,475.80 28.00
NORFOLK SOUTHERN CORP NSC - - - $4,425.84 27.00
EXELON CORP EXC - - - $4,413.00 100.00
BANK OF NEW YORK MELLON CORP BK - - - $4,408.20 93.00
PUBLIC STORAGE PSA - - - $4,399.12 22.00
S&P GLOBAL INC SPGI - - - $4,331.82 23.00
REGENERON PHARMACEUTICALS INC REGN - - - $4,288.13 11.00
GENERAL MOTORS CO GM - - - $4,274.40 137.00
VERTEX PHARMACEUTICALS INC VRTX - - - $4,216.56 24.00
BB&T CORP BBT - - - $4,207.12 86.00
AMERICAN INTL GROUP INC AIG - - - $4,200.80 89.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $4,200.33 57.00
ROPER TECHNOLOGIES INC ROP - - - $4,170.15 15.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $4,160.24 56.00
PROLOGIS INC PLD - - - $4,133.35 65.00
PROGRESSIVE CORP PGR - - - $4,091.90 58.00
KIMBERLY-CLARK CORP KMB - - - $4,078.51 37.00
O'REILLY AUTOMOTIVE INC ORLY - - - $4,078.44 12.00
TARGET CORP TGT - - - $4,018.98 49.00
SYSCO CORP SYY - - - $3,981.60 56.00
WASTE MANAGEMENT INC WM - - - $3,979.36 44.00
ILLINOIS TOOL WORKS INC ITW - - - $3,937.93 31.00
HP INC HPQ - - - $3,885.92 163.00
ROSS STORES INC ROST - - - $3,882.29 41.00
EATON CORP PLC ETN - - - $3,864.50 50.00
CHARTER COMMUNICATIONS INC CHTR - - - $3,856.08 12.00
AFLAC INC AFL - - - $3,779.95 85.00
MARSH & MCLENNAN COS INC MMC - - - $3,701.16 46.00
NORTHROP GRUMMAN CORP NOC - - - $3,692.04 12.00
KRAFT HEINZ CO/THE KHC - - - $3,683.84 64.00
FISERV INC FISV - - - $3,612.38 46.00
ALLSTATE CORP ALL - - - $3,600.84 37.00
AVALONBAY COMMUNITIES INC AVB - - - $3,559.40 20.00
APPLIED MATERIALS INC AMAT - - - $3,531.87 103.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $3,527.50 34.00
KINDER MORGAN INC KMI - - - $3,506.10 195.00
HCA HOLDINGS INC HCA - - - $3,476.46 26.00
DELTA AIR LINES INC DAL - - - $3,470.35 65.00
FORD MOTOR CO F - - - $3,468.00 408.00
ALIGN TECHNOLOGY INC ALGN - - - $3,440.69 11.00
ECOLAB INC ECL - - - $3,416.65 23.00
M&T BANK CORP MTB - - - $3,415.23 21.00
SUNTRUST BANKS INC STI - - - $3,390.66 54.00
ANALOG DEVICES INC ADI - - - $3,375.74 41.00
LAM RESEARCH CORP LRCX - - - $3,339.60 23.00
AON PLC AON - - - $3,324.20 22.00
HALLIBURTON CO HAL - - - $3,303.52 88.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $3,296.70 45.00
WILLIAMS COS INC WMB - - - $3,262.28 122.00
ONEOK INC OKE - - - $3,186.13 47.00
ELECTRONIC ARTS INC EA - - - $3,165.41 31.00
TRAVELERS COS INC/THE TRV - - - $3,151.75 25.00
MARRIOTT INTL INC MAR - - - $3,137.12 28.00
BAXTER INTL INC BAX - - - $3,125.70 45.00
ANADARKO PETROLEUM CORP APC - - - $3,102.00 47.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $3,095.42 94.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $3,088.47 33.00
CUMMINS INC CMI - - - $3,079.12 22.00
STATE STREET CORP STT - - - $3,061.80 42.00
IQVIA HOLDINGS INC IQV - - - $3,045.36 24.00
SEMPRA ENERGY SRE - - - $3,031.86 26.00
PARKER HANNIFIN CORP PH - - - $2,999.53 19.00
MOTOROLA SOLUTIONS INC MSI - - - $2,960.64 24.00
