Hedge Replication ETF - HDG Hedge Replication ETF

ProShares Hedge Replication ETF seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model — Exchange Series.

  • Liquid, flexible way to access the risk/return characteristics of hedge fund investing, without many of the challenges.
  • Serves as a valuable component of an alternative asset allocation and offers an important complement to core portfolio holdings.
  • Benefits from the index expertise of Merrill Lynch, a pioneer in hedge fund replication.

  • Learn how HDG helps break down the barriers to hedge strategy investing.

As of 10/22/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 4,877,675.99 - 5,316.49
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 4,746,762.88 - 3,083.31
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,487,175.05 - 1,620.96
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 869,450.51 - 810.47
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 587,562.16 - 640.42
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 448,322.46 - 488.65
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 337,149.59 - 314.28
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 282,734.56 - 102.59
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 282,177.45 - 263.03
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 40,898.55 - 14.84
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,126.31 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,183.61 - 1.41
EURO E-MINI 12/18/2018 (EEZ8) - - - (2,950,462.50) - (41.00)
UNITED STATES TREASURY BILL - 0.000 1/3/19 - $32,559,957.67 32,700,000.00
APPLE INC AAPL - - - $105,691.35 479.00
MICROSOFT CORP MSFT - - - $86,936.59 793.00
AMAZON.COM INC AMZN - - - $82,307.80 46.00
BERKSHIRE HATHAWAY INC BRK.B - - - $41,856.57 203.00
FACEBOOK INC FB - - - $39,778.46 257.00
JOHNSON & JOHNSON JNJ - - - $39,246.44 283.00
JPMORGAN CHASE & CO JPM - - - $37,757.80 355.00
EXXON MOBIL CORP XOM - - - $35,787.15 441.00
ALPHABET INC CL C GOOG - - - $34,135.96 31.00
ALPHABET INC CL A GOOGL - - - $33,341.10 30.00
PFIZER INC PFE - - - $27,110.07 611.00
VISA INC V - - - $27,002.88 192.00
BANK OF AMERICA CORP BAC - - - $26,312.18 961.00
UNITEDHEALTH GROUP INC UNH - - - $26,219.00 100.00
AT&T INC T - - - $24,861.87 761.00
WELLS FARGO & CO WFC - - - $23,552.40 456.00
VERIZON COMMUNICATIONS INC VZ - - - $23,421.48 426.00
CHEVRON CORP CVX - - - $23,207.58 198.00
PROCTER & GAMBLE CO PG - - - $21,996.40 254.00
CISCO SYSTEMS INC CSCO - - - $21,827.52 477.00
INTEL CORP INTC - - - $21,739.83 483.00
MERCK & CO INC MRK - - - $20,247.03 279.00
HOME DEPOT INC HD - - - $20,020.00 112.00
MASTERCARD INC MA - - - $18,814.00 92.00
COCA-COLA CO/THE KO - - - $18,158.15 395.00
BOEING CO BA - - - $18,154.98 51.00
