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 9/20/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 3,044,125.49 - 2,660.13
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 2,358,126.28 - 1,511.85
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,578,306.07 - 1,620.97
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 927,472.79 - 810.48
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 473,360.37 - 486.15
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 301,008.68 - 263.03
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 239,221.49 - 245.68
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 235,654.90 - 242.02
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 87,326.56 - 29.18
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 44,402.32 - 14.84
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,180.16 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,211.74 - 1.41
EURO E-MINI 12/16/2019 (EEZ9) - - - (2,008,975.00) - (29.00)
UNITED STATES TREASURY BILL - 0.000 12/5/19 - $22,219,361.64 22,300,000.00
MICROSOFT CORP MSFT - - - $119,360.64 856.00
APPLE INC AAPL - - - $103,639.48 476.00
AMAZON.COM INC AMZN - - - $84,325.52 47.00
FACEBOOK INC FB - - - $51,281.10 270.00
BERKSHIRE HATHAWAY INC BRK.B - - - $45,786.40 220.00
JPMORGAN CHASE & CO JPM - - - $42,566.20 358.00
ALPHABET INC CL C GOOG - - - $41,817.62 34.00
ALPHABET INC CL A GOOGL - - - $41,814.56 34.00
JOHNSON & JOHNSON JNJ - - - $38,968.40 296.00
PROCTER & GAMBLE CO PG - - - $34,349.44 281.00
EXXON MOBIL CORP XOM - - - $34,165.92 474.00
VISA INC V - - - $33,767.64 194.00
AT&T INC T - - - $31,048.29 819.00
VERIZON COMMUNICATIONS INC VZ - - - $27,974.56 464.00
BANK OF AMERICA CORP BAC - - - $27,814.60 940.00
HOME DEPOT INC HD - - - $27,634.41 123.00
MASTERCARD INC MA - - - $27,117.00 100.00
WALT DISNEY CO DIS - - - $26,718.54 202.00
CHEVRON CORP CVX - - - $26,480.16 213.00
INTEL CORP INTC - - - $25,207.84 497.00
UNITEDHEALTH GROUP INC UNH - - - $24,686.34 106.00
MERCK & CO INC MRK - - - $24,440.92 287.00
CISCO SYSTEMS INC CSCO - - - $23,609.60 476.00
COMCAST CORP CMCSA - - - $23,597.24 509.00
COCA-COLA CO/THE KO - - - $23,235.21 431.00
BOEING CO BA - - - $22,763.40 60.00
PFIZER INC PFE - - - $22,747.80 620.00
WELLS FARGO & CO WFC - - - $21,883.50 450.00
PEPSICO INC PEP - - - $21,149.47 157.00
WAL-MART STORES INC WMT - - - $18,599.82 159.00
MCDONALD'S CORP MCD - - - $17,798.15 85.00
CITIGROUP INC C - - - $17,545.55 253.00
MEDTRONIC INC MDT - - - $16,677.00 150.00
ABBOTT LABORATORIES ABT - - - $16,548.84 198.00
SALESFORCE.COM INC CRM - - - $15,209.60 98.00
ADOBE SYSTEMS INC ADBE - - - $15,007.14 54.00
INTL BUSINESS MACHINES CORP IBM - - - $14,046.12 99.00
COSTCO WHOLESALE CORP COST - - - $14,031.64 49.00
PAYPAL HOLDINGS INC PYPL - - - $13,812.48 132.00
ACCENTURE PLC ACN - - - $13,709.39 71.00
HONEYWELL INTL INC HON - - - $13,633.11 81.00
THERMO FISHER SCIENTIFIC INC TMO - - - $13,334.85 45.00
TEXAS INSTRUMENTS INC TXN - - - $13,300.35 105.00
