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 6/19/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 3,925,134.43 - 2,317.83
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 3,122,317.29 - 3,108.63
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 1,686,450.86 - 1,679.06
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,628,102.17 - 1,620.96
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 1,226,017.43 - 1,074.13
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 1,110,135.59 - 972.60
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 925,081.86 - 810.47
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 493,497.67 - 178.63
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 283,423.44 - 102.59
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 16,781.18 - 16.70
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,538.94 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,401.96 - 1.41
EURO E-MINI 09/17/2018 (EEU8) - - - (3,424,831.25) - (47.00)
UNITED STATES TREASURY BILL - 0.000 8/30/18 - $33,349,717.19 33,470,000.00
APPLE INC AAPL - - - $172,691.70 930.00
MICROSOFT CORP MSFT - - - $146,650.44 1,454.00
AMAZON.COM INC AMZN - - - $131,843.28 76.00
FACEBOOK INC FB - - - $89,660.46 454.00
BERKSHIRE HATHAWAY INC BRK.B - - - $69,287.40 364.00
JPMORGAN CHASE & CO JPM - - - $69,262.20 644.00
ALPHABET INC CL A GOOGL - - - $67,185.33 57.00
ALPHABET INC CL C GOOG - - - $66,579.42 57.00
EXXON MOBIL CORP XOM - - - $64,640.70 801.00
JOHNSON & JOHNSON JNJ - - - $62,265.56 508.00
BANK OF AMERICA CORP BAC - - - $52,199.84 1,784.00
INTEL CORP INTC - - - $46,684.26 882.00
UNITEDHEALTH GROUP INC UNH - - - $46,049.64 182.00
WELLS FARGO & CO WFC - - - $45,716.40 830.00
VISA INC V - - - $45,667.18 338.00
CHEVRON CORP CVX - - - $45,445.48 362.00
AT&T INC T - - - $44,479.21 1,373.24
HOME DEPOT INC HD - - - $43,427.78 218.00
PFIZER INC PFE - - - $40,095.54 1,107.00
CISCO SYSTEMS INC CSCO - - - $38,999.80 890.00
VERIZON COMMUNICATIONS INC VZ - - - $37,927.00 782.00
PROCTER & GAMBLE CO PG - - - $36,333.08 476.00
BOEING CO BA - - - $35,476.48 104.00
MASTERCARD INC MA - - - $34,546.37 173.00
NETFLIX INC NFLX - - - $33,208.36 82.00
CITIGROUP INC C - - - $32,187.96 482.00
COCA-COLA CO/THE KO - - - $31,610.00 725.00
MERCK & CO INC MRK - - - $31,064.27 509.00
NVIDIA CORP NVDA - - - $29,919.55 115.00
WALT DISNEY CO DIS - - - $29,814.10 281.00
DOWDUPONT INC DWDP - - - $29,132.04 439.00
COMCAST CORP CMCSA - - - $28,511.89 869.00
PEPSICO INC PEP - - - $28,397.28 268.00
ABBVIE INC ABBV - - - $28,128.87 287.00
ORACLE CORP ORCL - - - $26,096.28 564.00
MCDONALD'S CORP MCD - - - $24,580.53 149.00
PHILIP MORRIS INTL INC PM - - - $23,766.96 294.00
AMGEN INC AMGN - - - $23,459.94 126.00
ADOBE SYSTEMS INC ADBE - - - $23,411.82 93.00
INTL BUSINESS MACHINES CORP IBM - - - $23,311.80 162.00
WAL-MART STORES INC WMT - - - $22,909.14 274.00
3M CO MMM - - - $22,331.68 112.00
MEDTRONIC INC MDT - - - $22,172.16 256.00
GENERAL ELECTRIC CO GE - - - $21,276.85 1,643.00
