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 12/5/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 2,383,489.08 - 1,476.00
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 2,375,131.84 - 1,999.00
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 962,409.60 - 810.00
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 940,878.00 - 939.00
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 312,532.42 - 263.03
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 246,179.38 - 245.68
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 242,509.05 - 242.02
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 111,378.31 - 111.15
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 90,985.31 - 29.18
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 43,644.02 - 14.00
RUSSELL 2000 INDEX SWAP UBS AG - - - 3,229.66 - 2.00
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 1,614.83 - 1.00
EURO E-MINI 12/16/2019 (EEZ9) - - - (1,110,900.00) - (16.00)
UNITED STATES TREASURY BILL - 0.000 3/5/20 - $22,419,240.53 22,500,000.00
MICROSOFT CORP MSFT - - - $198,057.53 1,321.00
APPLE INC AAPL - - - $195,201.30 735.00
AMAZON.COM INC AMZN - - - $125,314.56 72.00
FACEBOOK INC FB - - - $82,933.76 416.00
BERKSHIRE HATHAWAY INC BRK.B - - - $74,664.00 340.00
JPMORGAN CHASE & CO JPM - - - $73,715.24 554.00
ALPHABET INC CL C GOOG - - - $69,062.76 52.00
ALPHABET INC CL A GOOGL - - - $69,001.92 52.00
JOHNSON & JOHNSON JNJ - - - $63,639.36 456.00
VISA INC V - - - $54,385.11 299.00
PROCTER & GAMBLE CO PG - - - $53,960.46 433.00
EXXON MOBIL CORP XOM - - - $50,076.12 732.00
AT&T INC T - - - $48,272.16 1,264.00
BANK OF AMERICA CORP BAC - - - $47,947.41 1,449.00
UNITEDHEALTH GROUP INC UNH - - - $46,248.00 164.00
WALT DISNEY CO DIS - - - $45,853.84 311.00
MASTERCARD INC MA - - - $44,926.75 155.00
VERIZON COMMUNICATIONS INC VZ - - - $43,547.12 716.00
INTEL CORP INTC - - - $43,013.36 767.00
HOME DEPOT INC HD - - - $40,257.00 189.00
MERCK & CO INC MRK - - - $39,316.25 443.00
CHEVRON CORP CVX - - - $38,272.57 329.00
WELLS FARGO & CO WFC - - - $36,941.62 694.00
PFIZER INC PFE - - - $36,394.71 957.00
COCA-COLA CO/THE KO - - - $36,090.54 666.00
COMCAST CORP CMCSA - - - $34,571.40 785.00
PEPSICO INC PEP - - - $32,994.28 242.00
BOEING CO BA - - - $32,148.24 93.00
CISCO SYSTEMS INC CSCO - - - $31,987.20 735.00
CITIGROUP INC C - - - $29,211.61 391.00
WAL-MART STORES INC WMT - - - $29,190.36 246.00
ABBOTT LABORATORIES ABT - - - $26,083.44 306.00
MEDTRONIC INC MDT - - - $26,030.40 232.00
ADOBE SYSTEMS INC ADBE - - - $25,454.52 84.00
MCDONALD'S CORP MCD - - - $25,441.51 131.00
AMGEN INC AMGN - - - $24,274.64 104.00
BRISTOL-MYERS SQUIBB CO BMY - - - $24,089.40 405.00
SALESFORCE.COM INC CRM - - - $24,049.44 152.00
NETFLIX INC NFLX - - - $23,017.36 76.00
COSTCO WHOLESALE CORP COST - - - $22,275.60 76.00
PHILIP MORRIS INTL INC PM - - - $22,242.60 270.00
ABBVIE INC ABBV - - - $22,200.32 256.00
NVIDIA CORP NVDA - - - $22,126.44 106.00
ACCENTURE PLC ACN - - - $21,983.50 110.00