NETFLIX INC NFLX - - - $13,266.75 49.00
ORACLE CORP ORCL - - - $13,207.09 247.00
AMGEN INC AMGN - - - $13,194.98 67.00
UNION PACIFIC CORP UNP - - - $13,144.02 79.00
BROADCOM INC AVGO - - - $12,791.70 45.00
NEXTERA ENERGY INC NEE - - - $12,414.60 55.00
PHILIP MORRIS INTL INC PM - - - $12,388.80 174.00
UNITED TECHNOLOGIES CORP UTX - - - $12,336.87 91.00
NIKE INC NKE - - - $12,135.20 140.00
STARBUCKS CORP SBUX - - - $12,069.38 134.00
ABBVIE INC ABBV - - - $12,016.74 166.00
LINDE PLC LIN - - - $11,840.71 61.00
NVIDIA CORP NVDA - - - $11,742.92 68.00
AMERICAN TOWER CORP AMT - - - $11,278.00 50.00
ELI LILLY AND CO LLY - - - $11,035.20 95.00
LOCKHEED MARTIN CORP LMT - - - $10,871.00 28.00
3M CO MMM - - - $10,839.40 65.00
DANAHER CORP DHR - - - $10,545.84 72.00
QUALCOMM INC QCOM - - - $10,395.84 136.00
BOOKING HOLDINGS INC BKNG - - - $10,157.85 5.00
LOWE'S COS INC LOW - - - $9,653.52 87.00
GILEAD SCIENCES INC GILD - - - $9,431.64 142.00
UNITED PARCEL SERVICE INC UPS - - - $9,414.60 78.00
CVS HEALTH CORP CVS - - - $9,387.80 146.00
BRISTOL-MYERS SQUIBB CO BMY - - - $9,304.88 184.00
GENERAL ELECTRIC CO GE - - - $9,173.23 979.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $9,094.89 69.00
U.S. BANCORP USB - - - $8,925.84 161.00
AMERICAN EXPRESS CO AXP - - - $8,876.80 76.00
MONDELEZ INTL INC MDLZ - - - $8,853.30 162.00
ALTRIA GROUP INC MO - - - $8,529.29 209.00
CME GROUP INC CME - - - $8,446.00 40.00
CATERPILLAR INC CAT - - - $8,074.08 63.00
CHUBB LTD CB - - - $8,041.68 51.00
STRYKER CORP SYK - - - $7,963.20 36.00
CELGENE CORP CELG - - - $7,949.60 80.00
DUKE ENERGY CORP DUK - - - $7,812.14 82.00
INTUIT INC INTU - - - $7,806.22 29.00
AUTOMATIC DATA PROCESSING INC ADP - - - $7,805.70 49.00
GOLDMAN SACHS GROUP INC GS - - - $7,694.64 36.00
BECTON DICKINSON AND CO BDX - - - $7,606.50 30.00
CONOCOPHILLIPS COP - - - $7,602.50 125.00
CHARTER COMMUNICATIONS INC CHTR - - - $7,566.30 18.00
TJX COS INC TJX - - - $7,454.16 136.00
DOMINION RESOURCES INC D - - - $7,437.28 92.00
ANTHEM INC ANTM - - - $7,310.61 29.00
SOUTHERN CO/THE SO - - - $7,149.87 117.00
S&P GLOBAL INC SPGI - - - $7,077.84 28.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $7,044.00 50.00
INTUITIVE SURGICAL INC ISRG - - - $6,905.08 13.00
COLGATE-PALMOLIVE CO CL - - - $6,811.20 96.00
ZOETIS INC ZTS - - - $6,783.48 54.00
CIGNA CORP CI - - - $6,777.96 42.00
BOSTON SCIENTIFIC CORP BSX - - - $6,753.24 156.00
FISERV INC FISV - - - $6,661.12 64.00
NORTHROP GRUMMAN CORP NOC - - - $6,627.24 18.00
CROWN CASTLE INTL CORP CCI - - - $6,607.26 47.00
CSX CORP CSX - - - $6,175.80 90.00
ALLERGAN PLC AGN - - - $6,159.39 37.00
MORGAN STANLEY MS - - - $6,157.47 141.00
MICRON TECHNOLOGY INC MU - - - $6,095.84 124.00
TARGET CORP TGT - - - $6,080.19 57.00
RAYTHEON CO RTN - - - $6,042.83 31.00
DUPONT DE NEMOURS INC DD - - - $6,014.40 84.00
PROLOGIS INC PLD - - - $5,988.85 71.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $5,816.79 63.00
SCHLUMBERGER NV SLB - - - $5,781.50 155.00
BLACKROCK INC BLK - - - $5,777.07 13.00