TEXAS INSTRUMENTS INC TXN - - - $21,027.10 185.00
UNION PACIFIC CORP UNP - - - $20,993.07 147.00
HONEYWELL INTL INC HON - - - $20,766.48 141.00
ABBOTT LABORATORIES ABT - - - $20,696.88 332.00
BROADCOM INC AVGO - - - $20,354.10 78.00
ALTRIA GROUP INC MO - - - $20,330.82 358.00
ACCENTURE PLC ACN - - - $19,923.82 122.00
BOOKING HOLDINGS INC BKNG - - - $19,253.34 9.00
SALESFORCE.COM INC CRM - - - $18,556.16 133.00
NIKE INC NKE - - - $18,045.18 243.00
PAYPAL HOLDINGS INC PYPL - - - $17,833.72 211.00
UNITED TECHNOLOGIES CORP UTX - - - $17,632.05 141.00
GILEAD SCIENCES INC GILD - - - $17,451.24 246.00
COSTCO WHOLESALE CORP COST - - - $17,224.99 83.00
SCHLUMBERGER NV SLB - - - $17,213.40 262.00
BRISTOL-MYERS SQUIBB CO BMY - - - $16,574.76 309.00
QUALCOMM INC QCOM - - - $16,494.70 281.00
CATERPILLAR INC CAT - - - $16,192.90 113.00
THERMO FISHER SCIENTIFIC INC TMO - - - $15,954.68 76.00
ELI LILLY AND CO LLY - - - $15,714.42 181.00
LOWE'S COS INC LOW - - - $15,312.96 156.00
U.S. BANCORP USB - - - $15,236.75 295.00
GOLDMAN SACHS GROUP INC GS - - - $15,069.12 66.00
STARBUCKS CORP SBUX - - - $14,989.23 261.00
UNITED PARCEL SERVICE INC UPS - - - $14,926.60 130.00
CONOCOPHILLIPS COP - - - $14,643.46 221.00
NEXTERA ENERGY INC NEE - - - $14,507.00 89.00
LOCKHEED MARTIN CORP LMT - - - $14,218.44 47.00
CVS HEALTH CORP CVS - - - $13,587.84 192.00
AMERICAN EXPRESS CO AXP - - - $13,113.90 135.00
MICRON TECHNOLOGY INC MU - - - $12,975.75 219.00
MORGAN STANLEY MS - - - $12,879.36 258.00
EOG RESOURCES INC EOG - - - $12,878.80 110.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $12,651.35 89.00
CHARLES SCHWAB CORP SCHW - - - $12,546.29 227.00
FEDEX CORP FDX - - - $12,144.33 47.00
BLACKROCK INC BLK - - - $12,112.03 23.00
OCCIDENTAL PETROLEUM CORP OXY - - - $11,974.10 145.00
ANTHEM INC ANTM - - - $11,735.52 48.00
AETNA INC AET - - - $11,735.36 62.00
BECTON DICKINSON AND CO BDX - - - $11,731.02 51.00
AMERICAN TOWER CORP AMT - - - $11,682.72 84.00
BIOGEN IDEC INC BIIB - - - $11,681.60 40.00
DANAHER CORP DHR - - - $11,603.48 116.00
AUTOMATIC DATA PROCESSING INC ADP - - - $11,503.80 83.00
CHUBB LTD CB - - - $11,409.20 88.00
TJX COS INC TJX - - - $11,394.25 119.00
MONDELEZ INTL INC MDLZ - - - $11,254.86 279.00
ACTIVISION BLIZZARD INC ATVI - - - $11,122.56 144.00
ALLERGAN PLC AGN - - - $11,075.20 64.00
BANK OF NEW YORK MELLON CORP BK - - - $10,951.94 191.00
CSX CORP CSX - - - $10,761.78 166.00
CME GROUP INC CME - - - $10,685.44 64.00
CELGENE CORP CELG - - - $10,644.96 134.00
RAYTHEON CO RTN - - - $10,616.40 54.00
COLGATE-PALMOLIVE CO CL - - - $10,560.00 165.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $10,402.21 161.00
NORTHROP GRUMMAN CORP NOC - - - $10,356.72 33.00
STRYKER CORP SYK - - - $10,353.53 61.00
INTUITIVE SURGICAL INC ISRG - - - $10,260.60 21.00
CHARTER COMMUNICATIONS INC CHTR - - - $10,254.65 35.00
GENERAL MOTORS CO GM - - - $10,142.40 240.00
DUKE ENERGY CORP DUK - - - $10,064.11 133.00
S&P GLOBAL INC SPGI - - - $9,947.52 48.00
GENERAL DYNAMICS CORP GD - - - $9,915.88 52.00
SIMON PROPERTY GROUP INC SPG - - - $9,758.01 59.00