WALT DISNEY CO DIS - - - $17,622.23 149.00
CITIGROUP INC C - - - $17,180.22 258.00
COMCAST CORP CMCSA - - - $17,052.75 477.00
PEPSICO INC PEP - - - $16,628.80 152.00
NETFLIX INC NFLX - - - $16,477.00 50.00
WAL-MART STORES INC WMT - - - $15,056.70 155.00
MCDONALD'S CORP MCD - - - $14,330.18 86.00
NVIDIA CORP NVDA - - - $14,104.42 61.00
PHILIP MORRIS INTL INC PM - - - $13,914.09 159.00
ORACLE CORP ORCL - - - $13,902.60 290.00
DOWDUPONT INC DWDP - - - $13,568.94 242.00
MEDTRONIC INC MDT - - - $13,387.66 143.00
AMGEN INC AMGN - - - $13,267.34 67.00
ABBVIE INC ABBV - - - $12,893.31 153.00
ABBOTT LABORATORIES ABT - - - $12,881.76 188.00
BOOKING HOLDINGS INC BKNG - - - $12,791.03 7.00
HONEYWELL INTL INC HON - - - $12,361.41 81.00
INTL BUSINESS MACHINES CORP IBM - - - $11,961.84 92.00
ALTRIA GROUP INC MO - - - $11,894.14 194.00
UNION PACIFIC CORP UNP - - - $11,892.42 81.00
SALESFORCE.COM INC CRM - - - $11,864.85 83.00
COSTCO WHOLESALE CORP COST - - - $11,682.06 51.00
3M CO MMM - - - $11,678.88 58.00
BROADCOM INC AVGO - - - $11,431.00 50.00
GENERAL ELECTRIC CO GE - - - $11,154.38 901.00
ELI LILLY AND CO LLY - - - $11,090.97 99.00
ADOBE SYSTEMS INC ADBE - - - $11,046.64 44.00
ACCENTURE PLC ACN - - - $10,530.30 66.00
UNITED TECHNOLOGIES CORP UTX - - - $10,491.20 83.00
THERMO FISHER SCIENTIFIC INC TMO - - - $10,159.65 45.00
PAYPAL HOLDINGS INC PYPL - - - $10,080.74 118.00
TEXAS INSTRUMENTS INC TXN - - - $10,071.72 101.00
QUALCOMM INC QCOM - - - $9,984.12 151.00
NIKE INC NKE - - - $9,886.80 132.00
GILEAD SCIENCES INC GILD - - - $9,765.90 135.00
NEXTERA ENERGY INC NEE - - - $9,496.30 55.00
LOWE'S COS INC LOW - - - $8,953.49 91.00
INTUITIVE SURGICAL INC ISRG - - - $8,693.97 17.00
BRISTOL-MYERS SQUIBB CO BMY - - - $8,649.60 170.00
UNITED PARCEL SERVICE INC UPS - - - $8,557.36 74.00
STARBUCKS CORP SBUX - - - $8,422.70 143.00
GOLDMAN SACHS GROUP INC GS - - - $8,420.80 38.00
SCHLUMBERGER NV SLB - - - $8,407.88 148.00
CONOCOPHILLIPS COP - - - $8,285.75 115.00
U.S. BANCORP USB - - - $7,971.65 155.00
AMERICAN EXPRESS CO AXP - - - $7,942.76 76.00
CVS HEALTH CORP CVS - - - $7,866.72 108.00
AMERICAN TOWER CORP AMT - - - $7,611.75 51.00
CATERPILLAR INC CAT - - - $7,593.89 59.00
AUTOMATIC DATA PROCESSING INC ADP - - - $7,199.50 50.00
LOCKHEED MARTIN CORP LMT - - - $7,189.16 22.00
BLACKROCK INC BLK - - - $7,062.48 18.00
ILLUMINA INC ILMN - - - $6,979.06 22.00
TJX COS INC TJX - - - $6,953.60 64.00
CHUBB LTD CB - - - $6,865.02 54.00
AETNA INC AET - - - $6,782.66 34.00
EOG RESOURCES INC EOG - - - $6,626.25 57.00
ANTHEM INC ANTM - - - $6,617.52 24.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $6,558.84 54.00
HUMANA INC HUM - - - $6,533.00 20.00
CME GROUP INC CME - - - $6,523.92 36.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $6,367.30 82.00
