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 6/25/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 2,950,238.08 - 1,939.61
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 2,649,713.03 - 2,331.11
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,603,350.06 - 1,620.97
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 922,671.34 - 932.81
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 921,248.30 - 810.48
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 633,461.60 - 640.42
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 482,001.07 - 487.29
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 298,988.54 - 263.03
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 85,146.65 - 29.18
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 43,293.92 - 14.84
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,076.39 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,156.83 - 1.41
EURO E-MINI 09/18/2019 (EEU9) - - - (2,145,375.00) - (30.00)
UNITED STATES TREASURY BILL - 0.000 9/5/19 - $24,601,647.81 24,700,000.00
MICROSOFT CORP MSFT - - - $139,968.07 1,049.00
APPLE INC AAPL - - - $116,950.86 598.00
AMAZON.COM INC AMZN - - - $107,061.39 57.00
FACEBOOK INC FB - - - $62,128.36 329.00
BERKSHIRE HATHAWAY INC BRK.B - - - $55,138.55 265.00
JOHNSON & JOHNSON JNJ - - - $52,359.12 363.00
JPMORGAN CHASE & CO JPM - - - $47,845.44 444.00
ALPHABET INC CL C GOOG - - - $45,626.70 42.00
ALPHABET INC CL A GOOGL - - - $44,590.78 41.00
EXXON MOBIL CORP XOM - - - $44,160.33 579.00
VISA INC V - - - $40,764.64 238.00
PROCTER & GAMBLE CO PG - - - $38,319.96 343.00
BANK OF AMERICA CORP BAC - - - $33,589.60 1,210.00
WALT DISNEY CO DIS - - - $33,445.66 239.00
PFIZER INC PFE - - - $33,257.60 760.00
CISCO SYSTEMS INC CSCO - - - $32,862.88 586.00
VERIZON COMMUNICATIONS INC VZ - - - $32,828.00 566.00
AT&T INC T - - - $32,517.45 999.00
CHEVRON CORP CVX - - - $32,270.04 261.00
UNITEDHEALTH GROUP INC UNH - - - $32,195.80 130.00
MASTERCARD INC MA - - - $31,946.79 123.00
HOME DEPOT INC HD - - - $30,915.74 151.00
MERCK & CO INC MRK - - - $30,004.48 352.00
INTEL CORP INTC - - - $28,719.05 613.00
COCA-COLA CO/THE KO - - - $27,174.00 525.00
BOEING CO BA - - - $26,591.04 72.00
COMCAST CORP CMCSA - - - $26,505.00 620.00
PEPSICO INC PEP - - - $25,691.52 192.00
WELLS FARGO & CO WFC - - - $25,561.56 554.00
NETFLIX INC NFLX - - - $21,618.00 60.00
MCDONALD'S CORP MCD - - - $21,393.84 104.00
WAL-MART STORES INC WMT - - - $21,147.52 191.00
CITIGROUP INC C - - - $21,026.64 316.00
ABBOTT LABORATORIES ABT - - - $20,301.84 241.00
ADOBE SYSTEMS INC ADBE - - - $19,293.99 67.00
ORACLE CORP ORCL - - - $18,615.24 332.00
PAYPAL HOLDINGS INC PYPL - - - $18,424.84 161.00
MEDTRONIC INC MDT - - - $18,098.70 183.00
HONEYWELL INTL INC HON - - - $17,394.00 100.00
PHILIP MORRIS INTL INC PM - - - $16,788.66 213.00
INTL BUSINESS MACHINES CORP IBM - - - $16,741.56 121.00
THERMO FISHER SCIENTIFIC INC TMO - - - $16,144.15 55.00
UNION PACIFIC CORP UNP - - - $16,136.92 97.00
ACCENTURE PLC ACN - - - $16,086.30 87.00