MARSH & MCLENNAN COS INC MMC - - - $5,751.30 57.00
DEERE & CO DE - - - $5,742.45 35.00
EQUINIX INC EQIX - - - $5,664.50 10.00
AMERICAN INTL GROUP INC AIG - - - $5,630.10 98.00
GLOBAL PAYMENTS INC GPN - - - $5,589.14 34.58
CHARLES SCHWAB CORP SCHW - - - $5,561.40 130.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $5,538.75 25.00
ECOLAB INC ECL - - - $5,489.68 28.00
SIMON PROPERTY GROUP INC SPG - - - $5,426.40 35.00
NORFOLK SOUTHERN CORP NSC - - - $5,414.70 30.00
APPLIED MATERIALS INC AMAT - - - $5,299.84 104.00
L3HARRIS TECHNOLOGIES INC LHX - - - $5,299.50 25.00
EXELON CORP EXC - - - $5,281.05 109.00
GENERAL MOTORS CO GM - - - $5,269.17 141.00
KIMBERLY-CLARK CORP KMB - - - $5,266.56 39.00
EOG RESOURCES INC EOG - - - $5,265.00 65.00
VERTEX PHARMACEUTICALS INC VRTX - - - $5,165.48 29.00
PHILLIPS 66 PSX - - - $5,163.50 50.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $5,124.90 55.00
ILLINOIS TOOL WORKS INC ITW - - - $5,116.98 33.00
WASTE MANAGEMENT INC WM - - - $5,072.32 44.00
EDWARDS LIFESCIENCES CORP EW - - - $5,052.18 23.00
AON PLC AON - - - $5,018.00 26.00
PROGRESSIVE CORP PGR - - - $5,016.66 66.00
BIOGEN IDEC INC BIIB - - - $5,014.59 21.00
BAXTER INTL INC BAX - - - $4,981.80 57.00
SHERWIN-WILLIAMS CO SHW - - - $4,954.86 9.00
ILLUMINA INC ILMN - - - $4,953.12 16.00
CAPITAL ONE FINANCIAL CORP COF - - - $4,915.22 53.00
GENERAL DYNAMICS CORP GD - - - $4,871.62 26.00
ESTEE LAUDER COS INC EL - - - $4,797.75 25.00
ANALOG DEVICES INC ADI - - - $4,728.53 41.00
ACTIVISION BLIZZARD INC ATVI - - - $4,709.36 86.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $4,675.00 85.00
OCCIDENTAL PETROLEUM CORP OXY - - - $4,570.00 100.00
KINDER MORGAN INC KMI - - - $4,560.56 218.00
SYSCO CORP SYY - - - $4,537.92 58.00
DOLLAR GENERAL CORP DG - - - $4,530.67 29.00
BB&T CORP BBT - - - $4,508.12 86.00
EMERSON ELECTRIC CO EMR - - - $4,481.55 69.00
BANK OF NEW YORK MELLON CORP BK - - - $4,452.48 96.00
SEMPRA ENERGY SRE - - - $4,408.82 31.00
ROPER TECHNOLOGIES INC ROP - - - $4,314.00 12.00
AFLAC INC AFL - - - $4,313.51 83.00
ROSS STORES INC ROST - - - $4,294.75 41.00
TRAVELERS COS INC/THE TRV - - - $4,242.12 29.00
METLIFE INC MET - - - $4,222.16 89.00
PUBLIC STORAGE PSA - - - $4,212.60 17.00
HUMANA INC HUM - - - $4,159.20 15.00
MARATHON PETROLEUM CORP MPC - - - $4,077.40 74.00
FORD MOTOR CO F - - - $4,025.63 439.00
FEDEX CORP FDX - - - $4,017.06 27.00
PRUDENTIAL FINANCIAL INC PRU - - - $4,008.60 45.00
DOW INC DOW - - - $4,001.43 83.00
WELLTOWER INC HCN - - - $3,996.00 45.00
ALLSTATE CORP ALL - - - $3,993.04 37.00
MARRIOTT INTL INC MAR - - - $3,936.07 31.00
EATON CORP PLC ETN - - - $3,927.79 47.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $3,907.99 89.00
CONSTELLATION BRANDS INC STZ - - - $3,896.90 19.00
MOODY'S CORP MCO - - - $3,853.44 18.00
AUTODESK INC ADSK - - - $3,833.50 25.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $3,831.60 62.00
YUM! BRANDS INC YUM - - - $3,818.20 34.00
XCEL ENERGY INC XEL - - - $3,812.58 59.00