DUKE ENERGY CORP DUK - - - $6,363.28 77.00
MORGAN STANLEY MS - - - $6,270.29 139.00
DANAHER CORP DHR - - - $6,209.28 63.00
ALLERGAN PLC AGN - - - $6,192.12 33.00
OCCIDENTAL PETROLEUM CORP OXY - - - $6,144.65 85.00
CELGENE CORP CELG - - - $6,126.36 76.00
MONDELEZ INTL INC MDLZ - - - $6,050.24 146.00
BECTON DICKINSON AND CO BDX - - - $5,883.50 25.00
ACTIVISION BLIZZARD INC ATVI - - - $5,861.52 84.00
CHARLES SCHWAB CORP SCHW - - - $5,517.60 121.00
SIMON PROPERTY GROUP INC SPG - - - $5,500.16 32.00
COLGATE-PALMOLIVE CO CL - - - $5,473.04 86.00
BOSTON SCIENTIFIC CORP BSX - - - $5,419.76 148.00
STRYKER CORP SYK - - - $5,368.32 32.00
RAYTHEON CO RTN - - - $5,350.80 28.00
CSX CORP CSX - - - $5,328.18 78.00
ZOETIS INC ZTS - - - $5,289.60 57.00
MARATHON PETROLEUM CORP MPC - - - $5,263.23 71.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $5,224.45 55.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $5,166.36 113.00
GENERAL DYNAMICS CORP GD - - - $5,133.78 27.00
INTUIT INC INTU - - - $5,118.48 24.00
PHILLIPS 66 PSX - - - $5,054.35 49.00
BIOGEN IDEC INC BIIB - - - $5,048.64 16.00
DOMINION RESOURCES INC D - - - $4,982.36 68.00
CROWN CASTLE INTL CORP CCI - - - $4,971.66 47.00
CAPITAL ONE FINANCIAL CORP COF - - - $4,958.24 56.00
EQUINIX INC EQIX - - - $4,940.76 12.00
SHERWIN-WILLIAMS CO SHW - - - $4,845.12 12.00
SOUTHERN CO/THE SO - - - $4,811.79 107.00
FEDEX CORP FDX - - - $4,804.80 22.00
DEERE & CO DE - - - $4,799.52 33.00
PRAXAIR INC PX - - - $4,672.64 28.00
EMERSON ELECTRIC CO EMR - - - $4,661.80 65.00
CIGNA CORP CI - - - $4,593.60 22.00
MICRON TECHNOLOGY INC MU - - - $4,572.40 115.00
VALERO ENERGY CORP VLO - - - $4,549.65 49.00
PRUDENTIAL FINANCIAL INC PRU - - - $4,498.37 47.00
METLIFE INC MET - - - $4,461.60 104.00
NORFOLK SOUTHERN CORP NSC - - - $4,426.38 27.00
EXELON CORP EXC - - - $4,350.00 100.00
S&P GLOBAL INC SPGI - - - $4,345.39 23.00
PUBLIC STORAGE PSA - - - $4,324.54 22.00
BANK OF NEW YORK MELLON CORP BK - - - $4,321.71 93.00
GENERAL MOTORS CO GM - - - $4,293.58 137.00
REGENERON PHARMACEUTICALS INC REGN - - - $4,265.80 11.00
VERTEX PHARMACEUTICALS INC VRTX - - - $4,257.60 24.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $4,194.63 57.00
ROPER TECHNOLOGIES INC ROP - - - $4,175.55 15.00
O'REILLY AUTOMOTIVE INC ORLY - - - $4,137.84 12.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $4,133.36 56.00
PROLOGIS INC PLD - - - $4,111.90 65.00
TARGET CORP TGT - - - $4,078.27 49.00
PROGRESSIVE CORP PGR - - - $4,075.08 58.00
BB&T CORP BBT - - - $4,048.88 86.00
AMERICAN INTL GROUP INC AIG - - - $4,001.44 89.00
SYSCO CORP SYY - - - $3,964.24 56.00
ROSS STORES INC ROST - - - $3,963.47 41.00
WASTE MANAGEMENT INC WM - - - $3,956.48 44.00
ILLINOIS TOOL WORKS INC ITW - - - $3,946.92 31.00
KIMBERLY-CLARK CORP KMB - - - $3,936.80 37.00