COSTCO WHOLESALE CORP COST - - - $15,981.60 60.00
SALESFORCE.COM INC CRM - - - $15,830.04 106.00
AMGEN INC AMGN - - - $15,308.52 83.00
LINDE PLC LIN - - - $15,007.20 74.00
BROADCOM INC AVGO - - - $14,931.54 54.00
UNITED TECHNOLOGIES CORP UTX - - - $14,321.22 111.00
TEXAS INSTRUMENTS INC TXN - - - $14,269.44 128.00
NIKE INC NKE - - - $14,210.64 172.00
STARBUCKS CORP SBUX - - - $13,985.50 166.00
ELI LILLY AND CO LLY - - - $13,612.48 118.00
NEXTERA ENERGY INC NEE - - - $13,610.52 66.00
3M CO MMM - - - $13,590.37 79.00
ABBVIE INC ABBV - - - $13,271.40 202.00
AMERICAN TOWER CORP AMT - - - $12,648.60 60.00
NVIDIA CORP NVDA - - - $12,572.84 83.00
ALTRIA GROUP INC MO - - - $12,487.68 256.00
LOCKHEED MARTIN CORP LMT - - - $12,259.04 34.00
DANAHER CORP DHR - - - $12,229.20 86.00
GENERAL ELECTRIC CO GE - - - $12,192.46 1,193.00
QUALCOMM INC QCOM - - - $12,043.30 166.00
GILEAD SCIENCES INC GILD - - - $11,915.52 174.00
AMERICAN EXPRESS CO AXP - - - $11,577.04 94.00
BOOKING HOLDINGS INC BKNG - - - $11,072.82 6.00
MONDELEZ INTL INC MDLZ - - - $10,929.56 197.00
U.S. BANCORP USB - - - $10,668.20 205.00
LOWE'S COS INC LOW - - - $10,509.54 107.00
CATERPILLAR INC CAT - - - $10,429.38 78.00
BRISTOL-MYERS SQUIBB CO BMY - - - $10,252.48 224.00
ANTHEM INC ANTM - - - $9,981.30 35.00
AUTOMATIC DATA PROCESSING INC ADP - - - $9,931.20 60.00
CME GROUP INC CME - - - $9,717.68 49.00
CVS HEALTH CORP CVS - - - $9,555.04 178.00
CHUBB LTD CB - - - $9,509.22 63.00
CHARTER COMMUNICATIONS INC CHTR - - - $9,381.84 24.00
CONOCOPHILLIPS COP - - - $9,264.35 155.00
UNITED PARCEL SERVICE INC UPS - - - $9,227.35 95.00
GOLDMAN SACHS GROUP INC GS - - - $9,214.82 47.00
BECTON DICKINSON AND CO BDX - - - $9,184.14 37.00
CELGENE CORP CELG - - - $9,039.43 97.00
INTUIT INC INTU - - - $9,012.15 35.00
DUKE ENERGY CORP DUK - - - $9,012.00 100.00
TJX COS INC TJX - - - $8,806.30 166.00
DOMINION RESOURCES INC D - - - $8,657.00 110.00
COLGATE-PALMOLIVE CO CL - - - $8,647.47 117.00
STRYKER CORP SYK - - - $8,559.60 42.00
INTUITIVE SURGICAL INC ISRG - - - $8,328.48 16.00
CIGNA CORP CI - - - $8,324.16 52.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $8,268.32 62.00
CSX CORP CSX - - - $7,989.45 105.00
SOUTHERN CO/THE SO - - - $7,949.16 142.00
BOSTON SCIENTIFIC CORP BSX - - - $7,926.80 190.00
S&P GLOBAL INC SPGI - - - $7,751.32 34.00
CROWN CASTLE INTL CORP CCI - - - $7,595.25 57.00
DUPONT DE NEMOURS INC DD - - - $7,561.26 102.00
ZOETIS INC ZTS - - - $7,514.76 66.00
MORGAN STANLEY MS - - - $7,465.50 175.00
NORTHROP GRUMMAN CORP NOC - - - $7,386.45 23.00
BLACKROCK INC BLK - - - $7,333.76 16.00
SCHLUMBERGER NV SLB - - - $7,330.20 190.00
ILLUMINA INC ILMN - - - $7,161.60 20.00
DEERE & CO DE - - - $7,151.33 43.00
EOG RESOURCES INC EOG - - - $7,113.16 79.00
NORFOLK SOUTHERN CORP NSC - - - $6,921.36 36.00
MARSH & MCLENNAN COS INC MMC - - - $6,902.70 70.00
PROLOGIS INC PLD - - - $6,861.08 86.00
RAYTHEON CO RTN - - - $6,831.26 38.00
ALLERGAN PLC AGN - - - $6,822.06 42.00
GENERAL MOTORS CO GM - - - $6,820.08 181.00