VALERO ENERGY CORP VLO - - - $3,811.10 46.00
DELTA AIR LINES INC DAL - - - $3,810.95 65.00
LAM RESEARCH CORP LRCX - - - $3,764.96 16.00
TWITTER INC TWTR - - - $3,761.01 87.00
HCA HOLDINGS INC HCA - - - $3,728.40 30.00
GENERAL MILLS INC GIS - - - $3,694.44 68.00
ADVANCED MICRO DEVICES INC AMD - - - $3,666.10 122.00
NEWMONT MINING CORP NEM - - - $3,665.28 92.00
O'REILLY AUTOMOTIVE INC ORLY - - - $3,589.74 9.00
EBAY INC EBAY - - - $3,551.68 88.00
TE CONNECTIVITY LTD TEL - - - $3,540.84 38.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $3,522.60 57.00
ONEOK INC OKE - - - $3,485.42 46.00
AUTOZONE INC AZO - - - $3,478.11 3.00
CONSOLIDATED EDISON INC ED - - - $3,418.80 37.00
SUNTRUST BANKS INC STI - - - $3,374.00 50.00
WILLIAMS COS INC WMB - - - $3,360.56 136.00
AVALONBAY COMMUNITIES INC AVB - - - $3,344.96 16.00
SBA COMMUNICATIONS CORP SBAC - - - $3,338.01 13.00
INGERSOLL-RAND PLC IR - - - $3,325.05 27.00
EQUITY RESIDENTIAL EQR - - - $3,321.63 39.00
WEC ENERGY GROUP INC WEC - - - $3,279.50 35.00
ZIMMER HOLDINGS INC ZBH - - - $3,266.46 23.00
ELECTRONIC ARTS INC EA - - - $3,257.10 33.00
VF CORP VFC - - - $3,169.79 37.00
TRANSDIGM GROUP INC TDG - - - $3,163.56 6.00
MOTOROLA SOLUTIONS INC MSI - - - $3,157.99 19.00
IQVIA HOLDINGS INC IQV - - - $3,112.00 20.00
PPG INDUSTRIES INC PPG - - - $3,100.76 26.00
AMPHENOL CORP APH - - - $3,096.06 33.00
MCKESSON CORP MCK - - - $3,083.22 21.00
HP INC HPQ - - - $3,066.02 166.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $3,047.04 32.00
VENTAS INC VTR - - - $3,032.82 42.00
IHS MARKIT LTD INFO - - - $3,031.20 45.00
DOLLAR TREE INC DLTR - - - $2,998.89 27.00
NORTHEAST UTILITIES SYSTEM ES - - - $2,997.36 36.00
DISCOVER FINANCIAL SERVICES DFS - - - $2,985.84 36.00
T. ROWE PRICE GROUP INC TROW - - - $2,972.84 26.00
PAYCHEX INC PAYX - - - $2,971.44 36.00
SOUTHWEST AIRLINES CO LUV - - - $2,942.46 54.00
EDISON INTL EIX - - - $2,909.60 40.00
CUMMINS INC CMI - - - $2,908.26 18.00
FLEETCOR TECHNOLOGIES INC FLT - - - $2,891.00 10.00
FIRSTENERGY CORP FE - - - $2,890.79 61.00
TYSON FOODS INC TSN - - - $2,883.87 33.00
DIGITAL REALTY TRUST INC DLR - - - $2,875.69 23.00
VERISK ANALYTICS INC VRSK - - - $2,851.56 18.00
T-MOBILE US INC TMUS - - - $2,820.65 35.00
KLA-TENCOR CORP KLAC - - - $2,799.00 18.00
DTE ENERGY CO DTE - - - $2,778.09 21.00
WILLIS TOWERS WATSON PLC WLTW - - - $2,749.18 14.00
PACCAR INC PCAR - - - $2,742.48 39.00
IDEXX LABORATORIES INC IDXX - - - $2,741.70 10.00
BALL CORP BLL - - - $2,732.08 37.00
REALTY INCOME CORP O - - - $2,732.04 36.00
AGILENT TECHNOLOGIES INC A - - - $2,728.95 35.00
XILINX INC XLNX - - - $2,703.40 28.00
REGENERON PHARMACEUTICALS INC REGN - - - $2,662.83 9.00
ALEXION PHARMACEUTICALS INC ALXN - - - $2,658.00 25.00
HERSHEY CO HSY - - - $2,616.98 17.00
PPL CORP PPL - - - $2,566.08 81.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $2,560.41 29.00
PIONEER NATURAL RESOURCES CO PXD - - - $2,552.46 19.00
ARCHER DANIELS MIDLAND CO ADM - - - $2,535.80 62.00
ENTERGY CORP ETR - - - $2,534.62 22.00