HP INC HPQ - - - $3,929.93 163.00
CHARTER COMMUNICATIONS INC CHTR - - - $3,835.32 12.00
EATON CORP PLC ETN - - - $3,828.00 50.00
AFLAC INC AFL - - - $3,763.80 85.00
MARSH & MCLENNAN COS INC MMC - - - $3,695.64 46.00
NORTHROP GRUMMAN CORP NOC - - - $3,681.00 12.00
FISERV INC FISV - - - $3,652.40 46.00
KRAFT HEINZ CO/THE KHC - - - $3,597.44 64.00
ALLSTATE CORP ALL - - - $3,579.38 37.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $3,533.96 34.00
DELTA AIR LINES INC DAL - - - $3,525.60 65.00
AVALONBAY COMMUNITIES INC AVB - - - $3,456.80 20.00
ALIGN TECHNOLOGY INC ALGN - - - $3,456.42 11.00
APPLIED MATERIALS INC AMAT - - - $3,453.59 103.00
HCA HOLDINGS INC HCA - - - $3,441.36 26.00
FORD MOTOR CO F - - - $3,431.28 408.00
KINDER MORGAN INC KMI - - - $3,400.80 195.00
ANALOG DEVICES INC ADI - - - $3,384.55 41.00
ECOLAB INC ECL - - - $3,381.00 23.00
AON PLC AON - - - $3,331.68 22.00
LAM RESEARCH CORP LRCX - - - $3,318.21 23.00
M&T BANK CORP MTB - - - $3,318.00 21.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $3,291.75 45.00
SUNTRUST BANKS INC STI - - - $3,284.82 54.00
WILLIAMS COS INC WMB - - - $3,206.16 122.00
HALLIBURTON CO HAL - - - $3,203.20 88.00
ONEOK INC OKE - - - $3,148.06 47.00
ELECTRONIC ARTS INC EA - - - $3,142.16 31.00
MARRIOTT INTL INC MAR - - - $3,121.72 28.00
BAXTER INTL INC BAX - - - $3,105.90 45.00
TRAVELERS COS INC/THE TRV - - - $3,101.75 25.00
CUMMINS INC CMI - - - $3,078.46 22.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $3,070.04 94.00
IQVIA HOLDINGS INC IQV - - - $3,034.80 24.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $3,034.02 33.00
SEMPRA ENERGY SRE - - - $3,006.12 26.00
ANADARKO PETROLEUM CORP APC - - - $3,004.71 47.00
PARKER HANNIFIN CORP PH - - - $2,991.55 19.00
STATE STREET CORP STT - - - $2,974.02 42.00
MOTOROLA SOLUTIONS INC MSI - - - $2,952.48 24.00
YUM! BRANDS INC YUM - - - $2,948.55 33.00
AUTOZONE INC AZO - - - $2,945.12 4.00
ROCKWELL AUTOMATION INC ROK - - - $2,937.96 18.00
HARRIS CORP HRS - - - $2,918.73 17.00
TE CONNECTIVITY LTD TEL - - - $2,866.76 37.00
CLOROX CO CLX - - - $2,866.15 19.00
IDEXX LABORATORIES INC IDXX - - - $2,857.14 13.00
CORNING INC GLW - - - $2,805.53 91.00
AMERIPRISE FINANCIAL INC AMP - - - $2,796.57 21.00
SOUTHWEST AIRLINES CO LUV - - - $2,777.76 48.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $2,759.40 18.00
DOLLAR GENERAL CORP DG - - - $2,750.50 25.00
STANLEY BLACK & DECKER INC SWK - - - $2,709.86 23.00
EBAY INC EBAY - - - $2,706.55 95.00
GLOBAL PAYMENTS INC GPN - - - $2,687.09 23.00
DISCOVER FINANCIAL SERVICES DFS - - - $2,675.52 36.00
WILLIS TOWERS WATSON PLC WLTW - - - $2,658.10 19.00
GENERAL MILLS INC GIS - - - $2,649.00 60.00
FLEETCOR TECHNOLOGIES INC FLT - - - $2,646.15 13.00
BOSTON PROPERTIES INC BXP - - - $2,645.23 23.00