THERMO FISHER SCIENTIFIC INC TMO - - - $21,804.00 69.00
HONEYWELL INTL INC HON - - - $21,751.25 125.00
BROADCOM INC AVGO - - - $21,472.11 69.00
PAYPAL HOLDINGS INC PYPL - - - $21,336.36 204.00
ORACLE CORP ORCL - - - $20,833.08 381.00
UNION PACIFIC CORP UNP - - - $20,799.78 122.00
NIKE INC NKE - - - $20,786.43 217.00
UNITED TECHNOLOGIES CORP UTX - - - $20,336.40 140.00
INTL BUSINESS MACHINES CORP IBM - - - $20,182.23 153.00
NEXTERA ENERGY INC NEE - - - $19,937.60 85.00
TEXAS INSTRUMENTS INC TXN - - - $19,439.14 161.00
LINDE PLC LIN - - - $19,152.50 94.00
ELI LILLY AND CO LLY - - - $17,606.19 147.00
STARBUCKS CORP SBUX - - - $17,481.15 207.00
CVS HEALTH CORP CVS - - - $16,758.00 225.00
LOCKHEED MARTIN CORP LMT - - - $16,595.42 43.00
QUALCOMM INC QCOM - - - $16,351.83 198.00
GENERAL ELECTRIC CO GE - - - $16,282.11 1,509.00
3M CO MMM - - - $16,272.63 99.00
AMERICAN TOWER CORP AMT - - - $16,228.28 76.00
ALTRIA GROUP INC MO - - - $16,204.91 323.00
DANAHER CORP DHR - - - $16,190.90 110.00
LOWE'S COS INC LOW - - - $15,487.72 134.00
U.S. BANCORP USB - - - $14,780.80 248.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $14,651.51 107.00
GILEAD SCIENCES INC GILD - - - $14,438.67 219.00
UNITED PARCEL SERVICE INC UPS - - - $13,916.21 121.00
AMERICAN EXPRESS CO AXP - - - $13,838.76 117.00
CATERPILLAR INC CAT - - - $13,681.85 97.00
MONDELEZ INTL INC MDLZ - - - $13,398.69 249.00
BOOKING HOLDINGS INC BKNG - - - $13,329.54 7.00
CHARTER COMMUNICATIONS INC CHTR - - - $13,083.56 28.00
CIGNA CORP CI - - - $12,908.94 66.00
ANTHEM INC ANTM - - - $12,883.50 45.00
CME GROUP INC CME - - - $12,860.66 62.00
AUTOMATIC DATA PROCESSING INC ADP - - - $12,627.00 75.00
TJX COS INC TJX - - - $12,450.13 209.00
GOLDMAN SACHS GROUP INC GS - - - $12,159.84 56.00
BECTON DICKINSON AND CO BDX - - - $11,909.86 46.00
CHUBB LTD CB - - - $11,872.91 79.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $11,719.40 77.00
S&P GLOBAL INC SPGI - - - $11,676.22 43.00
INTUITIVE SURGICAL INC ISRG - - - $11,616.20 20.00
DOMINION RESOURCES INC D - - - $11,528.98 142.00
CONOCOPHILLIPS COP - - - $11,489.28 192.00
INTUIT INC INTU - - - $11,420.10 45.00
STRYKER CORP SYK - - - $11,379.76 56.00
SOUTHERN CO/THE SO - - - $11,359.56 181.00
DUKE ENERGY CORP DUK - - - $11,250.54 126.00
FISERV INC FISV - - - $11,249.42 98.00
TARGET CORP TGT - - - $10,971.84 88.00
MORGAN STANLEY MS - - - $10,648.19 217.00
BOSTON SCIENTIFIC CORP BSX - - - $10,425.66 241.00
ALLERGAN PLC AGN - - - $10,420.48 56.00
RAYTHEON CO RTN - - - $10,314.72 48.00
VERTEX PHARMACEUTICALS INC VRTX - - - $10,038.15 45.00
COLGATE-PALMOLIVE CO CL - - - $10,037.36 148.00
ZOETIS INC ZTS - - - $9,969.13 83.00
PROLOGIS INC PLD - - - $9,957.15 109.00
BLACKROCK INC BLK - - - $9,806.00 20.00
CHARLES SCHWAB CORP SCHW - - - $9,796.74 201.00
CSX CORP CSX - - - $9,749.70 138.00
CROWN CASTLE INTL CORP CCI - - - $9,720.00 72.00
BIOGEN IDEC INC BIIB - - - $9,580.48 32.00
MARSH & MCLENNAN COS INC MMC - - - $9,341.19 87.00
NORTHROP GRUMMAN CORP NOC - - - $9,299.07 27.00