YUM! BRANDS INC YUM - - - $2,950.20 33.00
ROCKWELL AUTOMATION INC ROK - - - $2,946.60 18.00
AUTOZONE INC AZO - - - $2,903.20 4.00
CLOROX CO CLX - - - $2,898.83 19.00
HARRIS CORP HRS - - - $2,871.81 17.00
TE CONNECTIVITY LTD TEL - - - $2,869.35 37.00
AMERIPRISE FINANCIAL INC AMP - - - $2,853.06 21.00
IDEXX LABORATORIES INC IDXX - - - $2,839.20 13.00
CORNING INC GLW - - - $2,800.98 91.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $2,797.20 18.00
SOUTHWEST AIRLINES CO LUV - - - $2,790.24 48.00
DOLLAR GENERAL CORP DG - - - $2,738.75 25.00
DISCOVER FINANCIAL SERVICES DFS - - - $2,737.08 36.00
EBAY INC EBAY - - - $2,731.25 95.00
STANLEY BLACK & DECKER INC SWK - - - $2,716.30 23.00
BOSTON PROPERTIES INC BXP - - - $2,689.85 23.00
GLOBAL PAYMENTS INC GPN - - - $2,679.50 23.00
ARCHER DANIELS MIDLAND CO ADM - - - $2,675.16 54.00
GENERAL MILLS INC GIS - - - $2,672.40 60.00
WILLIS TOWERS WATSON PLC WLTW - - - $2,659.62 19.00
FLEETCOR TECHNOLOGIES INC FLT - - - $2,653.17 13.00
VF CORP VFC - - - $2,643.84 34.00
WELLTOWER INC HCN - - - $2,643.27 41.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $2,640.74 58.00
SBA COMMUNICATIONS CORP SBAC - - - $2,624.46 17.00
EQUITY RESIDENTIAL EQR - - - $2,594.80 40.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,589.00 15.00
L3 TECHNOLOGIES INC LLL - - - $2,582.76 12.00
CARNIVAL CORP CCL - - - $2,575.35 45.00
ABIOMED INC ABMD - - - $2,536.94 7.00
MCCORMICK & CO INC MKC - - - $2,531.70 18.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $2,524.48 46.00
AMPHENOL CORP APH - - - $2,489.10 30.00
CONSOLIDATED EDISON INC ED - - - $2,476.16 32.00
FORTIVE CORP FTV - - - $2,473.49 31.00
EDWARDS LIFESCIENCES CORP EW - - - $2,472.14 17.00
ESSEX PROPERTY TRUST INC ESS - - - $2,456.40 10.00
KROGER CO KR - - - $2,452.84 89.00
CONSTELLATION BRANDS INC STZ - - - $2,452.23 11.00
WEYERHAEUSER CO WY - - - $2,397.36 84.00
AUTODESK INC ADSK - - - $2,397.24 18.00
ALEXION PHARMACEUTICALS INC ALXN - - - $2,391.91 19.00
EDISON INTL EIX - - - $2,390.54 34.00
DXC TECHNOLOGY CO DXC - - - $2,384.10 27.00
ESTEE LAUDER COS INC EL - - - $2,383.55 19.00
TRANSDIGM GROUP INC TDG - - - $2,360.33 7.00
MONSTER BEVERAGE CORP MNST - - - $2,344.95 45.00
PG&E CORP PCG - - - $2,344.80 48.00
PPL CORP PPL - - - $2,341.50 75.00
CINTAS CORP CTAS - - - $2,322.58 13.00
XCEL ENERGY INC XEL - - - $2,309.11 47.00
PACCAR INC PCAR - - - $2,288.74 38.00
CENTENE CORP CNC - - - $2,284.48 16.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $2,269.68 147.00
VERISIGN INC VRSN - - - $2,262.24 16.00
WEC ENERGY GROUP INC WEC - - - $2,258.24 32.00
SYNCHRONY FINANCIAL SYF - - - $2,257.92 72.00
SVB FINANCIAL GROUP SIVB - - - $2,254.72 8.00
FIRSTENERGY CORP FE - - - $2,253.30 58.00
TWITTER INC TWTR - - - $2,248.74 78.00
PAYCHEX INC PAYX - - - $2,242.02 33.00
HERSHEY CO HSY - - - $2,238.18 21.00
METTLER-TOLEDO INTL INC MTD - - - $2,233.36 4.00