APTIV PLC APTV - - - $2,525.03 29.00
STATE STREET CORP STT - - - $2,524.62 42.00
MONSTER BEVERAGE CORP MNST - - - $2,509.05 43.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,503.98 3.00
PARKER HANNIFIN CORP PH - - - $2,478.56 14.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $2,478.04 41.00
CERNER CORP CERN - - - $2,463.84 36.00
AMERICAN WATER WORKS CO INC AWK - - - $2,456.60 20.00
CORNING INC GLW - - - $2,442.88 88.00
MICROCHIP TECHNOLOGY INC MCHP - - - $2,442.15 27.00
CORTEVA INC CTVA - - - $2,429.28 84.00
STANLEY BLACK & DECKER INC SWK - - - $2,398.87 17.00
M&T BANK CORP MTB - - - $2,344.50 15.00
AMETEK INC AME - - - $2,336.88 26.00
WEYERHAEUSER CO WY - - - $2,321.76 84.00
KROGER CO KR - - - $2,311.20 90.00
SYNOPSYS INC SNPS - - - $2,307.24 17.00
SYNCHRONY FINANCIAL SYF - - - $2,302.48 68.00
VERISIGN INC VRSN - - - $2,288.28 12.00
CINTAS CORP CTAS - - - $2,284.02 9.00
FIFTH THIRD BANCORP FITB - - - $2,282.06 82.00
NORTHERN TRUST CORP NTRS - - - $2,262.48 24.00
ESSEX PROPERTY TRUST INC ESS - - - $2,259.74 7.00
FORTIVE CORP FTV - - - $2,249.94 33.00
VULCAN MATERIALS CO VMC - - - $2,247.00 15.00
MCCORMICK & CO INC MKC - - - $2,241.96 14.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $2,227.25 25.00
AMEREN CORP AEE - - - $2,213.12 28.00
AMERIPRISE FINANCIAL INC AMP - - - $2,186.70 15.00
CARNIVAL CORP CCL - - - $2,169.90 45.00
RESMED INC RMD - - - $2,152.48 16.00
EXPEDIA INC EXPE - - - $2,146.88 16.00
CENTENE CORP CNC - - - $2,133.94 46.00
METTLER-TOLEDO INTL INC MTD - - - $2,127.54 3.00
CLOROX CO CLX - - - $2,124.92 14.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $2,121.92 19.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $2,106.78 146.00
ROCKWELL AUTOMATION INC ROK - - - $2,106.78 13.00
REPUBLIC SERVICES INC RSG - - - $2,099.52 24.00
BOSTON PROPERTIES INC BXP - - - $2,081.76 16.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $2,074.17 21.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $2,046.31 31.00
FASTENAL CO FAST - - - $2,039.04 64.00
CHURCH & DWIGHT CO INC CHD - - - $2,038.40 28.00
CBRE GROUP INC CBG - - - $2,034.52 38.00
MSCI INC MSCI - - - $2,031.57 9.00
CMS ENERGY CORP CMS - - - $2,019.52 32.00
HALLIBURTON CO HAL - - - $2,003.12 98.00
WESTERN DIGITAL CORP WDC - - - $2,002.44 33.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,994.72 13.00
KEYCORP KEY - - - $1,990.24 112.00
EQUIFAX INC EFX - - - $1,974.70 14.00
KRAFT HEINZ CO/THE KHC - - - $1,969.80 70.00
D.R. HORTON INC DHI - - - $1,960.04 38.00
ANSYS INC ANSS - - - $1,949.13 9.00
CDW CORP CDW - - - $1,936.96 16.00
CINCINNATI FINANCIAL CORP CINF - - - $1,934.77 17.00
HCP INC HCP - - - $1,925.55 55.00
HESS CORP HES - - - $1,904.43 29.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $1,899.59 11.00
COPART INC CPRT - - - $1,899.34 23.00
OMNICOM GROUP INC OMC - - - $1,868.88 24.00
MARTIN MARIETTA MATERIALS INC MLM - - - $1,864.87 7.00
ARTHUR J. GALLAGHER & CO. AJG - - - $1,864.80 21.00
COOPER COS INC COO - - - $1,813.92 6.00
FIRST REPUBLIC BANK FRC - - - $1,809.37 19.00