GLOBAL PAYMENTS INC GPN - - - $9,199.84 52.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $9,084.05 97.00
DEERE & CO DE - - - $9,051.90 55.00
SERVICENOW INC NOW - - - $9,013.29 33.00
APPLIED MATERIALS INC AMAT - - - $8,934.40 160.00
MICRON TECHNOLOGY INC MU - - - $8,904.42 191.00
ILLINOIS TOOL WORKS INC ITW - - - $8,810.25 51.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $8,757.48 38.00
EDWARDS LIFESCIENCES CORP EW - - - $8,746.56 36.00
PHILLIPS 66 PSX - - - $8,665.58 77.00
NORFOLK SOUTHERN CORP NSC - - - $8,643.40 46.00
SHERWIN-WILLIAMS CO SHW - - - $8,587.50 15.00
SCHLUMBERGER NV SLB - - - $8,568.15 239.00
EQUINIX INC EQIX - - - $8,400.90 15.00
AON PLC AON - - - $8,341.45 41.00
HUMANA INC HUM - - - $8,285.04 24.00
ECOLAB INC ECL - - - $8,142.20 44.00
CAPITAL ONE FINANCIAL CORP COF - - - $8,065.17 81.00
KIMBERLY-CLARK CORP KMB - - - $8,054.68 59.00
SIMON PROPERTY GROUP INC SPG - - - $8,019.00 54.00
DUPONT DE NEMOURS INC DD - - - $7,996.71 129.00
ILLUMINA INC ILMN - - - $7,995.25 25.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $7,951.56 86.00
EMERSON ELECTRIC CO EMR - - - $7,915.86 107.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $7,742.10 131.00
AMERICAN INTL GROUP INC AIG - - - $7,671.00 150.00
GENERAL MOTORS CO GM - - - $7,662.27 217.00
EXELON CORP EXC - - - $7,536.48 168.00
WASTE MANAGEMENT INC WM - - - $7,468.49 67.00
ESTEE LAUDER COS INC EL - - - $7,459.40 38.00
ADVANCED MICRO DEVICES INC AMD - - - $7,408.94 187.00
SYSCO CORP SYY - - - $7,384.33 89.00
L3HARRIS TECHNOLOGIES INC LHX - - - $7,348.82 38.00
PROGRESSIVE CORP PGR - - - $7,316.44 101.00
ACTIVISION BLIZZARD INC ATVI - - - $7,313.67 133.00
GENERAL DYNAMICS CORP GD - - - $7,294.80 40.00
BANK OF NEW YORK MELLON CORP BK - - - $7,291.96 148.00
ANALOG DEVICES INC ADI - - - $7,259.52 64.00
BAXTER INTL INC BAX - - - $7,258.24 88.00
ROSS STORES INC ROST - - - $7,149.87 63.00
BB&T CORP BBT - - - $7,114.17 133.00
EOG RESOURCES INC EOG - - - $7,059.00 100.00
DOLLAR GENERAL CORP DG - - - $6,979.50 45.00
SEMPRA ENERGY SRE - - - $6,927.33 47.00
MARATHON PETROLEUM CORP MPC - - - $6,822.90 114.00
AFLAC INC AFL - - - $6,748.16 128.00
AUTODESK INC ADSK - - - $6,711.94 38.00
EATON CORP PLC ETN - - - $6,705.78 73.00
METLIFE INC MET - - - $6,703.41 137.00
VALERO ENERGY CORP VLO - - - $6,695.28 72.00
DOW INC DOW - - - $6,656.00 128.00
LAM RESEARCH CORP LRCX - - - $6,620.50 25.00
KINDER MORGAN INC KMI - - - $6,612.48 336.00
MARRIOTT INTL INC MAR - - - $6,594.10 47.00
HCA HOLDINGS INC HCA - - - $6,471.28 46.00
FEDEX CORP FDX - - - $6,465.48 42.00
MOODY'S CORP MCO - - - $6,422.08 28.00
PRUDENTIAL FINANCIAL INC PRU - - - $6,279.69 69.00
ROPER TECHNOLOGIES INC ROP - - - $6,246.90 18.00
ALLSTATE CORP ALL - - - $6,243.78 57.00
O'REILLY AUTOMOTIVE INC ORLY - - - $6,174.56 14.00
FORD MOTOR CO F - - - $6,045.61 677.00
TRAVELERS COS INC/THE TRV - - - $6,043.95 45.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $5,972.16 96.00
WELLTOWER INC HCN - - - $5,884.20 70.00
OCCIDENTAL PETROLEUM CORP OXY - - - $5,848.92 154.00