PPG INDUSTRIES INC PPG - - - $2,230.58 22.00
GENUINE PARTS CO GPC - - - $2,229.48 22.00
AMERISOURCEBERGEN CORP ABC - - - $2,227.20 24.00
EQUIFAX INC EFX - - - $2,224.08 18.00
CONCHO RESOURCES INC CXO - - - $2,213.10 15.00
T. ROWE PRICE GROUP INC TROW - - - $2,201.32 22.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,166.24 8.00
RESMED INC RMD - - - $2,162.58 21.00
WELLCARE HEALTH PLANS INC WCG - - - $2,161.18 7.00
CENTURYLINK INC CTL - - - $2,155.02 98.00
CERNER CORP CERN - - - $2,141.32 34.00
EXPEDIA INC EXPE - - - $2,129.76 18.00
AGILENT TECHNOLOGIES INC A - - - $2,127.51 33.00
VENTAS INC VTR - - - $2,125.72 38.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $2,119.80 30.00
NORTHEAST UTILITIES SYSTEM ES - - - $2,089.89 33.00
KLA-TENCOR CORP KLAC - - - $2,088.63 23.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $2,086.80 15.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,081.65 17.00
INGERSOLL-RAND PLC IR - - - $2,064.26 22.00
CBS CORP CBS - - - $2,059.20 36.00
QUEST DIAGNOSTICS INC DGX - - - $2,050.00 20.00
WATERS CORP WAT - - - $2,039.62 11.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,036.72 56.00
IHS MARKIT LTD INFO - - - $2,029.95 39.00
REGIONS FINANCIAL CORP RF - - - $2,028.00 120.00
KEYCORP KEY - - - $2,015.92 113.00
MSCI INC MSCI - - - $2,000.18 13.00
ZIMMER HOLDINGS INC ZBH - - - $1,990.40 16.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $1,988.32 17.00
ADVANCED MICRO DEVICES INC AMD - - - $1,987.44 84.00
MCKESSON CORP MCK - - - $1,985.85 15.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,958.72 16.00
INTL PAPER CO IP - - - $1,943.04 46.00
SYNOPSYS INC SNPS - - - $1,938.20 22.00
W W GRAINGER INC GWW - - - $1,933.96 7.00
NUCOR CORP NUE - - - $1,926.87 33.00
DARDEN RESTAURANTS INC DRI - - - $1,913.94 18.00
CITRIX SYSTEMS INC CTXS - - - $1,913.30 19.00
GARTNER INC IT - - - $1,901.12 13.00
HENRY SCHEIN INC HSIC - - - $1,897.73 23.00
FREEPORT-MCMORAN INC FCX - - - $1,887.14 157.00
TYSON FOODS INC TSN - - - $1,872.90 30.00
NETAPP INC NTAP - - - $1,861.68 24.00
APTIV PLC APTV - - - $1,857.25 25.00
FIFTH THIRD BANCORP FITB - - - $1,843.10 70.00
ARISTA NETWORKS INC ANET - - - $1,838.08 8.00
PIONEER NATURAL RESOURCES CO PXD - - - $1,834.58 11.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $1,818.96 39.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,817.20 20.00
DOVER CORP DOV - - - $1,813.02 22.00
ADVANCE AUTO PARTS INC AAP - - - $1,807.63 11.00
ANSYS INC ANSS - - - $1,806.96 12.00
DIGITAL REALTY TRUST INC DLR - - - $1,801.28 16.00
J M SMUCKER CO SJM - - - $1,784.66 17.00
COOPER COS INC COO - - - $1,779.47 7.00
DOLLAR TREE INC DLTR - - - $1,774.71 21.00
NORTHERN TRUST CORP NTRS - - - $1,769.66 19.00
APACHE CORP APA - - - $1,768.20 42.00
VULCAN MATERIALS CO VMC - - - $1,763.96 19.00
MOODY'S CORP MCO - - - $1,757.47 11.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $1,748.60 20.00