SIMON PROPERTY GROUP INC SPG - - - $6,782.58 42.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $6,741.00 30.00
ECOLAB INC ECL - - - $6,707.05 35.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $6,662.81 77.00
GENERAL DYNAMICS CORP GD - - - $6,572.68 37.00
EXELON CORP EXC - - - $6,522.32 133.00
BIOGEN IDEC INC BIIB - - - $6,487.83 27.00
KIMBERLY-CLARK CORP KMB - - - $6,431.01 47.00
CHARLES SCHWAB CORP SCHW - - - $6,394.49 163.00
AON PLC AON - - - $6,377.25 33.00
PROGRESSIVE CORP PGR - - - $6,364.80 80.00
METLIFE INC MET - - - $6,334.90 130.00
VERTEX PHARMACEUTICALS INC VRTX - - - $6,305.25 35.00
AMERICAN INTL GROUP INC AIG - - - $6,274.87 119.00
ILLINOIS TOOL WORKS INC ITW - - - $6,183.62 41.00
WASTE MANAGEMENT INC WM - - - $6,170.26 53.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $6,145.16 68.00
EQUINIX INC EQIX - - - $6,000.60 12.00
TARGET CORP TGT - - - $5,999.00 70.00
CAPITAL ONE FINANCIAL CORP COF - - - $5,684.48 64.00
ANALOG DEVICES INC ADI - - - $5,624.28 51.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $5,612.70 106.00
AFLAC INC AFL - - - $5,604.90 102.00
EDWARDS LIFESCIENCES CORP EW - - - $5,566.84 29.00
ESTEE LAUDER COS INC EL - - - $5,518.50 30.00
TRAVELERS COS INC/THE TRV - - - $5,512.68 36.00
PRUDENTIAL FINANCIAL INC PRU - - - $5,503.12 56.00
EMERSON ELECTRIC CO EMR - - - $5,484.36 84.00
KINDER MORGAN INC KMI - - - $5,474.28 266.00
APPLIED MATERIALS INC AMAT - - - $5,373.44 128.00
SEMPRA ENERGY SRE - - - $5,337.86 38.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $5,335.44 44.00
BAXTER INTL INC BAX - - - $5,312.45 65.00
FORD MOTOR CO F - - - $5,274.24 536.00
BANK OF NEW YORK MELLON CORP BK - - - $5,255.03 121.00
FEDEX CORP FDX - - - $5,147.34 33.00
PHILLIPS 66 PSX - - - $5,120.31 57.00
SHERWIN-WILLIAMS CO SHW - - - $5,096.63 11.00
ROPER TECHNOLOGIES INC ROP - - - $5,093.06 14.00
ROSS STORES INC ROST - - - $5,075.50 50.00
BB&T CORP BBT - - - $5,074.65 105.00
DOW INC DOW - - - $5,068.38 102.00
MARRIOTT INTL INC MAR - - - $5,064.64 38.00
OCCIDENTAL PETROLEUM CORP OXY - - - $5,036.76 102.00
PUBLIC STORAGE PSA - - - $5,006.82 21.00
HCA HOLDINGS INC HCA - - - $5,001.66 37.00
MICRON TECHNOLOGY INC MU - - - $4,934.68 151.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $4,926.48 78.00
AUTODESK INC ADSK - - - $4,894.80 30.00
FISERV INC FISV - - - $4,875.12 54.00
ACTIVISION BLIZZARD INC ATVI - - - $4,851.00 105.00
ANADARKO PETROLEUM CORP APC - - - $4,836.21 69.00
EATON CORP PLC ETN - - - $4,760.64 58.00
DOLLAR GENERAL CORP DG - - - $4,760.35 35.00
HUMANA INC HUM - - - $4,713.12 18.00
MARATHON PETROLEUM CORP MPC - - - $4,676.49 91.00
ALLSTATE CORP ALL - - - $4,674.06 46.00
SYSCO CORP SYY - - - $4,660.50 65.00
VALERO ENERGY CORP VLO - - - $4,652.91 57.00
YUM! BRANDS INC YUM - - - $4,633.02 42.00
DELTA AIR LINES INC DAL - - - $4,585.44 82.00
WELLTOWER INC HCN - - - $4,581.50 55.00
RED HAT INC RHT - - - $4,500.72 24.00
MOODY'S CORP MCO - - - $4,457.17 23.00
WILLIAMS COS INC WMB - - - $4,447.14 166.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $4,423.22 109.00