INTUIT INC INTU - - - $9,688.06 46.00
VALERO ENERGY CORP VLO - - - $9,562.84 82.00
AMERICAN INTL GROUP INC AIG - - - $9,435.00 170.00
APPLIED MATERIALS INC AMAT - - - $9,273.05 191.00
PHILLIPS 66 PSX - - - $9,051.82 79.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $8,897.29 199.00
CAPITAL ONE FINANCIAL CORP COF - - - $8,863.28 92.00
FORD MOTOR CO F - - - $8,810.49 741.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $8,791.20 111.00
METLIFE INC MET - - - $8,780.16 192.00
DEERE & CO DE - - - $8,679.08 61.00
SOUTHERN CO/THE SO - - - $8,606.46 191.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $8,541.48 106.00
EMERSON ELECTRIC CO EMR - - - $8,396.64 119.00
PRAXAIR INC PX - - - $8,386.74 54.00
BOSTON SCIENTIFIC CORP BSX - - - $8,331.12 261.00
ILLINOIS TOOL WORKS INC ITW - - - $8,300.38 58.00
ELECTRONIC ARTS INC EA - - - $8,299.22 58.00
DOMINION RESOURCES INC D - - - $8,233.62 123.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $8,169.70 110.00
ZOETIS INC ZTS - - - $8,027.00 92.00
ILLUMINA INC ILMN - - - $8,000.72 28.00
NORFOLK SOUTHERN CORP NSC - - - $7,998.23 53.00
CIGNA CORP CI - - - $7,974.56 46.00
CROWN CASTLE INTL CORP CCI - - - $7,950.54 78.00
MARSH & MCLENNAN COS INC MMC - - - $7,900.80 96.00
HUMANA INC HUM - - - $7,795.06 26.00
TARGET CORP TGT - - - $7,733.57 101.00
BB&T CORP BBT - - - $7,730.04 148.00
PRUDENTIAL FINANCIAL INC PRU - - - $7,710.40 79.00
HALLIBURTON CO HAL - - - $7,654.26 166.00
MARRIOTT INTL INC MAR - - - $7,648.48 56.00
EXELON CORP EXC - - - $7,614.63 183.00
CONSTELLATION BRANDS INC STZ - - - $7,419.20 32.00
VERTEX PHARMACEUTICALS INC VRTX - - - $7,416.00 48.00
HP INC HPQ - - - $7,314.72 311.00
ECOLAB INC ECL - - - $7,084.91 49.00
KRAFT HEINZ CO/THE KHC - - - $7,021.82 113.00
ANALOG DEVICES INC ADI - - - $7,004.20 70.00
BAXTER INTL INC BAX - - - $6,897.81 93.00
EBAY INC EBAY - - - $6,856.50 175.00
PROGRESSIVE CORP PGR - - - $6,815.60 110.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $6,786.25 61.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $6,765.57 63.00
KIMBERLY-CLARK CORP KMB - - - $6,754.44 66.00
STATE STREET CORP STT - - - $6,744.06 69.00
ANADARKO PETROLEUM CORP APC - - - $6,700.76 97.00
AFLAC INC AFL - - - $6,570.00 146.00
DELTA AIR LINES INC DAL - - - $6,561.16 122.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $6,541.55 41.00
TRAVELERS COS INC/THE TRV - - - $6,536.16 51.00
ESTEE LAUDER COS INC EL - - - $6,510.00 42.00
EATON CORP PLC ETN - - - $6,491.43 83.00
MARATHON PETROLEUM CORP MPC - - - $6,483.24 87.00
AON PLC AON - - - $6,426.20 46.00
PROLOGIS INC PLD - - - $6,414.51 101.00
TE CONNECTIVITY LTD TEL - - - $6,384.18 66.00
SHERWIN-WILLIAMS CO SHW - - - $6,361.76 16.00
ALLSTATE CORP ALL - - - $6,263.16 67.00
KINDER MORGAN INC KMI - - - $6,228.65 359.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $6,218.91 93.00
WASTE MANAGEMENT INC WM - - - $6,201.00 75.00
EDWARDS LIFESCIENCES CORP EW - - - $6,144.00 40.00
ROSS STORES INC ROST - - - $6,116.40 72.00
SYSCO CORP SYY - - - $6,087.90 91.00