MARATHON OIL CORP MRO - - - $1,736.28 84.00
HUNTINGTON BANCSHARES INC HBAN - - - $1,718.20 121.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $1,714.16 4.00
TIFFANY & CO TIF - - - $1,712.16 16.00
XILINX INC XLNX - - - $1,704.30 23.00
BALL CORP BLL - - - $1,699.41 37.00
NATIONAL OILWELL VARCO INC NOV - - - $1,696.80 42.00
REALTY INCOME CORP O - - - $1,696.50 29.00
EASTMAN CHEMICAL CO EMN - - - $1,696.17 21.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,689.97 17.00
CINCINNATI FINANCIAL CORP CINF - - - $1,678.82 22.00
CBOE HOLDINGS INC CBOE - - - $1,678.56 16.00
HASBRO INC HAS - - - $1,666.68 17.00
NOBLE ENERGY INC NBL - - - $1,665.54 57.00
EXTRA SPACE STORAGE INC EXR - - - $1,656.42 19.00
CARDINAL HEALTH INC CAH - - - $1,648.89 31.00
DEVON ENERGY CORP DVN - - - $1,642.18 47.00
NEWMONT MINING CORP NEM - - - $1,641.69 51.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,640.84 19.00
WESTERN DIGITAL CORP WDC - - - $1,639.66 29.00
KELLOGG CO K - - - $1,636.91 23.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,635.27 13.00
FMC CORP FMC - - - $1,627.00 20.00
KANSAS CITY SOUTHERN KSU - - - $1,591.80 15.00
CONAGRA FOODS INC CAG - - - $1,576.96 44.00
TRACTOR SUPPLY CO TSCO - - - $1,563.48 18.00
BEST BUY CO INC BBY - - - $1,557.38 22.00
HOST HOTELS & RESORTS INC HST - - - $1,547.10 81.00
MYLAN INC MYL - - - $1,546.08 48.00
WYNN RESORTS LTD WYNN - - - $1,542.80 14.00
ALBEMARLE CORP ALB - - - $1,530.08 16.00
HOLLYFRONTIER CORP HFC - - - $1,516.08 24.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $1,513.26 7.00
F5 NETWORKS INC FFIV - - - $1,491.57 9.00
EVERGY INC EVRG - - - $1,482.52 26.00
AMERICAN AIRLINES GROUP INC AAL - - - $1,473.84 46.00
DTE ENERGY CO DTE - - - $1,468.22 13.00
OMNICOM GROUP INC OMC - - - $1,464.33 19.00
HESS CORP HES - - - $1,461.88 23.00
FASTENAL CO FAST - - - $1,456.00 28.00
MARTIN MARIETTA MATERIALS INC MLM - - - $1,455.03 9.00
AMEREN CORP AEE - - - $1,453.10 22.00
HCP INC HCP - - - $1,452.00 55.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,451.19 13.00
RED HAT INC RHT - - - $1,441.44 12.00
TECHNIPFMC PLC FTI - - - $1,437.66 49.00
CMS ENERGY CORP CMS - - - $1,419.04 28.00
AMETEK INC AME - - - $1,412.20 20.00
MICROCHIP TECHNOLOGY INC MCHP - - - $1,407.63 21.00
BAKER HUGHES A GE CO BHGE - - - $1,407.18 47.00
CA INC CA - - - $1,406.72 32.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,406.52 6.00
UNITED RENTALS INC URI - - - $1,405.44 12.00
PERKINELMER INC PKI - - - $1,378.88 16.00
NASDAQ OMX GROUP INC NDAQ - - - $1,372.24 17.00
PERRIGO CO PLC PRGO - - - $1,365.91 19.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,362.40 16.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,354.47 13.00
MOHAWK INDUSTRIES INC MHK - - - $1,352.79 9.00
FEDERAL REIT FRT - - - $1,351.90 11.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,339.00 25.00
PVH CORP PVH - - - $1,333.31 11.00