ARCHER DANIELS MIDLAND CO ADM - - - $2,641.14 54.00
VF CORP VFC - - - $2,638.40 34.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $2,635.52 58.00
L3 TECHNOLOGIES INC LLL - - - $2,630.76 12.00
SBA COMMUNICATIONS CORP SBAC - - - $2,610.69 17.00
WELLTOWER INC HCN - - - $2,596.94 41.00
ABIOMED INC ABMD - - - $2,563.40 7.00
MCCORMICK & CO INC MKC - - - $2,545.38 18.00
CARNIVAL CORP CCL - - - $2,541.60 45.00
EQUITY RESIDENTIAL EQR - - - $2,541.60 40.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $2,540.25 15.00
EDWARDS LIFESCIENCES CORP EW - - - $2,538.27 17.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $2,515.28 46.00
KROGER CO KR - - - $2,490.22 89.00
AMPHENOL CORP APH - - - $2,481.60 30.00
CONSOLIDATED EDISON INC ED - - - $2,458.24 32.00
AUTODESK INC ADSK - - - $2,441.52 18.00
ESSEX PROPERTY TRUST INC ESS - - - $2,424.60 10.00
CONSTELLATION BRANDS INC STZ - - - $2,410.76 11.00
FORTIVE CORP FTV - - - $2,408.39 31.00
ESTEE LAUDER COS INC EL - - - $2,397.61 19.00
DXC TECHNOLOGY CO DXC - - - $2,394.09 27.00
EDISON INTL EIX - - - $2,375.24 34.00
ALEXION PHARMACEUTICALS INC ALXN - - - $2,354.48 19.00
MONSTER BEVERAGE CORP MNST - - - $2,344.05 45.00
TRANSDIGM GROUP INC TDG - - - $2,343.46 7.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $2,328.48 147.00
CINTAS CORP CTAS - - - $2,322.58 13.00
WEYERHAEUSER CO WY - - - $2,319.24 84.00
PACCAR INC PCAR - - - $2,299.00 38.00
XCEL ENERGY INC XEL - - - $2,296.89 47.00
VERISIGN INC VRSN - - - $2,295.52 16.00
PG&E CORP PCG - - - $2,293.44 48.00
PPL CORP PPL - - - $2,292.75 75.00
TWITTER INC TWTR - - - $2,276.04 78.00
CENTENE CORP CNC - - - $2,260.96 16.00
WEC ENERGY GROUP INC WEC - - - $2,246.08 32.00
FIRSTENERGY CORP FE - - - $2,239.96 58.00
PPG INDUSTRIES INC PPG - - - $2,236.52 22.00
METTLER-TOLEDO INTL INC MTD - - - $2,232.44 4.00
PAYCHEX INC PAYX - - - $2,229.81 33.00
HERSHEY CO HSY - - - $2,221.38 21.00
GENUINE PARTS CO GPC - - - $2,217.38 22.00
SVB FINANCIAL GROUP SIVB - - - $2,216.48 8.00
EQUIFAX INC EFX - - - $2,213.10 18.00
CONCHO RESOURCES INC CXO - - - $2,202.60 15.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,196.88 8.00
T. ROWE PRICE GROUP INC TROW - - - $2,186.80 22.00
WELLCARE HEALTH PLANS INC WCG - - - $2,165.38 7.00
AMERISOURCEBERGEN CORP ABC - - - $2,165.28 24.00
RESMED INC RMD - - - $2,155.23 21.00
CERNER CORP CERN - - - $2,141.32 34.00
EXPEDIA INC EXPE - - - $2,133.00 18.00
SYNCHRONY FINANCIAL SYF - - - $2,121.84 72.00
AGILENT TECHNOLOGIES INC A - - - $2,121.24 33.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $2,104.80 30.00
ADVANCED MICRO DEVICES INC AMD - - - $2,102.52 84.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $2,095.65 15.00
CENTURYLINK INC CTL - - - $2,086.42 98.00
NORTHEAST UTILITIES SYSTEM ES - - - $2,085.60 33.00