PUBLIC STORAGE PSA - - - $6,077.96 28.00
SUNTRUST BANKS INC STI - - - $6,065.84 88.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $6,037.50 175.00
EQUINIX INC EQIX - - - $6,026.40 15.00
FISERV INC FISV - - - $5,864.32 77.00
RED HAT INC RHT - - - $5,801.76 34.00
AUTODESK INC ADSK - - - $5,782.64 41.00
PIONEER NATURAL RESOURCES CO PXD - - - $5,764.48 32.00
SEMPRA ENERGY SRE - - - $5,663.50 50.00
T. ROWE PRICE GROUP INC TROW - - - $5,654.78 46.00
HCA HOLDINGS INC HCA - - - $5,592.56 53.00
MCKESSON CORP MCK - - - $5,576.12 38.00
TWITTER INC TWTR - - - $5,573.80 124.00
MOODY'S CORP MCO - - - $5,543.36 32.00
ROPER TECHNOLOGIES INC ROP - - - $5,528.20 20.00
LAM RESEARCH CORP LRCX - - - $5,373.85 31.00
ONEOK INC OKE - - - $5,365.62 78.00
WEYERHAEUSER CO WY - - - $5,289.57 143.00
SOUTHWEST AIRLINES CO LUV - - - $5,222.71 101.00
VF CORP VFC - - - $5,173.90 62.00
ALEXION PHARMACEUTICALS INC ALXN - - - $5,120.22 42.00
ALIGN TECHNOLOGY INC ALGN - - - $5,113.36 14.00
AMPHENOL CORP APH - - - $5,111.76 57.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $5,074.56 96.00
GENERAL MILLS INC GIS - - - $5,037.76 112.00
APTIV PLC APTV - - - $5,028.00 50.00
YUM! BRANDS INC YUM - - - $4,941.61 61.00
REGENERON PHARMACEUTICALS INC REGN - - - $4,906.05 15.00
PPG INDUSTRIES INC PPG - - - $4,894.11 47.00
CARNIVAL CORP CCL - - - $4,887.19 77.00
ARCHER DANIELS MIDLAND CO ADM - - - $4,883.42 106.00
DISCOVER FINANCIAL SERVICES DFS - - - $4,880.04 66.00
CENTENE CORP CNC - - - $4,846.53 39.00
M&T BANK CORP MTB - - - $4,707.99 27.00
DOLLAR GENERAL CORP DG - - - $4,676.64 48.00
SYNCHRONY FINANCIAL SYF - - - $4,664.54 134.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $4,595.10 289.00
WESTERN DIGITAL CORP WDC - - - $4,589.07 57.00
FORTIVE CORP FTV - - - $4,582.58 58.00
DXC TECHNOLOGY CO DXC - - - $4,485.24 54.00
CORNING INC GLW - - - $4,455.66 157.00
MICROCHIP TECHNOLOGY INC MCHP - - - $4,417.60 44.00
CONSOLIDATED EDISON INC ED - - - $4,416.74 59.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $4,397.94 53.00
MONSTER BEVERAGE CORP MNST - - - $4,358.64 78.00
AVALONBAY COMMUNITIES INC AVB - - - $4,349.54 26.00
EQUITY RESIDENTIAL EQR - - - $4,340.70 70.00
NORTHERN TRUST CORP NTRS - - - $4,312.00 40.00
INGERSOLL-RAND PLC IR - - - $4,277.94 47.00
INTL PAPER CO IP - - - $4,272.84 78.00
WILLIAMS COS INC WMB - - - $4,270.40 157.00
ZIMMER HOLDINGS INC ZBH - - - $4,248.78 38.00
XCEL ENERGY INC XEL - - - $4,242.24 96.00
PAYCHEX INC PAYX - - - $4,236.45 61.00
O'REILLY AUTOMOTIVE INC ORLY - - - $4,230.15 15.00
PACCAR INC PCAR - - - $4,204.25 67.00
ROCKWELL COLLINS INC COL - - - $4,172.60 31.00
FREEPORT-MCMORAN INC FCX - - - $4,146.30 255.00
DIGITAL REALTY TRUST INC DLR - - - $4,144.14 39.00
DR PEPPER SNAPPLE GROUP INC DPS - - - $4,140.86 34.00
KEYCORP KEY - - - $4,134.57 201.00
DEVON ENERGY CORP DVN - - - $4,119.39 99.00
PARKER HANNIFIN CORP PH - - - $4,090.25 25.00
ROCKWELL AUTOMATION INC ROK - - - $4,086.24 24.00
CUMMINS INC CMI - - - $4,053.33 29.00
REGIONS FINANCIAL CORP RF - - - $4,036.35 213.00
WELLTOWER INC HCN - - - $4,004.70 70.00