D.R. HORTON INC DHI - - - $1,329.04 37.00
CHURCH & DWIGHT CO INC CHD - - - $1,327.26 22.00
ROCKWELL COLLINS INC COL - - - $1,315.00 10.00
TEXTRON INC TXT - - - $1,305.25 23.00
CBRE GROUP INC CBG - - - $1,305.15 33.00
QORVO INC QRVO - - - $1,302.30 18.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,301.04 18.00
REPUBLIC SERVICES INC RSG - - - $1,297.80 18.00
EVEREST RE GROUP LTD RE - - - $1,297.08 6.00
TORCHMARK CORP TMK - - - $1,290.45 15.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,285.35 19.00
CIMAREX ENERGY CO XEC - - - $1,283.10 14.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,277.32 22.00
LOEWS CORP L - - - $1,269.00 27.00
AVERY DENNISON CORP AVY - - - $1,268.54 13.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $1,266.98 11.00
VIACOM INC VIAB - - - $1,262.74 38.00
MOSAIC CO MOS - - - $1,260.08 38.00
MGM RESORTS INTL MGM - - - $1,252.55 47.00
SYMANTEC CORP SYMC - - - $1,239.21 63.00
CENTERPOINT ENERGY INC CNP - - - $1,237.28 44.00
PACKAGING CORP OF AMERICA PKG - - - $1,230.88 14.00
CABOT OIL & GAS CORP COG - - - $1,222.47 51.00
SL GREEN REALTY CORP SLG - - - $1,206.92 13.00
SNAP-ON INC SNA - - - $1,204.08 8.00
AMERICAN WATER WORKS CO INC AWK - - - $1,195.22 13.00
TAPESTRY INC TPR - - - $1,190.28 28.00
LENNAR CORP LEN - - - $1,184.07 29.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,178.19 39.00
E*TRADE FINANCIAL CORP ETFC - - - $1,177.92 24.00
VERISK ANALYTICS INC VRSK - - - $1,161.40 10.00
EQT CORP EQT - - - $1,159.50 25.00
LINCOLN NATIONAL CORP LNC - - - $1,152.00 18.00
ALLEGION PLC ALLE - - - $1,145.06 14.00
NRG ENERGY INC NRG - - - $1,141.42 31.00
ALASKA AIR GROUP INC ALK - - - $1,126.44 18.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,123.08 28.00
FLIR SYSTEMS INC FLIR - - - $1,117.20 20.00
GARMIN LTD GRMN - - - $1,115.46 18.00
ROBERT HALF RHI - - - $1,110.96 18.00
ENTERGY CORP ETR - - - $1,093.56 13.00
HORMEL FOODS CORP HRL - - - $1,084.98 26.00
DUKE REALTY CORP DRE - - - $1,081.47 39.00
ARCONIC INC ARNC - - - $1,072.12 49.00
WHIRLPOOL CORP WHR - - - $1,068.90 10.00
HOLOGIC INC HOLX - - - $1,061.58 26.00
HELMERICH & PAYNE INC HP - - - $1,058.40 16.00
SEAGATE TECHNOLOGY PLC STX - - - $1,051.44 24.00
JUNIPER NETWORKS INC JNPR - - - $1,051.17 37.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,035.30 42.00
AES CORP AES - - - $1,033.62 69.00
NIELSEN HOLDINGS PLC NLSN - - - $1,024.10 38.00
TOTAL SYSTEM SERVICES INC TSS - - - $1,022.01 11.00
SKYWORKS SOLUTIONS INC SWKS - - - $1,021.92 12.00
WESTROCK CO WRK - - - $1,019.52 24.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,012.80 20.00
INVESCO LTD IVZ - - - $1,011.08 46.00
NORDSTROM INC JWN - - - $1,010.48 17.00
MACY'S INC M - - - $1,002.54 31.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $994.29 23.00
NISOURCE INC NI - - - $990.60 39.00
RALPH LAUREN CORP RL - - - $987.84 8.00
AFFILIATED MANAGERS GROUP INC AMG - - - $986.48 8.00