CITIZENS FINANCIAL GROUP INC CFG - - - $1,794.00 50.00
INTL PAPER CO IP - - - $1,790.80 44.00
NUCOR CORP NUE - - - $1,789.08 34.00
REGIONS FINANCIAL CORP RF - - - $1,787.52 112.00
KELLOGG CO K - - - $1,784.44 28.00
AMCOR PLC AMCR - - - $1,758.12 182.00
DIAMONDBACK ENERGY INC FANG - - - $1,742.76 18.00
BEST BUY CO INC BBY - - - $1,736.02 26.00
LENNAR CORP LEN - - - $1,731.20 32.00
TELEFLEX INC TFX - - - $1,719.00 5.00
CELANESE CORP CE - - - $1,717.52 14.00
EVERGY INC EVRG - - - $1,716.26 26.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $1,708.50 30.00
FREEPORT-MCMORAN INC FCX - - - $1,706.61 163.00
AKAMAI TECHNOLOGIES INC AKAM - - - $1,699.17 19.00
CENTERPOINT ENERGY INC CNP - - - $1,698.48 56.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $1,697.28 13.00
CONCHO RESOURCES INC CXO - - - $1,684.29 23.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,677.65 13.00
DARDEN RESTAURANTS INC DRI - - - $1,677.20 14.00
MGM RESORTS INTL MGM - - - $1,673.30 58.00
HUNTINGTON BANCSHARES INC HBAN - - - $1,670.40 116.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $1,647.23 13.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,640.24 29.00
CONAGRA FOODS INC CAG - - - $1,639.55 55.00
INCYTE CORP INCY - - - $1,624.20 20.00
EXTRA SPACE STORAGE INC EXR - - - $1,623.72 14.00
WELLCARE HEALTH PLANS INC WCG - - - $1,619.40 6.00
QUEST DIAGNOSTICS INC DGX - - - $1,611.30 15.00
CARMAX INC KMX - - - $1,607.97 19.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $1,601.25 7.00
WATERS CORP WAT - - - $1,600.90 7.00
DOVER CORP DOV - - - $1,582.56 16.00
UDR INC UDR - - - $1,581.03 33.00
CARDINAL HEALTH INC CAH - - - $1,580.37 33.00
GENUINE PARTS CO GPC - - - $1,560.00 16.00
XYLEM INC XYL - - - $1,549.60 20.00
CBS CORP CBS - - - $1,549.56 37.00
HASBRO INC HAS - - - $1,529.19 13.00
SYMANTEC CORP SYMC - - - $1,528.32 64.00
SKYWORKS SOLUTIONS INC SWKS - - - $1,515.25 19.00
CBOE HOLDINGS INC CBOE - - - $1,502.28 13.00
HOLOGIC INC HOLX - - - $1,498.50 30.00
ALIGN TECHNOLOGY INC ALGN - - - $1,492.32 8.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $1,480.60 20.00
IDEX CORP IEX - - - $1,479.06 9.00
LOEWS CORP L - - - $1,478.13 29.00
ATMOS ENERGY CORP ATO - - - $1,468.74 13.00
W W GRAINGER INC GWW - - - $1,460.90 5.00
NETAPP INC NTAP - - - $1,460.70 27.00
KANSAS CITY SOUTHERN KSU - - - $1,452.44 11.00
AMERISOURCEBERGEN CORP ABC - - - $1,447.04 17.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,442.04 12.00
ARISTA NETWORKS INC ANET - - - $1,440.36 6.00
GARTNER INC IT - - - $1,436.40 10.00
ALLIANT ENERGY CORP LNT - - - $1,435.86 27.00
SEAGATE TECHNOLOGY PLC STX - - - $1,414.80 27.00
HOST HOTELS & RESORTS INC HST - - - $1,413.68 82.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $1,405.62 19.00
J M SMUCKER CO SJM - - - $1,401.53 13.00
CENTURYLINK INC CTL - - - $1,377.20 110.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,376.85 15.00
BAKER HUGHES A GE CO BHGE - - - $1,368.22 58.00
DUKE REALTY CORP DRE - - - $1,367.35 41.00