AMERIPRISE FINANCIAL INC AMP - - - $4,004.10 27.00
KROGER CO KR - - - $4,002.46 154.00
STANLEY BLACK & DECKER INC SWK - - - $3,995.04 29.00
FIFTH THIRD BANCORP FITB - - - $3,974.10 130.00
NETAPP INC NTAP - - - $3,972.39 51.00
TYSON FOODS INC TSN - - - $3,964.80 56.00
NUCOR CORP NUE - - - $3,928.20 60.00
DOLLAR TREE INC DLTR - - - $3,927.15 45.00
PG&E CORP PCG - - - $3,909.22 98.00
AGILENT TECHNOLOGIES INC A - - - $3,874.72 61.00
NEWMONT MINING CORP NEM - - - $3,873.35 101.00
WILLIS TOWERS WATSON PLC WLTW - - - $3,849.00 25.00
CITIZENS FINANCIAL GROUP INC CFG - - - $3,841.00 92.00
MYLAN INC MYL - - - $3,795.54 98.00
EDISON INTL EIX - - - $3,755.34 62.00
FLEETCOR TECHNOLOGIES INC FLT - - - $3,741.36 17.00
WEC ENERGY GROUP INC WEC - - - $3,706.20 60.00
CERNER CORP CERN - - - $3,682.20 60.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $3,676.07 83.00
CBS CORP CBS - - - $3,669.90 65.00
CONCHO RESOURCES INC CXO - - - $3,655.40 28.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $3,607.40 68.00
IDEXX LABORATORIES INC IDXX - - - $3,606.08 16.00
VENTAS INC VTR - - - $3,598.57 67.00
PPL CORP PPL - - - $3,598.32 132.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $3,593.60 32.00
MOTOROLA SOLUTIONS INC MSI - - - $3,589.80 31.00
ANDEAVOR ANDV - - - $3,587.74 26.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $3,558.89 19.00
ABIOMED INC ABMD - - - $3,517.12 8.00
BEST BUY CO INC BBY - - - $3,514.86 46.00
SBA COMMUNICATIONS CORP SBAC - - - $3,485.90 22.00
GLOBAL PAYMENTS INC GPN - - - $3,485.40 30.00
BOSTON PROPERTIES INC BXP - - - $3,444.62 29.00
AUTOZONE INC AZO - - - $3,432.45 5.00
CENTURYLINK INC CTL - - - $3,429.84 186.00
IHS MARKIT LTD INFO - - - $3,394.89 67.00
SKYWORKS SOLUTIONS INC SWKS - - - $3,380.96 34.00
DTE ENERGY CO DTE - - - $3,369.40 34.00
NORTHEAST UTILITIES SYSTEM ES - - - $3,345.60 60.00
MARATHON OIL CORP MRO - - - $3,305.33 161.00
XILINX INC XLNX - - - $3,288.00 48.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $3,285.00 45.00
AMERICAN AIRLINES GROUP INC AAL - - - $3,279.29 79.00
VULCAN MATERIALS CO VMC - - - $3,279.00 25.00
AMETEK INC AME - - - $3,228.72 44.00
OMNICOM GROUP INC OMC - - - $3,228.01 43.00
E*TRADE FINANCIAL CORP ETFC - - - $3,223.50 50.00
HUNTINGTON BANCSHARES INC HBAN - - - $3,212.33 209.00
KLA-TENCOR CORP KLAC - - - $3,206.82 29.00
NOBLE ENERGY INC NBL - - - $3,206.20 92.00
HARRIS CORP HRS - - - $3,199.90 22.00
CARDINAL HEALTH INC CAH - - - $3,191.90 59.00
CLOROX CO CLX - - - $3,189.00 25.00
TEXTRON INC TXT - - - $3,182.40 48.00
SVB FINANCIAL GROUP SIVB - - - $3,167.80 10.00
VERISK ANALYTICS INC VRSK - - - $3,167.09 29.00
COMERICA INC CMA - - - $3,145.23 33.00
KELLOGG CO K - - - $3,129.73 47.00
SEAGATE TECHNOLOGY PLC STX - - - $3,129.30 54.00
W W GRAINGER INC GWW - - - $3,121.10 10.00
APACHE CORP APA - - - $3,114.72 72.00
HESS CORP HES - - - $3,070.00 50.00
CINTAS CORP CTAS - - - $3,048.80 16.00
NATIONAL OILWELL VARCO INC NOV - - - $3,037.68 72.00
TRANSDIGM GROUP INC TDG - - - $3,034.71 9.00
FIRSTENERGY CORP FE - - - $2,968.20 85.00