AUTOZONE INC AZO - - - $5,813.30 5.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $5,719.75 137.00
NEWMONT MINING CORP NEM - - - $5,680.00 142.00
GENERAL MILLS INC GIS - - - $5,659.50 105.00
XCEL ENERGY INC XEL - - - $5,654.74 91.00
DELTA AIR LINES INC DAL - - - $5,588.00 100.00
PUBLIC STORAGE PSA - - - $5,549.96 26.00
INGERSOLL-RAND PLC IR - - - $5,418.84 42.00
AVALONBAY COMMUNITIES INC AVB - - - $5,397.75 25.00
PPG INDUSTRIES INC PPG - - - $5,376.33 41.00
AMPHENOL CORP APH - - - $5,354.96 52.00
ZIMMER HOLDINGS INC ZBH - - - $5,314.32 36.00
CONSTELLATION BRANDS INC STZ - - - $5,291.34 29.00
TE CONNECTIVITY LTD TEL - - - $5,286.70 58.00
SUNTRUST BANKS INC STI - - - $5,263.76 76.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $5,245.50 50.00
YUM! BRANDS INC YUM - - - $5,221.56 53.00
ELECTRONIC ARTS INC EA - - - $5,208.12 51.00
HP INC HPQ - - - $5,201.92 256.00
REGENERON PHARMACEUTICALS INC REGN - - - $5,156.76 14.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $5,110.38 87.00
EQUITY RESIDENTIAL EQR - - - $5,072.40 60.00
T. ROWE PRICE GROUP INC TROW - - - $5,043.00 41.00
ONEOK INC OKE - - - $5,039.58 71.00
IHS MARKIT LTD INFO - - - $5,016.99 69.00
VF CORP VFC - - - $4,994.64 56.00
CONSOLIDATED EDISON INC ED - - - $4,941.33 57.00
WEC ENERGY GROUP INC WEC - - - $4,919.75 55.00
STATE STREET CORP STT - - - $4,898.40 65.00
CUMMINS INC CMI - - - $4,825.44 27.00
PACCAR INC PCAR - - - $4,806.60 60.00
EBAY INC EBAY - - - $4,731.44 136.00
PAYCHEX INC PAYX - - - $4,727.52 56.00
SOUTHWEST AIRLINES CO LUV - - - $4,664.52 84.00
IQVIA HOLDINGS INC IQV - - - $4,651.20 32.00
WILLIAMS COS INC WMB - - - $4,615.52 208.00
NORTHEAST UTILITIES SYSTEM ES - - - $4,600.96 56.00
DISCOVER FINANCIAL SERVICES DFS - - - $4,572.15 55.00
TYSON FOODS INC TSN - - - $4,562.46 51.00
FIRSTENERGY CORP FE - - - $4,550.54 94.00
FLEETCOR TECHNOLOGIES INC FLT - - - $4,547.70 15.00
TRANSDIGM GROUP INC TDG - - - $4,520.40 8.00
MCKESSON CORP MCK - - - $4,499.52 32.00
MOTOROLA SOLUTIONS INC MSI - - - $4,492.32 28.00
SBA COMMUNICATIONS CORP SBAC - - - $4,482.86 19.00
WILLIS TOWERS WATSON PLC WLTW - - - $4,460.16 23.00
EDISON INTL EIX - - - $4,423.08 62.00
AGILENT TECHNOLOGIES INC A - - - $4,402.62 54.00
PARKER HANNIFIN CORP PH - - - $4,387.02 22.00
KLA-TENCOR CORP KLAC - - - $4,360.50 27.00
CENTENE CORP CNC - - - $4,321.44 72.00
PPL CORP PPL - - - $4,255.68 124.00
T-MOBILE US INC TMUS - - - $4,231.70 55.00
DIGITAL REALTY TRUST INC DLR - - - $4,230.72 36.00
APTIV PLC APTV - - - $4,202.10 45.00
ALEXION PHARMACEUTICALS INC ALXN - - - $4,189.38 39.00
REALTY INCOME CORP O - - - $4,162.40 55.00
ENTERGY CORP ETR - - - $4,144.70 35.00
ARCHER DANIELS MIDLAND CO ADM - - - $4,142.40 96.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $4,130.10 45.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $4,098.65 5.00
STANLEY BLACK & DECKER INC SWK - - - $4,092.14 26.00
VERISK ANALYTICS INC VRSK - - - $4,088.56 28.00
MONSTER BEVERAGE CORP MNST - - - $4,014.64 67.00
DTE ENERGY CO DTE - - - $4,011.52 32.00
TWITTER INC TWTR - - - $3,995.32 133.00