GARMIN LTD GRMN - - - $1,360.48 16.00
CITRIX SYSTEMS INC CTXS - - - $1,357.58 14.00
MARKETAXESS HOLDINGS INC MKTX - - - $1,352.72 4.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,351.08 9.00
FMC CORP FMC - - - $1,348.50 15.00
LINCOLN NATIONAL CORP LNC - - - $1,336.06 22.00
HORMEL FOODS CORP HRL - - - $1,331.14 31.00
JACK HENRY & ASSOCIATES INC JKHY - - - $1,329.21 9.00
TEXTRON INC TXT - - - $1,324.18 26.00
EVEREST RE GROUP LTD RE - - - $1,322.50 5.00
NASDAQ OMX GROUP INC NDAQ - - - $1,308.84 13.00
MASCO CORP MAS - - - $1,300.16 32.00
SVB FINANCIAL GROUP SIVB - - - $1,299.48 6.00
LEIDOS HOLDINGS INC LDOS - - - $1,294.95 15.00
FOX CORP - CLASS A FOXA - - - $1,290.80 40.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,288.08 24.00
REGENCY CENTERS CORP REG - - - $1,286.87 19.00
DENTSPLY SIRONA INC XRAY - - - $1,278.25 25.00
BROWN-FORMAN CORP BF.B - - - $1,273.00 20.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,267.50 15.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,263.21 13.00
FORTINET INC FTNT - - - $1,251.68 16.00
NOBLE ENERGY INC NBL - - - $1,250.10 54.00
ADVANCE AUTO PARTS INC AAP - - - $1,245.52 8.00
NISOURCE INC NI - - - $1,238.16 42.00
AMERICAN AIRLINES GROUP INC AAL - - - $1,231.56 44.00
MYLAN INC MYL - - - $1,218.00 58.00
E*TRADE FINANCIAL CORP ETFC - - - $1,212.57 27.00
WYNN RESORTS LTD WYNN - - - $1,196.25 11.00
AES CORP AES - - - $1,190.66 74.00
MARATHON OIL CORP MRO - - - $1,186.20 90.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,182.96 24.00
MOLSON COORS BREWING CO TAP - - - $1,181.46 21.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,178.80 14.00
LAMB WESTON HOLDING INC LW - - - $1,176.32 16.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,175.30 10.00
TRACTOR SUPPLY CO TSCO - - - $1,175.07 13.00
DEVON ENERGY CORP DVN - - - $1,174.95 45.00
ARCONIC INC ARNC - - - $1,148.96 43.00
TECHNIPFMC PLC FTI - - - $1,146.33 47.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,141.50 10.00
UNITED RENTALS INC URI - - - $1,137.96 9.00
PACKAGING CORP OF AMERICA PKG - - - $1,131.24 11.00
VORNADO REALTY TRUST VNO - - - $1,127.16 18.00
COMERICA INC CMA - - - $1,121.49 17.00
LKQ CORP LKQ - - - $1,112.65 35.00
TIFFANY & CO TIF - - - $1,095.60 12.00
NRG ENERGY INC NRG - - - $1,093.96 28.00
EASTMAN CHEMICAL CO EMN - - - $1,084.95 15.00
APACHE CORP APA - - - $1,083.60 42.00
WESTERN UNION CO WU - - - $1,080.48 48.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,074.10 5.00
FEDERAL REIT FRT - - - $1,074.00 8.00
HENRY SCHEIN INC HSIC - - - $1,068.45 17.00
WESTROCK CO WRK - - - $1,041.39 29.00
GLOBE LIFE INC GL - - - $1,041.15 11.00
WHIRLPOOL CORP WHR - - - $1,040.13 7.00
PERKINELMER INC PKI - - - $1,038.72 12.00
PULTEGROUP INC PHM - - - $1,034.72 29.00
IRON MOUNTAIN INC IRM - - - $1,024.00 32.00
ALLEGION PLC ALLE - - - $1,015.70 10.00
AVERY DENNISON CORP AVY - - - $1,015.38 9.00
VIACOM INC VIAB - - - $997.60 40.00
QORVO INC QRVO - - - $987.74 13.00
NATIONAL OILWELL VARCO INC NOV - - - $970.08 43.00