HOST HOTELS & RESORTS INC HST - - - $2,955.40 140.00
WATERS CORP WAT - - - $2,925.30 15.00
MSCI INC MSCI - - - $2,919.92 17.00
METTLER-TOLEDO INTL INC MTD - - - $2,905.30 5.00
REPUBLIC SERVICES INC RSG - - - $2,904.72 42.00
L3 TECHNOLOGIES INC LLL - - - $2,904.45 15.00
EQUIFAX INC EFX - - - $2,898.46 23.00
QUEST DIAGNOSTICS INC DGX - - - $2,877.42 26.00
EXPEDIA INC EXPE - - - $2,867.41 23.00
WESTROCK CO WRK - - - $2,866.01 49.00
RESMED INC RMD - - - $2,864.70 27.00
IQVIA HOLDINGS INC IQV - - - $2,860.65 27.00
AMERISOURCEBERGEN CORP ABC - - - $2,857.27 31.00
REALTY INCOME CORP O - - - $2,854.44 54.00
MGM RESORTS INTL MGM - - - $2,841.45 95.00
CONAGRA FOODS INC CAG - - - $2,834.20 74.00
ANSYS INC ANSS - - - $2,828.16 16.00
AMERICAN WATER WORKS CO INC AWK - - - $2,815.20 34.00
FASTENAL CO FAST - - - $2,814.48 54.00
EASTMAN CHEMICAL CO EMN - - - $2,813.13 27.00
ESSEX PROPERTY TRUST INC ESS - - - $2,790.24 12.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $2,789.00 50.00
CBRE GROUP INC CBG - - - $2,776.47 57.00
WYNN RESORTS LTD WYNN - - - $2,758.72 16.00
XL GROUP LTD XL - - - $2,753.31 49.00
EVERGY INC EVRG - - - $2,752.47 51.00
MARTIN MARIETTA MATERIALS INC MLM - - - $2,730.96 12.00
ENTERGY CORP ETR - - - $2,719.32 34.00
TOTAL SYSTEM SERVICES INC TSS - - - $2,717.15 31.00
D.R. HORTON INC DHI - - - $2,711.15 65.00
EQT CORP EQT - - - $2,709.60 48.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,708.86 11.00
LENNAR CORP LEN - - - $2,707.64 52.00
AMEREN CORP AEE - - - $2,680.88 46.00
LINCOLN NATIONAL CORP LNC - - - $2,678.12 41.00
GENUINE PARTS CO GPC - - - $2,629.20 28.00
BROWN-FORMAN CORP BF.B - - - $2,625.50 50.00
AKAMAI TECHNOLOGIES INC AKAM - - - $2,613.76 32.00
ADVANCED MICRO DEVICES INC AMD - - - $2,603.64 156.00
CITRIX SYSTEMS INC CTXS - - - $2,600.64 24.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,592.26 22.00
BAKER HUGHES A GE CO BHGE - - - $2,587.25 79.00
TIFFANY & CO TIF - - - $2,585.33 19.00
VERISIGN INC VRSN - - - $2,582.46 18.00
TECHNIPFMC PLC FTI - - - $2,580.54 82.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,555.52 22.00
UNITED RENTALS INC URI - - - $2,550.24 16.00
TAPESTRY INC TPR - - - $2,531.52 54.00
MOHAWK INDUSTRIES INC MHK - - - $2,527.08 12.00
SYNOPSYS INC SNPS - - - $2,497.60 28.00
LOEWS CORP L - - - $2,486.50 50.00
SYMANTEC CORP SYMC - - - $2,476.82 118.00
CARMAX INC KMX - - - $2,473.50 34.00
GGP INC GGP - - - $2,470.80 120.00
HOLLYFRONTIER CORP HFC - - - $2,465.10 33.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $2,462.79 33.00
MCCORMICK & CO INC MKC - - - $2,432.25 23.00
RAYMOND JAMES FINANCIAL INC RJF - - - $2,423.75 25.00
NEWELL RUBBERMAID INC NWL - - - $2,415.92 92.00
KOHL'S CORP KSS - - - $2,411.20 32.00
INCYTE CORP INCY - - - $2,408.34 33.00
PVH CORP PVH - - - $2,405.85 15.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $2,400.84 19.00
CMS ENERGY CORP CMS - - - $2,396.13 53.00
HERSHEY CO HSY - - - $2,389.92 26.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $2,380.76 53.00
BALL CORP BLL - - - $2,374.02 66.00