NORTHERN TRUST CORP NTRS - - - $3,989.71 37.00
XILINX INC XLNX - - - $3,989.48 44.00
MICROCHIP TECHNOLOGY INC MCHP - - - $3,965.11 41.00
SYNCHRONY FINANCIAL SYF - - - $3,936.45 105.00
ROCKWELL AUTOMATION INC ROK - - - $3,928.60 20.00
MSCI INC MSCI - - - $3,906.30 15.00
CERNER CORP CERN - - - $3,892.35 55.00
NVR INC NVR - - - $3,854.48 1.00
CBS CORP COMMON STOCK USD 0.001 - - - - $3,840.84 94.00
AMERICAN WATER WORKS CO INC AWK - - - $3,824.78 31.00
CINTAS CORP CTAS - - - $3,820.50 15.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $3,812.76 63.00
AMETEK INC AME - - - $3,809.52 39.00
M&T BANK CORP MTB - - - $3,796.38 23.00
ANSYS INC ANSS - - - $3,794.85 15.00
IDEXX LABORATORIES INC IDXX - - - $3,777.90 15.00
WEYERHAEUSER CO WY - - - $3,773.25 129.00
BALL CORP BLL - - - $3,769.98 57.00
FIFTH THIRD BANCORP FITB - - - $3,763.62 126.00
RESMED INC RMD - - - $3,754.50 25.00
VENTAS INC VTR - - - $3,753.10 65.00
HERSHEY CO HSY - - - $3,749.25 25.00
AMERIPRISE FINANCIAL INC AMP - - - $3,743.94 23.00
DOLLAR TREE INC DLTR - - - $3,722.80 41.00
PIONEER NATURAL RESOURCES CO PXD - - - $3,720.99 29.00
CORNING INC GLW - - - $3,710.46 134.00
KROGER CO KR - - - $3,698.40 138.00
FORTIVE CORP FTV - - - $3,687.30 51.00
METTLER-TOLEDO INTL INC MTD - - - $3,684.25 5.00
LAS VEGAS SANDS CORP LVS - - - $3,669.66 58.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $3,630.00 30.00
MCCORMICK & CO INC MKC - - - $3,615.78 21.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $3,584.25 225.00
ALIGN TECHNOLOGY INC ALGN - - - $3,568.89 13.00
FASTENAL CO FAST - - - $3,492.72 99.00
BOSTON PROPERTIES INC BXP - - - $3,478.00 25.00
SYNOPSYS INC SNPS - - - $3,428.88 26.00
ESSEX PROPERTY TRUST INC ESS - - - $3,422.87 11.00
CDW CORP CDW - - - $3,360.50 25.00
CBRE GROUP INC CBG - - - $3,356.46 58.00
KRAFT HEINZ CO/THE KHC - - - $3,343.75 107.00
VERISIGN INC VRSN - - - $3,340.26 18.00
KEYCORP KEY - - - $3,338.90 173.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $3,338.68 38.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $3,325.41 33.00
CLOROX CO CLX - - - $3,317.38 22.00
VULCAN MATERIALS CO VMC - - - $3,310.62 23.00
D.R. HORTON INC DHI - - - $3,234.08 58.00
AMEREN CORP AEE - - - $3,228.87 43.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $3,221.40 20.00
FIRST REPUBLIC BANK FRC - - - $3,218.13 29.00
HALLIBURTON CO HAL - - - $3,213.00 150.00
BEST BUY CO INC BBY - - - $3,212.80 40.00
CORTEVA INC CTVA - - - $3,201.78 129.00
REPUBLIC SERVICES INC RSG - - - $3,177.00 36.00
INTL PAPER CO IP - - - $3,163.36 68.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $3,158.88 48.00
COPART INC CPRT - - - $3,088.40 35.00
CARNIVAL CORP CCL - - - $3,049.80 69.00
CMS ENERGY CORP CMS - - - $3,030.16 49.00
MARTIN MARIETTA MATERIALS INC MLM - - - $2,999.59 11.00
SKYWORKS SOLUTIONS INC SWKS - - - $2,999.40 30.00
CHURCH & DWIGHT CO INC CHD - - - $2,998.82 43.00
NUCOR CORP NUE - - - $2,993.97 53.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,972.80 32.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,969.12 77.00