ABIOMED INC ABMD - - - $963.80 5.00
F5 NETWORKS INC FFIV - - - $959.98 7.00
KIMCO REALTY CORP KIM - - - $952.69 47.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $950.43 39.00
FRANKLIN RESOURCES INC BEN - - - $938.88 32.00
SNAP-ON INC SNA - - - $934.26 6.00
DISH NETWORK CORP DISH - - - $932.58 27.00
JUNIPER NETWORKS INC JNPR - - - $930.15 39.00
DXC TECHNOLOGY CO DXC - - - $922.78 29.00
ALASKA AIR GROUP INC ALK - - - $910.00 14.00
INTERPUBLIC GROUP OF COS INC IPG - - - $909.88 43.00
NIELSEN HOLDINGS PLC NLSN - - - $895.20 40.00
HOLLYFRONTIER CORP HFC - - - $894.71 17.00
ZIONS BANCORP ZION - - - $890.20 20.00
CAMPBELL SOUP CO CPB - - - $888.44 19.00
ASSURANT INC AIZ - - - $886.48 7.00
KOHL'S CORP KSS - - - $882.36 18.00
APARTMENT INVT & MGMT CO -A AIV - - - $869.04 17.00
MOHAWK INDUSTRIES INC MHK - - - $863.73 7.00
CABOT OIL & GAS CORP COG - - - $848.35 47.00
BORGWARNER INC BWA - - - $845.71 23.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $844.00 16.00
PERRIGO CO PLC PRGO - - - $828.60 15.00
MOSAIC CO MOS - - - $827.60 40.00
ALBEMARLE CORP ALB - - - $826.32 12.00
TAPESTRY INC TPR - - - $804.48 32.00
FLIR SYSTEMS INC FLIR - - - $797.55 15.00
NEWELL RUBBERMAID INC NWL - - - $761.10 43.00
A. O. SMITH CORP AOS - - - $759.68 16.00
SL GREEN REALTY CORP SLG - - - $732.33 9.00
INVESCO LTD IVZ - - - $725.41 43.00
ROBERT HALF RHI - - - $716.04 13.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $715.95 45.00
FLOWSERVE CORP FLS - - - $711.30 15.00
SEALED AIR CORP SEE - - - $701.42 17.00
PENTAIR PLC PNR - - - $695.97 19.00
PVH CORP PVH - - - $688.88 8.00
UNUM GROUP UNM - - - $677.35 23.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $660.44 11.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $650.95 5.00
HARLEY-DAVIDSON INC HOG - - - $634.86 18.00
XEROX HOLDINGS CORP XRX - - - $622.44 21.00
LEGGETT & PLATT INC LEG - - - $612.15 15.00
QUANTA SERVICES INC PWR - - - $601.44 16.00
NEWS CORP NWSA - - - $599.42 43.00
HANESBRANDS INC HBI - - - $587.53 41.00
FOX CORP- CLASS B FOX - - - $577.44 18.00
RALPH LAUREN CORP RL - - - $557.82 6.00
CIMAREX ENERGY CO XEC - - - $557.81 11.00
ROLLINS INC ROL - - - $552.80 16.00
CAPRI HOLDINGS LTD CPRI - - - $547.23 17.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $544.88 28.00
MACY'S INC M - - - $539.35 35.00
H & R BLOCK INC HRB - - - $538.66 23.00
IPG PHOTONICS CORP IPGP - - - $532.32 4.00
HELMERICH & PAYNE INC HP - - - $518.88 12.00
AFFILIATED MANAGERS GROUP INC AMG - - - $513.90 6.00
L BRANDS INC LB - - - $490.62 26.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $472.14 18.00
TRIPADVISOR INC TRIP - - - $469.56 12.00
UNDER ARMOUR INC UAA - - - $412.86 21.00
GAP INC GPS - - - $412.56 24.00
NEKTAR THERAPEUTICS NKTR - - - $403.00 20.00
UNDER ARMOUR INC-CLASS C UA - - - $395.56 22.00
MACERICH CO MAC - - - $389.04 12.00
NORDSTROM INC JWN - - - $385.80 12.00
COTY INC COTY - - - $335.61 33.00
NEWS CORP NWS - - - $200.48 14.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $5,761,093.27 5,761,093.27