GENERAL MILLS INC GIS - - - $4,403.40 82.00
EBAY INC EBAY - - - $4,370.24 112.00
TE CONNECTIVITY LTD TEL - - - $4,342.86 46.00
XCEL ENERGY INC XEL - - - $4,269.30 70.00
NEWMONT MINING CORP NEM - - - $4,249.28 112.00
HP INC HPQ - - - $4,243.60 206.00
CONSTELLATION BRANDS INC STZ - - - $4,229.70 23.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $4,149.66 69.00
INGERSOLL-RAND PLC IR - - - $4,120.71 33.00
O'REILLY AUTOMOTIVE INC ORLY - - - $4,119.06 11.00
CONSOLIDATED EDISON INC ED - - - $4,002.30 45.00
ELECTRONIC ARTS INC EA - - - $3,972.90 41.00
EQUITY RESIDENTIAL EQR - - - $3,922.41 51.00
AMPHENOL CORP APH - - - $3,886.39 41.00
AVALONBAY COMMUNITIES INC AVB - - - $3,883.79 19.00
ALEXION PHARMACEUTICALS INC ALXN - - - $3,879.65 31.00
XILINX INC XLNX - - - $3,848.25 35.00
VF CORP VFC - - - $3,843.45 45.00
MOTOROLA SOLUTIONS INC MSI - - - $3,776.37 23.00
SUNTRUST BANKS INC STI - - - $3,773.46 61.00
ONEOK INC OKE - - - $3,736.32 56.00
PAYCHEX INC PAYX - - - $3,731.20 44.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $3,730.00 40.00
PPG INDUSTRIES INC PPG - - - $3,720.64 32.00
LAM RESEARCH CORP LRCX - - - $3,692.22 21.00
WEC ENERGY GROUP INC WEC - - - $3,652.42 43.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $3,635.94 42.00
DOLLAR TREE INC DLTR - - - $3,595.35 33.00
VENTAS INC VTR - - - $3,541.95 51.00
CORNING INC GLW - - - $3,510.67 107.00
DIGITAL REALTY TRUST INC DLR - - - $3,509.00 29.00
ADVANCED MICRO DEVICES INC AMD - - - $3,492.06 121.00
TWITTER INC TWTR - - - $3,472.00 100.00
WILLIS TOWERS WATSON PLC WLTW - - - $3,461.58 18.00
REGENERON PHARMACEUTICALS INC REGN - - - $3,441.90 11.00
MCKESSON CORP MCK - - - $3,426.80 26.00
SBA COMMUNICATIONS CORP SBAC - - - $3,424.95 15.00
MONSTER BEVERAGE CORP MNST - - - $3,419.82 54.00
SOUTHWEST AIRLINES CO LUV - - - $3,417.00 67.00
PIONEER NATURAL RESOURCES CO PXD - - - $3,408.37 23.00
DISCOVER FINANCIAL SERVICES DFS - - - $3,406.48 44.00
IQVIA HOLDINGS INC IQV - - - $3,391.08 22.00
TRANSDIGM GROUP INC TDG - - - $3,390.80 7.00
T. ROWE PRICE GROUP INC TROW - - - $3,389.44 32.00
NORTHEAST UTILITIES SYSTEM ES - - - $3,387.12 44.00
CUMMINS INC CMI - - - $3,377.00 20.00
PACCAR INC PCAR - - - $3,351.10 47.00
FLEETCOR TECHNOLOGIES INC FLT - - - $3,327.96 12.00
GLOBAL PAYMENTS INC GPN - - - $3,314.22 21.00
AUTOZONE INC AZO - - - $3,293.49 3.00
ZIMMER HOLDINGS INC ZBH - - - $3,267.60 28.00
IDEXX LABORATORIES INC IDXX - - - $3,255.72 12.00
DTE ENERGY CO DTE - - - $3,255.50 25.00
FORTIVE CORP FTV - - - $3,225.20 40.00
CERNER CORP CERN - - - $3,206.25 45.00
TYSON FOODS INC TSN - - - $3,198.80 40.00
VERISK ANALYTICS INC VRSK - - - $3,175.26 22.00
M&T BANK CORP MTB - - - $3,144.12 19.00
BALL CORP BLL - - - $3,130.76 46.00
HARRIS CORP HRS - - - $3,130.72 16.00
AGILENT TECHNOLOGIES INC A - - - $3,117.93 43.00
ARCHER DANIELS MIDLAND CO ADM - - - $3,112.34 77.00
PPL CORP PPL - - - $3,110.58 99.00
CENTENE CORP CNC - - - $3,072.87 57.00
PARKER HANNIFIN CORP PH - - - $3,034.26 18.00