OMNICOM GROUP INC OMC - - - $2,934.10 37.00
LENNAR CORP LEN - - - $2,930.20 49.00
INCYTE CORP INCY - - - $2,913.69 31.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,906.49 17.00
HEALTHPEAK PROPERTIES INC PEAK - - - $2,900.52 84.00
EQUIFAX INC EFX - - - $2,896.74 21.00
AMCOR PLC AMCR - - - $2,892.40 280.00
WELLCARE HEALTH PLANS INC WCG - - - $2,885.76 9.00
MGM RESORTS INTL MGM - - - $2,873.70 90.00
REGIONS FINANCIAL CORP RF - - - $2,868.96 172.00
TELEFLEX INC TFX - - - $2,866.08 8.00
FREEPORT-MCMORAN INC FCX - - - $2,832.50 250.00
KELLOGG CO K - - - $2,827.25 43.00
CARDINAL HEALTH INC CAH - - - $2,821.00 52.00
DOVER CORP DOV - - - $2,783.25 25.00
HESS CORP HES - - - $2,742.75 45.00
CINCINNATI FINANCIAL CORP CINF - - - $2,722.20 26.00
CELANESE CORP CE - - - $2,713.26 22.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $2,700.00 20.00
CARMAX INC KMX - - - $2,690.24 28.00
WATERS CORP WAT - - - $2,684.40 12.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $2,666.78 47.00
HUNTINGTON BANCSHARES INC HBAN - - - $2,650.42 178.00
EXPEDIA INC EXPE - - - $2,642.00 25.00
FORTINET INC FTNT - - - $2,622.75 25.00
EVERGY INC EVRG - - - $2,604.73 41.00
GENUINE PARTS CO GPC - - - $2,574.50 25.00
CONCHO RESOURCES INC CXO - - - $2,569.00 35.00
KANSAS CITY SOUTHERN KSU - - - $2,555.95 17.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $2,551.86 18.00
QUEST DIAGNOSTICS INC DGX - - - $2,547.60 24.00
TIFFANY & CO TIF - - - $2,537.45 19.00
COOPER COS INC COO - - - $2,502.88 8.00
NORTONLIFELOCK INC NLOK - - - $2,498.02 98.00
DARDEN RESTAURANTS INC DRI - - - $2,488.29 21.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,479.40 20.00
NETAPP INC NTAP - - - $2,463.28 41.00
BAKER HUGHES A GE CO BHGE - - - $2,457.54 111.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $2,448.00 32.00
UDR INC UDR - - - $2,438.31 51.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,437.20 20.00
WESTERN DIGITAL CORP WDC - - - $2,416.89 51.00
HOLOGIC INC HOLX - - - $2,404.88 46.00
SEAGATE TECHNOLOGY PLC STX - - - $2,402.19 41.00
GARMIN LTD GRMN - - - $2,390.00 25.00
CENTURYLINK INC CTL - - - $2,389.66 169.00
CONAGRA FOODS INC CAG - - - $2,388.74 83.00
GARTNER INC IT - - - $2,377.05 15.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $2,375.55 45.00
AKAMAI TECHNOLOGIES INC AKAM - - - $2,361.24 28.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,360.20 10.00
EXTRA SPACE STORAGE INC EXR - - - $2,355.76 22.00
CITRIX SYSTEMS INC CTXS - - - $2,326.38 21.00
XYLEM INC XYL - - - $2,322.21 31.00
MASCO CORP MAS - - - $2,300.50 50.00
MARKETAXESS HOLDINGS INC MKTX - - - $2,287.08 6.00
AMERISOURCEBERGEN CORP ABC - - - $2,283.32 26.00
CBOE HOLDINGS INC CBOE - - - $2,277.53 19.00
DENTSPLY SIRONA INC XRAY - - - $2,273.31 39.00
FMC CORP FMC - - - $2,253.77 23.00
DIAMONDBACK ENERGY INC FANG - - - $2,238.32 28.00
HOST HOTELS & RESORTS INC HST - - - $2,232.72 126.00
W W GRAINGER INC GWW - - - $2,228.03 7.00
HASBRO INC HAS - - - $2,206.82 22.00
HORMEL FOODS CORP HRL - - - $2,196.48 48.00
DUKE REALTY CORP DRE - - - $2,184.26 62.00