MOLSON COORS BREWING CO TAP - - - $2,366.70 35.00
CHURCH & DWIGHT CO INC CHD - - - $2,366.24 46.00
VORNADO REALTY TRUST VNO - - - $2,366.10 33.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,346.10 5.00
XYLEM INC XYL - - - $2,339.54 34.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $2,339.48 26.00
EXTRA SPACE STORAGE INC EXR - - - $2,336.16 24.00
GARTNER INC IT - - - $2,332.40 17.00
MACY'S INC M - - - $2,255.04 58.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,244.68 34.00
MASCO CORP MAS - - - $2,227.84 59.00
CBOE HOLDINGS INC CBOE - - - $2,209.20 21.00
J M SMUCKER CO SJM - - - $2,194.92 21.00
CA INC CA - - - $2,178.87 59.00
DARDEN RESTAURANTS INC DRI - - - $2,176.03 23.00
CENTERPOINT ENERGY INC CNP - - - $2,163.16 82.00
DOVER CORP DOV - - - $2,158.47 29.00
FMC CORP FMC - - - $2,155.00 25.00
F5 NETWORKS INC FFIV - - - $2,154.48 12.00
HCP INC HCP - - - $2,136.00 89.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $2,118.38 22.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $2,110.41 9.00
INVESCO LTD IVZ - - - $2,104.44 78.00
COOPER COS INC COO - - - $2,101.86 9.00
PACKAGING CORP OF AMERICA PKG - - - $2,100.96 18.00
HENRY SCHEIN INC HSIC - - - $2,099.60 29.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $2,090.79 39.00
ZIONS BANCORP ZION - - - $2,068.30 37.00
NASDAQ OMX GROUP INC NDAQ - - - $2,067.78 22.00
HOLOGIC INC HOLX - - - $2,067.00 52.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $2,058.53 17.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $2,036.80 16.00
CABOT OIL & GAS CORP COG - - - $2,035.75 85.00
KANSAS CITY SOUTHERN KSU - - - $2,030.34 19.00
FRANKLIN RESOURCES INC BEN - - - $2,004.60 60.00
QORVO INC QRVO - - - $2,004.24 24.00
CF INDUSTRIES HOLDINGS INC CF - - - $1,988.80 44.00
HASBRO INC HAS - - - $1,980.00 22.00
VIACOM INC VIAB - - - $1,964.44 67.00
LKQ CORP LKQ - - - $1,936.97 59.00
ADVANCE AUTO PARTS INC AAP - - - $1,936.20 14.00
DENTSPLY SIRONA INC XRAY - - - $1,935.43 43.00
NIELSEN HOLDINGS PLC NLSN - - - $1,930.95 63.00
CINCINNATI FINANCIAL CORP CINF - - - $1,925.28 28.00
DUKE REALTY CORP DRE - - - $1,923.04 68.00
ALBEMARLE CORP ALB - - - $1,919.40 21.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,897.22 26.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,879.65 15.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,876.56 28.00
MOSAIC CO MOS - - - $1,868.46 66.00
UDR INC UDR - - - $1,855.89 51.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,841.28 16.00
EVEREST RE GROUP LTD RE - - - $1,833.84 8.00
WESTERN UNION CO WU - - - $1,827.00 87.00
NRG ENERGY INC NRG - - - $1,821.72 57.00
HORMEL FOODS CORP HRL - - - $1,821.21 51.00
PERRIGO CO PLC PRGO - - - $1,815.36 24.00
ALLIANT ENERGY CORP LNT - - - $1,807.52 44.00
IRON MOUNTAIN INC IRM - - - $1,792.99 53.00
JUNIPER NETWORKS INC JNPR - - - $1,770.12 66.00
WHIRLPOOL CORP WHR - - - $1,764.00 12.00
SNAP-ON INC SNA - - - $1,746.58 11.00
BORGWARNER INC BWA - - - $1,743.81 37.00
TRACTOR SUPPLY CO TSCO - - - $1,739.03 23.00
AVERY DENNISON CORP AVY - - - $1,735.19 17.00