REALTY INCOME CORP O - - - $3,027.63 43.00
FIRSTENERGY CORP FE - - - $2,998.74 69.00
STANLEY BLACK & DECKER INC SWK - - - $2,975.70 21.00
IHS MARKIT LTD INFO - - - $2,963.00 50.00
SYNCHRONY FINANCIAL SYF - - - $2,949.30 87.00
AMERICAN WATER WORKS CO INC AWK - - - $2,929.50 25.00
EDISON INTL EIX - - - $2,927.70 45.00
VERISIGN INC VRSN - - - $2,910.60 14.00
STATE STREET CORP STT - - - $2,856.00 51.00
CORTEVA INC CTVA - - - $2,822.34 102.00
L3 TECHNOLOGIES INC LLL - - - $2,795.76 11.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,789.52 8.00
TOTAL SYSTEM SERVICES INC TSS - - - $2,788.28 22.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $2,784.96 24.00
CINTAS CORP CTAS - - - $2,777.40 12.00
MICROCHIP TECHNOLOGY INC MCHP - - - $2,770.02 33.00
MSCI INC MSCI - - - $2,769.00 12.00
ALIGN TECHNOLOGY INC ALGN - - - $2,760.20 10.00
CONCHO RESOURCES INC CXO - - - $2,756.43 27.00
BOSTON PROPERTIES INC BXP - - - $2,746.80 21.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $2,745.47 49.00
APTIV PLC APTV - - - $2,733.85 35.00
AMETEK INC AME - - - $2,714.36 31.00
FIFTH THIRD BANCORP FITB - - - $2,709.00 100.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $2,701.08 183.00
HALLIBURTON CO HAL - - - $2,700.00 120.00
ENTERGY CORP ETR - - - $2,684.24 26.00
CLOROX CO CLX - - - $2,648.09 17.00
ESSEX PROPERTY TRUST INC ESS - - - $2,647.62 9.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $2,638.34 38.00
SYNOPSYS INC SNPS - - - $2,617.44 21.00
KRAFT HEINZ CO/THE KHC - - - $2,607.80 85.00
WEYERHAEUSER CO WY - - - $2,607.12 102.00
HERSHEY CO HSY - - - $2,606.80 19.00
AMEREN CORP AEE - - - $2,603.72 34.00
MCCORMICK & CO INC MKC - - - $2,602.53 17.00
AMERIPRISE FINANCIAL INC AMP - - - $2,586.60 18.00
ROCKWELL AUTOMATION INC ROK - - - $2,578.56 16.00
NORTHERN TRUST CORP NTRS - - - $2,572.80 30.00
CHURCH & DWIGHT CO INC CHD - - - $2,559.18 34.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $2,551.80 30.00
AMCOR PLC AMCR - - - $2,544.12 222.00
REPUBLIC SERVICES INC RSG - - - $2,518.65 29.00
FASTENAL CO FAST - - - $2,506.92 78.00
METTLER-TOLEDO INTL INC MTD - - - $2,501.10 3.00
CARNIVAL CORP CCL - - - $2,499.75 55.00
KLA-TENCOR CORP KLAC - - - $2,487.54 22.00
VULCAN MATERIALS CO VMC - - - $2,419.02 18.00
OMNICOM GROUP INC OMC - - - $2,408.70 30.00
KROGER CO KR - - - $2,403.50 110.00
RESMED INC RMD - - - $2,397.80 20.00
CBS CORP CBS - - - $2,372.16 48.00
KEYCORP KEY - - - $2,350.14 138.00
COOPER COS INC COO - - - $2,309.86 7.00
INTL PAPER CO IP - - - $2,303.64 54.00
CMS ENERGY CORP CMS - - - $2,299.44 39.00
NUCOR CORP NUE - - - $2,280.18 42.00
FREEPORT-MCMORAN INC FCX - - - $2,256.66 199.00
EQUIFAX INC EFX - - - $2,226.66 17.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $2,215.72 26.00
DIAMONDBACK ENERGY INC FANG - - - $2,209.62 21.00
CINCINNATI FINANCIAL CORP CINF - - - $2,205.84 21.00
FIRST REPUBLIC BANK FRC - - - $2,204.55 23.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,202.33 13.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,199.66 3.00