KLA-TENCOR CORP KLAC - - - $2,076.44 23.00
VENTAS INC VTR - - - $2,070.24 38.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,048.67 17.00
WATERS CORP WAT - - - $2,046.88 11.00
INGERSOLL-RAND PLC IR - - - $2,046.00 22.00
CBS CORP CBS - - - $2,044.80 36.00
MSCI INC MSCI - - - $2,033.20 13.00
QUEST DIAGNOSTICS INC DGX - - - $2,030.80 20.00
IHS MARKIT LTD INFO - - - $2,021.76 39.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,010.76 17.00
CITIZENS FINANCIAL GROUP INC CFG - - - $2,003.12 56.00
ZIMMER HOLDINGS INC ZBH - - - $1,985.92 16.00
REGIONS FINANCIAL CORP RF - - - $1,966.80 120.00
SYNOPSYS INC SNPS - - - $1,954.26 22.00
NUCOR CORP NUE - - - $1,952.94 33.00
KEYCORP KEY - - - $1,949.25 113.00
CITRIX SYSTEMS INC CTXS - - - $1,945.79 19.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,928.96 16.00
DARDEN RESTAURANTS INC DRI - - - $1,928.34 18.00
NETAPP INC NTAP - - - $1,927.68 24.00
W W GRAINGER INC GWW - - - $1,926.68 7.00
GARTNER INC IT - - - $1,921.92 13.00
MCKESSON CORP MCK - - - $1,900.95 15.00
HENRY SCHEIN INC HSIC - - - $1,886.92 23.00
FREEPORT-MCMORAN INC FCX - - - $1,884.00 157.00
INTL PAPER CO IP - - - $1,882.78 46.00
ARISTA NETWORKS INC ANET - - - $1,857.44 8.00
APTIV PLC APTV - - - $1,857.00 25.00
TYSON FOODS INC TSN - - - $1,854.90 30.00
ANSYS INC ANSS - - - $1,834.68 12.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $1,832.80 20.00
DOVER CORP DOV - - - $1,820.72 22.00
ADVANCE AUTO PARTS INC AAP - - - $1,812.47 11.00
DIGITAL REALTY TRUST INC DLR - - - $1,800.64 16.00
PIONEER NATURAL RESOURCES CO PXD - - - $1,793.22 11.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $1,791.66 39.00
J M SMUCKER CO SJM - - - $1,780.07 17.00
COOPER COS INC COO - - - $1,779.96 7.00
FIFTH THIRD BANCORP FITB - - - $1,776.60 70.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $1,772.20 20.00
DOLLAR TREE INC DLTR - - - $1,753.92 21.00
MOODY'S CORP MCO - - - $1,753.84 11.00
NORTHERN TRUST CORP NTRS - - - $1,746.67 19.00
APACHE CORP APA - - - $1,734.18 42.00
TIFFANY & CO TIF - - - $1,728.16 16.00
VULCAN MATERIALS CO VMC - - - $1,726.72 19.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $1,724.76 4.00
XILINX INC XLNX - - - $1,722.93 23.00
MARATHON OIL CORP MRO - - - $1,718.64 84.00
NATIONAL OILWELL VARCO INC NOV - - - $1,691.34 42.00
REALTY INCOME CORP O - - - $1,673.59 29.00
EASTMAN CHEMICAL CO EMN - - - $1,673.49 21.00
CBOE HOLDINGS INC CBOE - - - $1,670.88 16.00
BALL CORP BLL - - - $1,669.81 37.00
NOBLE ENERGY INC NBL - - - $1,653.00 57.00
HUNTINGTON BANCSHARES INC HBAN - - - $1,652.86 121.00
CINCINNATI FINANCIAL CORP CINF - - - $1,651.98 22.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $1,649.00 17.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $1,640.47 13.00
DEVON ENERGY CORP DVN - - - $1,638.89 47.00