UDR INC UDR - - - $984.75 25.00
FLUOR CORP FLR - - - $979.86 21.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $974.82 21.00
MASCO CORP MAS - - - $958.52 31.00
A. O. SMITH CORP AOS - - - $948.78 21.00
FLOWSERVE CORP FLS - - - $946.20 19.00
WESTERN UNION CO WU - - - $945.36 52.00
ARTHUR J. GALLAGHER & CO. AJG - - - $944.71 13.00
COMERICA INC CMA - - - $928.51 11.00
FRANKLIN RESOURCES INC BEN - - - $922.56 31.00
PENTAIR PLC PNR - - - $921.84 24.00
LKQ CORP LKQ - - - $916.08 33.00
IRON MOUNTAIN INC IRM - - - $901.04 28.00
FORTINET INC FTNT - - - $893.20 11.00
ALLIANT ENERGY CORP LNT - - - $881.00 20.00
SCANA CORP SCG - - - $858.69 21.00
ASSURANT INC AIZ - - - $849.36 8.00
NEWELL RUBBERMAID INC NWL - - - $847.50 50.00
MOLSON COORS BREWING CO TAP - - - $838.60 14.00
XYLEM INC XYL - - - $831.24 12.00
MACERICH CO MAC - - - $824.64 16.00
CARMAX INC KMX - - - $823.80 12.00
FOOT LOCKER INC FL - - - $805.63 17.00
ROLLINS INC ROL - - - $796.46 14.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $795.12 12.00
INCYTE CORP INCY - - - $792.72 12.00
COPART INC CPRT - - - $788.48 16.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $784.00 16.00
KOHL'S CORP KSS - - - $783.86 11.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $768.20 23.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $755.64 18.00
VORNADO REALTY TRUST VNO - - - $751.52 11.00
SEALED AIR CORP SEE - - - $738.30 23.00
LEGGETT & PLATT INC LEG - - - $727.32 19.00
KIMCO REALTY CORP KIM - - - $726.24 48.00
AKAMAI TECHNOLOGIES INC AKAM - - - $706.64 11.00
QUANTA SERVICES INC PWR - - - $705.98 22.00
ZIONS BANCORP ZION - - - $704.55 15.00
TRIPADVISOR INC TRIP - - - $699.00 15.00
DISH NETWORK CORP DISH - - - $698.20 20.00
REGENCY CENTERS CORP REG - - - $697.95 11.00
STERICYCLE INC SRCL - - - $689.65 13.00
DENTSPLY SIRONA INC XRAY - - - $689.32 19.00
UNUM GROUP UNM - - - $677.70 18.00
IPG PHOTONICS CORP IPGP - - - $661.30 5.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $657.64 41.00
HANESBRANDS INC HBI - - - $636.48 39.00
BORGWARNER INC BWA - - - $623.56 17.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $621.76 29.00
L BRANDS INC LB - - - $592.80 20.00
NEWS CORP NWSA - - - $551.46 42.00
COTY INC COTY - - - $547.56 52.00
CAMPBELL SOUP CO CPB - - - $531.02 14.00
NEKTAR THERAPEUTICS NKTR - - - $530.09 11.00
BROWN-FORMAN CORP BF.B - - - $528.99 11.00
MATTEL INC MAT - - - $526.14 37.00
PULTEGROUP INC PHM - - - $517.92 24.00
XEROX CORP XRX - - - $510.53 19.00
GAP INC GPS - - - $455.04 18.00
HARLEY-DAVIDSON INC HOG - - - $435.27 11.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $425.67 21.00
H & R BLOCK INC HRB - - - $412.96 16.00
NEWFIELD EXPLORATION CO NFX - - - $354.30 15.00
NEWS CORP NWS - - - $240.84 18.00
UNDER ARMOUR INC UAA - - - $236.60 13.00
UNDER ARMOUR INC-CLASS C UA - - - $235.20 14.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $(26,975,707.86) (26,975,707.86)