HESS CORP HES - - - $2,176.65 35.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,163.42 63.00
ANSYS INC ANSS - - - $2,160.95 11.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,155.00 25.00
CBRE GROUP INC CBG - - - $2,151.72 43.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $2,133.79 37.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $2,132.55 15.00
BEST BUY CO INC BBY - - - $2,124.48 32.00
WATERS CORP WAT - - - $2,112.60 10.00
INCYTE CORP INCY - - - $2,102.64 24.00
HCP INC HCP - - - $2,094.95 65.00
DARDEN RESTAURANTS INC DRI - - - $2,093.38 17.00
EXPEDIA INC EXPE - - - $2,076.00 16.00
NETAPP INC NTAP - - - $2,072.64 34.00
GENUINE PARTS CO GPC - - - $2,067.40 20.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $2,065.56 14.00
COPART INC CPRT - - - $2,054.64 28.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,048.96 16.00
XYLEM INC XYL - - - $2,039.00 25.00
CENTERPOINT ENERGY INC CNP - - - $2,036.19 69.00
WELLCARE HEALTH PLANS INC WCG - - - $2,031.54 7.00
EVERGY INC EVRG - - - $2,024.22 33.00
MARTIN MARIETTA MATERIALS INC MLM - - - $2,021.85 9.00
LOEWS CORP L - - - $2,018.35 37.00
TELEFLEX INC TFX - - - $2,016.78 6.00
REGIONS FINANCIAL CORP RF - - - $2,000.21 139.00
DXC TECHNOLOGY CO DXC - - - $1,998.37 37.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,975.05 35.00
DOVER CORP DOV - - - $1,972.20 20.00
D.R. HORTON INC DHI - - - $1,958.22 46.00
MGM RESORTS INTL MGM - - - $1,933.40 70.00
GARTNER INC IT - - - $1,931.88 12.00
J M SMUCKER CO SJM - - - $1,929.12 16.00
HUNTINGTON BANCSHARES INC HBAN - - - $1,917.63 143.00
CARMAX INC KMX - - - $1,917.51 23.00
CONAGRA FOODS INC CAG - - - $1,906.74 66.00
LENNAR CORP LEN - - - $1,880.58 39.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,879.20 16.00
CARDINAL HEALTH INC CAH - - - $1,875.75 41.00
KELLOGG CO K - - - $1,854.02 34.00
DENTSPLY SIRONA INC XRAY - - - $1,852.48 32.00
QUEST DIAGNOSTICS INC DGX - - - $1,818.54 18.00
TRACTOR SUPPLY CO TSCO - - - $1,812.71 17.00
EXTRA SPACE STORAGE INC EXR - - - $1,808.63 17.00
HOST HOTELS & RESORTS INC HST - - - $1,797.80 101.00
HOLOGIC INC HOLX - - - $1,788.21 37.00
SKYWORKS SOLUTIONS INC SWKS - - - $1,783.68 24.00
CELANESE CORP CE - - - $1,775.31 17.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $1,771.92 24.00
AMERISOURCEBERGEN CORP ABC - - - $1,769.88 21.00
SYMANTEC CORP SYMC - - - $1,768.00 85.00
UDR INC UDR - - - $1,759.29 39.00
LINCOLN NATIONAL CORP LNC - - - $1,736.28 28.00
ATMOS ENERGY CORP ATO - - - $1,726.88 16.00
ARISTA NETWORKS INC ANET - - - $1,724.66 7.00
BAKER HUGHES A GE CO BHGE - - - $1,723.40 70.00
AKAMAI TECHNOLOGIES INC AKAM - - - $1,711.82 22.00
FOX CORP - CLASS A FOXA - - - $1,696.32 48.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $1,692.15 15.00
AMERICAN AIRLINES GROUP INC AAL - - - $1,688.04 54.00
HASBRO INC HAS - - - $1,681.92 16.00
CITRIX SYSTEMS INC CTXS - - - $1,668.72 17.00
TEXTRON INC TXT - - - $1,651.52 32.00
KANSAS CITY SOUTHERN KSU - - - $1,650.04 14.00
WESTERN DIGITAL CORP WDC - - - $1,644.00 40.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,623.84 12.00