EXTRA SPACE STORAGE INC EXR - - - $1,632.67 19.00
NEWMONT MINING CORP NEM - - - $1,630.47 51.00
KELLOGG CO K - - - $1,623.57 23.00
HASBRO INC HAS - - - $1,615.17 17.00
CARDINAL HEALTH INC CAH - - - $1,612.31 31.00
WESTERN DIGITAL CORP WDC - - - $1,605.44 29.00
RAYMOND JAMES FINANCIAL INC RJF - - - $1,603.60 19.00
FMC CORP FMC - - - $1,596.40 20.00
CONAGRA FOODS INC CAG - - - $1,594.12 44.00
BEST BUY CO INC BBY - - - $1,588.18 22.00
KANSAS CITY SOUTHERN KSU - - - $1,581.45 15.00
TRACTOR SUPPLY CO TSCO - - - $1,573.02 18.00
ALBEMARLE CORP ALB - - - $1,556.16 16.00
HOLLYFRONTIER CORP HFC - - - $1,555.20 24.00
HOST HOTELS & RESORTS INC HST - - - $1,528.47 81.00
F5 NETWORKS INC FFIV - - - $1,522.98 9.00
WYNN RESORTS LTD WYNN - - - $1,521.80 14.00
MYLAN INC MYL - - - $1,519.68 48.00
AMERICAN AIRLINES GROUP INC AAL - - - $1,479.36 46.00
EVERGY INC EVRG - - - $1,477.06 26.00
OMNICOM GROUP INC OMC - - - $1,473.45 19.00
RED HAT INC RHT - - - $1,462.80 12.00
DTE ENERGY CO DTE - - - $1,459.90 13.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $1,455.72 7.00
HESS CORP HES - - - $1,447.62 23.00
AMEREN CORP AEE - - - $1,444.30 22.00
MARTIN MARIETTA MATERIALS INC MLM - - - $1,444.23 9.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $1,443.91 13.00
FASTENAL CO FAST - - - $1,443.12 28.00
HCP INC HCP - - - $1,427.25 55.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $1,417.20 6.00
CMS ENERGY CORP CMS - - - $1,413.44 28.00
AMETEK INC AME - - - $1,410.00 20.00
BAKER HUGHES A GE CO BHGE - - - $1,409.53 47.00
TECHNIPFMC PLC FTI - - - $1,407.77 49.00
CA INC CA - - - $1,405.44 32.00
MICROCHIP TECHNOLOGY INC MCHP - - - $1,403.43 21.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,389.78 18.00
UNITED RENTALS INC URI - - - $1,378.92 12.00
NASDAQ OMX GROUP INC NDAQ - - - $1,377.17 17.00
PERKINELMER INC PKI - - - $1,376.16 16.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,358.56 16.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $1,358.11 13.00
PERRIGO CO PLC PRGO - - - $1,353.56 19.00
PVH CORP PVH - - - $1,337.38 11.00
MOHAWK INDUSTRIES INC MHK - - - $1,335.42 9.00
FEDERAL REIT FRT - - - $1,320.11 11.00
CHURCH & DWIGHT CO INC CHD - - - $1,317.58 22.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,313.50 25.00
QORVO INC QRVO - - - $1,311.84 18.00
ROCKWELL COLLINS INC COL - - - $1,305.00 10.00
CBRE GROUP INC CBG - - - $1,295.58 33.00
TEXTRON INC TXT - - - $1,293.98 23.00
D.R. HORTON INC DHI - - - $1,293.89 37.00
REPUBLIC SERVICES INC RSG - - - $1,290.78 18.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,281.06 22.00
EVEREST RE GROUP LTD RE - - - $1,275.78 6.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,272.81 19.00
TORCHMARK CORP TMK - - - $1,269.90 15.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $1,260.71 11.00