ALLIANT ENERGY CORP LNT - - - $2,179.97 41.00
FOX CORP - CLASS A FOXA - - - $2,165.50 61.00
LOEWS CORP L - - - $2,162.60 44.00
LEIDOS HOLDINGS INC LDOS - - - $2,158.80 24.00
AES CORP AES - - - $2,144.34 114.00
UNITED RENTALS INC URI - - - $2,143.82 14.00
ATMOS ENERGY CORP ATO - - - $2,135.20 20.00
J M SMUCKER CO SJM - - - $2,135.00 20.00
CENTERPOINT ENERGY INC CNP - - - $2,131.94 86.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $2,121.06 29.00
QORVO INC QRVO - - - $2,116.00 20.00
LAMB WESTON HOLDING INC LW - - - $2,110.25 25.00
JACK HENRY & ASSOCIATES INC JKHY - - - $2,110.08 14.00
NASDAQ OMX GROUP INC NDAQ - - - $2,093.40 20.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $2,088.45 15.00
IDEX CORP IEX - - - $2,083.51 13.00
SVB FINANCIAL GROUP SIVB - - - $2,064.60 9.00
JACOBS ENGINEERING GROUP INC JEC - - - $2,055.36 24.00
ARCONIC INC ARNC - - - $2,042.16 67.00
BROWN-FORMAN CORP BF.B - - - $2,034.24 32.00
TRACTOR SUPPLY CO TSCO - - - $2,025.24 21.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $2,007.25 37.00
LINCOLN NATIONAL CORP LNC - - - $1,986.60 35.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,985.76 14.00
ADVANCE AUTO PARTS INC AAP - - - $1,979.77 13.00
WESTERN UNION CO WU - - - $1,959.32 73.00
ALLEGION PLC ALLE - - - $1,956.80 16.00
W. R. BERKLEY CORP WRB - - - $1,951.88 28.00
AVERY DENNISON CORP AVY - - - $1,948.50 15.00
WYNN RESORTS LTD WYNN - - - $1,892.32 16.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,888.11 21.00
LKQ CORP LKQ - - - $1,883.62 53.00
EVEREST RE GROUP LTD RE - - - $1,878.80 7.00
REGENCY CENTERS CORP REG - - - $1,856.00 29.00
AMERICAN AIRLINES GROUP INC AAL - - - $1,852.32 68.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,831.44 24.00
EASTMAN CHEMICAL CO EMN - - - $1,816.56 24.00
TEXTRON INC TXT - - - $1,798.80 40.00
PACKAGING CORP OF AMERICA PKG - - - $1,797.76 16.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,792.20 60.00
E*TRADE FINANCIAL CORP ETFC - - - $1,774.11 39.00
PULTEGROUP INC PHM - - - $1,768.80 44.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,764.21 7.00
COMERICA INC CMA - - - $1,764.00 25.00
PERKINELMER INC PKI - - - $1,763.77 19.00
WESTROCK CO WRK - - - $1,759.12 44.00
VORNADO REALTY TRUST VNO - - - $1,740.15 27.00
GLOBE LIFE INC GL - - - $1,735.53 17.00
HENRY SCHEIN INC HSIC - - - $1,729.25 25.00
ARISTA NETWORKS INC ANET - - - $1,724.85 9.00
NOBLE ENERGY INC NBL - - - $1,720.36 82.00
NISOURCE INC NI - - - $1,705.60 64.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,701.90 15.00
MYLAN INC MYL - - - $1,663.20 88.00
MOLSON COORS BREWING CO TAP - - - $1,661.55 33.00
MARATHON OIL CORP MRO - - - $1,661.52 138.00
NRG ENERGY INC NRG - - - $1,658.94 43.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,645.21 19.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,644.65 37.00
DXC TECHNOLOGY CO DXC - - - $1,633.50 45.00
IRON MOUNTAIN INC IRM - - - $1,620.00 50.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,597.50 25.00
WHIRLPOOL CORP WHR - - - $1,594.01 11.00