NEKTAR THERAPEUTICS NKTR - - - $1,720.80 30.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,716.24 8.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,705.28 73.00
SL GREEN REALTY CORP SLG - - - $1,689.29 17.00
TORCHMARK CORP TMK - - - $1,685.40 20.00
IPG PHOTONICS CORP IPGP - - - $1,675.66 7.00
CIMAREX ENERGY CO XEC - - - $1,675.26 18.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,669.20 65.00
A. O. SMITH CORP AOS - - - $1,660.23 27.00
FEDERAL REIT FRT - - - $1,654.80 14.00
L BRANDS INC LB - - - $1,654.16 46.00
REGENCY CENTERS CORP REG - - - $1,653.68 28.00
AES CORP AES - - - $1,635.00 125.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,631.49 21.00
UNUM GROUP UNM - - - $1,618.26 42.00
PERKINELMER INC PKI - - - $1,603.35 21.00
ROBERT HALF RHI - - - $1,592.75 23.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,585.08 28.00
NISOURCE INC NI - - - $1,578.88 64.00
AFFILIATED MANAGERS GROUP INC AMG - - - $1,540.00 10.00
RALPH LAUREN CORP RL - - - $1,533.51 11.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,490.40 23.00
PULTEGROUP INC PHM - - - $1,471.50 50.00
DISH NETWORK CORP DISH - - - $1,462.43 43.00
ALLEGION PLC ALLE - - - $1,443.06 18.00
ALASKA AIR GROUP INC ALK - - - $1,436.81 23.00
HANESBRANDS INC HBI - - - $1,427.32 68.00
FLIR SYSTEMS INC FLIR - - - $1,404.00 26.00
ARCONIC INC ARNC - - - $1,392.00 80.00
HARLEY-DAVIDSON INC HOG - - - $1,386.01 31.00
HELMERICH & PAYNE INC HP - - - $1,344.84 21.00
PENTAIR PLC PNR - - - $1,337.03 31.00
GAP INC GPS - - - $1,333.73 41.00
CAMPBELL SOUP CO CPB - - - $1,333.08 36.00
FLUOR CORP FLR - - - $1,328.67 27.00
SEALED AIR CORP SEE - - - $1,321.50 30.00
KIMCO REALTY CORP KIM - - - $1,316.80 80.00
COTY INC COTY - - - $1,286.94 89.00
GARMIN LTD GRMN - - - $1,279.53 21.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $1,276.80 57.00
FOOT LOCKER INC FL - - - $1,232.66 22.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $1,222.98 66.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $1,222.50 30.00
TRIPADVISOR INC TRIP - - - $1,182.40 20.00
MACERICH CO MAC - - - $1,174.11 21.00
NEWS CORP NWSA - - - $1,164.35 73.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $1,126.35 45.00
NORDSTROM INC JWN - - - $1,125.96 22.00
MATTEL INC MAT - - - $1,112.15 65.00
NEWFIELD EXPLORATION CO NFX - - - $1,108.84 38.00
LEGGETT & PLATT INC LEG - - - $1,103.75 25.00
XEROX CORP XRX - - - $1,101.20 40.00
ENVISION HEALTHCARE CORP EVHC - - - $1,028.10 23.00
SCANA CORP SCG - - - $1,013.85 27.00
STERICYCLE INC SRCL - - - $1,011.36 16.00
FLOWSERVE CORP FLS - - - $1,005.25 25.00
ASSURANT INC AIZ - - - $996.00 10.00
QUANTA SERVICES INC PWR - - - $991.48 28.00
H & R BLOCK INC HRB - - - $959.60 40.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $826.50 30.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $822.06 18.00
UNDER ARMOUR INC UAA - - - $791.70 35.00
UNDER ARMOUR INC-CLASS C UA - - - $750.96 36.00
NEWS CORP NWS - - - $370.30 23.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $8,773,864.96 8,773,864.96