CBOE HOLDINGS INC CBOE - - - $1,612.50 15.00
W W GRAINGER INC GWW - - - $1,605.36 6.00
ALLIANT ENERGY CORP LNT - - - $1,592.96 32.00
DEVON ENERGY CORP DVN - - - $1,591.44 57.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,572.06 19.00
SEAGATE TECHNOLOGY PLC STX - - - $1,571.14 34.00
NASDAQ OMX GROUP INC NDAQ - - - $1,568.00 16.00
REGENCY CENTERS CORP REG - - - $1,564.46 23.00
MARATHON OIL CORP MRO - - - $1,556.80 112.00
VORNADO REALTY TRUST VNO - - - $1,549.44 24.00
WYNN RESORTS LTD WYNN - - - $1,546.48 13.00
ADVANCE AUTO PARTS INC AAP - - - $1,545.00 10.00
ABIOMED INC ABMD - - - $1,542.36 6.00
MASCO CORP MAS - - - $1,536.00 40.00
DUKE REALTY CORP DRE - - - $1,534.68 49.00
AES CORP AES - - - $1,515.15 91.00
EVEREST RE GROUP LTD RE - - - $1,507.86 6.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $1,506.56 22.00
SVB FINANCIAL GROUP SIVB - - - $1,501.50 7.00
HORMEL FOODS CORP HRL - - - $1,498.50 37.00
FORTINET INC FTNT - - - $1,497.40 20.00
NISOURCE INC NI - - - $1,496.34 51.00
JACK HENRY & ASSOCIATES INC JKHY - - - $1,492.15 11.00
FMC CORP FMC - - - $1,486.98 18.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,474.94 29.00
COMERICA INC CMA - - - $1,467.90 21.00
E*TRADE FINANCIAL CORP ETFC - - - $1,467.51 33.00
EASTMAN CHEMICAL CO EMN - - - $1,451.03 19.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,449.60 15.00
TECHNIPFMC PLC FTI - - - $1,447.68 58.00
MOLSON COORS BREWING CO TAP - - - $1,440.40 26.00
APACHE CORP APA - - - $1,439.22 51.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,424.40 30.00
PERKINELMER INC PKI - - - $1,417.65 15.00
VIACOM INC VIAB - - - $1,416.96 48.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,415.04 11.00
UNITED RENTALS INC URI - - - $1,414.82 11.00
CENTURYLINK INC CTL - - - $1,408.25 131.00
ALLEGION PLC ALLE - - - $1,398.41 13.00
HENRY SCHEIN INC HSIC - - - $1,386.40 20.00
NOBLE ENERGY INC NBL - - - $1,377.35 65.00
TIFFANY & CO TIF - - - $1,368.60 15.00
GARMIN LTD GRMN - - - $1,363.23 17.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,362.55 17.00
FRANKLIN RESOURCES INC BEN - - - $1,351.20 40.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,350.93 49.00
AVERY DENNISON CORP AVY - - - $1,343.16 12.00
ARCONIC INC ARNC - - - $1,341.45 55.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,340.88 6.00
CABOT OIL & GAS CORP COG - - - $1,331.68 58.00
MYLAN INC MYL - - - $1,324.15 71.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,317.12 16.00
FEDERAL REIT FRT - - - $1,313.10 10.00
SNAP-ON INC SNA - - - $1,311.84 8.00
NRG ENERGY INC NRG - - - $1,300.18 37.00
BROWN-FORMAN CORP BF.B - - - $1,281.33 23.00
LAMB WESTON HOLDING INC LW - - - $1,250.80 20.00
WHIRLPOOL CORP WHR - - - $1,238.40 9.00
JUNIPER NETWORKS INC JNPR - - - $1,237.04 47.00
TORCHMARK CORP TMK - - - $1,235.50 14.00
WESTROCK CO WRK - - - $1,212.75 35.00
DISH NETWORK CORP DISH - - - $1,208.96 32.00
TAPESTRY INC TPR - - - $1,208.00 40.00
IRON MOUNTAIN INC IRM - - - $1,204.32 39.00