FEDERAL REIT FRT - - - $1,574.04 12.00
ZIONS BANCORP ZION - - - $1,528.30 31.00
KIMCO REALTY CORP KIM - - - $1,525.68 72.00
DEVON ENERGY CORP DVN - - - $1,522.83 69.00
ABIOMED INC ABMD - - - $1,512.56 8.00
BORGWARNER INC BWA - - - $1,493.10 35.00
NATIONAL OILWELL VARCO INC NOV - - - $1,489.62 66.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,470.48 66.00
SNAP-ON INC SNA - - - $1,459.71 9.00
DISH NETWORK CORP DISH - - - $1,444.80 43.00
ASSURANT INC AIZ - - - $1,434.51 11.00
JUNIPER NETWORKS INC JNPR - - - $1,418.95 59.00
ALASKA AIR GROUP INC ALK - - - $1,413.09 21.00
CAMPBELL SOUP CO CPB - - - $1,381.27 29.00
MOHAWK INDUSTRIES INC MHK - - - $1,380.10 10.00
F5 NETWORKS INC FFIV - - - $1,379.60 10.00
TECHNIPFMC PLC FTI - - - $1,360.80 72.00
HOLLYFRONTIER CORP HFC - - - $1,319.50 26.00
APARTMENT INVT & MGMT CO -A AIV - - - $1,317.25 25.00
PVH CORP PVH - - - $1,309.49 13.00
PENTAIR PLC PNR - - - $1,289.34 29.00
SL GREEN REALTY CORP SLG - - - $1,286.55 15.00
KOHL'S CORP KSS - - - $1,271.16 27.00
FRANKLIN RESOURCES INC BEN - - - $1,270.08 48.00
FLIR SYSTEMS INC FLIR - - - $1,266.24 24.00
TAPESTRY INC TPR - - - $1,247.05 49.00
PERRIGO CO PLC PRGO - - - $1,243.44 24.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $1,225.50 75.00
NEWELL RUBBERMAID INC NWL - - - $1,217.45 65.00
XEROX HOLDINGS CORP XRX - - - $1,210.24 32.00
NIELSEN HOLDINGS PLC NLSN - - - $1,202.92 61.00
LEGGETT & PLATT INC LEG - - - $1,199.68 23.00
APACHE CORP APA - - - $1,189.12 64.00
ROBERT HALF RHI - - - $1,167.80 20.00
ALBEMARLE CORP ALB - - - $1,146.24 18.00
CABOT OIL & GAS CORP COG - - - $1,133.16 71.00
MOSAIC CO MOS - - - $1,113.00 60.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,087.65 15.00
INVESCO LTD IVZ - - - $1,079.65 65.00
FLOWSERVE CORP FLS - - - $1,078.93 23.00
A. O. SMITH CORP AOS - - - $1,078.70 23.00
UNUM GROUP UNM - - - $1,039.68 36.00
RALPH LAUREN CORP RL - - - $1,008.54 9.00
SEALED AIR CORP SEE - - - $989.04 26.00
QUANTA SERVICES INC PWR - - - $970.08 24.00
FOX CORP- CLASS B FOX - - - $969.78 28.00
HARLEY-DAVIDSON INC HOG - - - $968.76 27.00
CAPRI HOLDINGS LTD CPRI - - - $958.62 26.00
HANESBRANDS INC HBI - - - $921.32 62.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $866.16 27.00
NEWS CORP NWSA - - - $845.00 65.00
IPG PHOTONICS CORP IPGP - - - $841.02 6.00
ROLLINS INC ROL - - - $826.32 24.00
MACY'S INC M - - - $800.83 53.00
H & R BLOCK INC HRB - - - $794.24 34.00
CIMAREX ENERGY CO XEC - - - $784.72 17.00
AFFILIATED MANAGERS GROUP INC AMG - - - $752.22 9.00
HELMERICH & PAYNE INC HP - - - $734.16 19.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $725.06 7.00
L BRANDS INC LB - - - $704.73 39.00
NORDSTROM INC JWN - - - $673.38 18.00
UNDER ARMOUR INC UAA - - - $600.96 32.00
COTY INC COTY - - - $588.50 50.00
GAP INC GPS - - - $586.80 36.00
UNDER ARMOUR INC-CLASS C UA - - - $567.60 33.00
TRIPADVISOR INC TRIP - - - $522.54 18.00
MACERICH CO MAC - - - $481.32 18.00
NEWS CORP NWS - - - $265.60 20.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $6,119,037.83 6,119,037.83