PACKAGING CORP OF AMERICA PKG - - - $1,201.85 13.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,185.61 53.00
MOSAIC CO MOS - - - $1,183.84 49.00
WESTERN UNION CO WU - - - $1,176.46 59.00
BORGWARNER INC BWA - - - $1,161.72 28.00
MOHAWK INDUSTRIES INC MHK - - - $1,139.20 8.00
LKQ CORP LKQ - - - $1,129.61 43.00
F5 NETWORKS INC FFIV - - - $1,128.16 8.00
NATIONAL OILWELL VARCO INC NOV - - - $1,125.72 53.00
INVESCO LTD IVZ - - - $1,100.55 55.00
ZIONS BANCORP ZION - - - $1,099.75 25.00
PULTEGROUP INC PHM - - - $1,098.30 35.00
KIMCO REALTY CORP KIM - - - $1,079.38 58.00
NIELSEN HOLDINGS PLC NLSN - - - $1,077.51 49.00
CAMPBELL SOUP CO CPB - - - $1,067.04 26.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,053.72 12.00
ALASKA AIR GROUP INC ALK - - - $1,052.98 17.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,047.47 19.00
ALBEMARLE CORP ALB - - - $1,016.85 15.00
QORVO INC QRVO - - - $1,015.36 16.00
FLIR SYSTEMS INC FLIR - - - $1,014.41 19.00
KOHL'S CORP KSS - - - $1,012.22 22.00
APARTMENT INVT & MGMT CO -A AIV - - - $1,012.20 20.00
SL GREEN REALTY CORP SLG - - - $987.24 12.00
HOLLYFRONTIER CORP HFC - - - $965.36 22.00
UNUM GROUP UNM - - - $940.47 29.00
XEROX CORP XRX - - - $938.52 27.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $922.59 17.00
PVH CORP PVH - - - $912.90 10.00
FLOWSERVE CORP FLS - - - $912.78 18.00
MACY'S INC M - - - $894.60 42.00
ROBERT HALF RHI - - - $887.52 16.00
SEALED AIR CORP SEE - - - $883.89 21.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $883.44 54.00
A. O. SMITH CORP AOS - - - $875.71 19.00
ASSURANT INC AIZ - - - $848.08 8.00
NEKTAR THERAPEUTICS NKTR - - - $830.88 24.00
HANESBRANDS INC HBI - - - $815.85 49.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $806.52 6.00
PENTAIR PLC PNR - - - $802.56 22.00
RALPH LAUREN CORP RL - - - $795.76 7.00
NEWELL RUBBERMAID INC NWL - - - $787.05 53.00
H & R BLOCK INC HRB - - - $780.36 28.00
CIMAREX ENERGY CO XEC - - - $777.84 14.00
FOX CORP- CLASS B FOX - - - $774.18 22.00
HARLEY-DAVIDSON INC HOG - - - $774.18 22.00
PERRIGO CO PLC PRGO - - - $773.50 17.00
L BRANDS INC LB - - - $742.76 31.00
ROLLINS INC ROL - - - $732.80 20.00
HELMERICH & PAYNE INC HP - - - $732.15 15.00
QUANTA SERVICES INC PWR - - - $722.00 19.00
IPG PHOTONICS CORP IPGP - - - $719.45 5.00
CAPRI HOLDINGS LTD CPRI - - - $707.07 21.00
NEWS CORP NWSA - - - $702.25 53.00
LEGGETT & PLATT INC LEG - - - $673.92 18.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $658.46 22.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $647.85 35.00
UNDER ARMOUR INC UAA - - - $647.40 26.00
FOOT LOCKER INC FL - - - $627.90 15.00
TRIPADVISOR INC TRIP - - - $623.14 14.00
AFFILIATED MANAGERS GROUP INC AMG - - - $619.57 7.00
UNDER ARMOUR INC-CLASS C UA - - - $590.22 27.00
COTY INC COTY - - - $540.79 41.00
GAP INC GPS - - - $507.21 29.00
NORDSTROM INC JWN - - - $458.78 14.00
MACERICH CO MAC - - - $458.22 14.00
NEWS CORP NWS - - - $232.22 17.00
COVETRUS INC CVET - - - $23.49 1.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $6,664,684.80 6,664,684.80