AVERY DENNISON CORP AVY - - - $1,260.61 13.00
CIMAREX ENERGY CO XEC - - - $1,257.48 14.00
LOEWS CORP L - - - $1,257.39 27.00
VIACOM INC VIAB - - - $1,254.00 38.00
MOSAIC CO MOS - - - $1,245.64 38.00
SYMANTEC CORP SYMC - - - $1,239.84 63.00
MGM RESORTS INTL MGM - - - $1,226.70 47.00
CENTERPOINT ENERGY INC CNP - - - $1,223.64 44.00
PACKAGING CORP OF AMERICA PKG - - - $1,214.92 14.00
SNAP-ON INC SNA - - - $1,206.24 8.00
SL GREEN REALTY CORP SLG - - - $1,193.79 13.00
TAPESTRY INC TPR - - - $1,193.36 28.00
AMERICAN WATER WORKS CO INC AWK - - - $1,189.89 13.00
CABOT OIL & GAS CORP COG - - - $1,181.16 51.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,174.29 39.00
VERISK ANALYTICS INC VRSK - - - $1,166.90 10.00
E*TRADE FINANCIAL CORP ETFC - - - $1,160.64 24.00
NRG ENERGY INC NRG - - - $1,146.69 31.00
ALASKA AIR GROUP INC ALK - - - $1,143.72 18.00
LENNAR CORP LEN - - - $1,141.73 29.00
ALLEGION PLC ALLE - - - $1,141.14 14.00
ROBERT HALF RHI - - - $1,140.84 18.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,137.08 28.00
GARMIN LTD GRMN - - - $1,126.98 18.00
LINCOLN NATIONAL CORP LNC - - - $1,122.84 18.00
FLIR SYSTEMS INC FLIR - - - $1,119.20 20.00
EQT CORP EQT - - - $1,110.75 25.00
ENTERGY CORP ETR - - - $1,083.81 13.00
HORMEL FOODS CORP HRL - - - $1,083.42 26.00
DUKE REALTY CORP DRE - - - $1,064.70 39.00
WHIRLPOOL CORP WHR - - - $1,063.30 10.00
HOLOGIC INC HOLX - - - $1,055.08 26.00
JUNIPER NETWORKS INC JNPR - - - $1,053.76 37.00
ARCONIC INC ARNC - - - $1,051.05 49.00
SEAGATE TECHNOLOGY PLC STX - - - $1,046.40 24.00
HELMERICH & PAYNE INC HP - - - $1,046.24 16.00
AES CORP AES - - - $1,035.69 69.00
NORDSTROM INC JWN - - - $1,028.84 17.00
TOTAL SYSTEM SERVICES INC TSS - - - $1,027.62 11.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,026.48 42.00
NIELSEN HOLDINGS PLC NLSN - - - $1,024.86 38.00
RALPH LAUREN CORP RL - - - $1,024.48 8.00
SKYWORKS SOLUTIONS INC SWKS - - - $1,022.40 12.00
MACY'S INC M - - - $1,019.59 31.00
NISOURCE INC NI - - - $982.02 39.00
CF INDUSTRIES HOLDINGS INC CF - - - $981.20 20.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $976.81 23.00
INVESCO LTD IVZ - - - $971.06 46.00
FLUOR CORP FLR - - - $970.62 21.00
UDR INC UDR - - - $966.50 25.00
WESTROCK CO WRK - - - $966.48 24.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $960.96 21.00
AFFILIATED MANAGERS GROUP INC AMG - - - $958.80 8.00
A. O. SMITH CORP AOS - - - $955.29 21.00
ARTHUR J. GALLAGHER & CO. AJG - - - $945.36 13.00
MASCO CORP MAS - - - $938.99 31.00
WESTERN UNION CO WU - - - $936.52 52.00
FLOWSERVE CORP FLS - - - $933.85 19.00
PENTAIR PLC PNR - - - $912.96 24.00
FORTINET INC FTNT - - - $912.34 11.00
LKQ CORP LKQ - - - $902.55 33.00
FRANKLIN RESOURCES INC BEN - - - $900.24 31.00
COMERICA INC CMA - - - $892.54 11.00
IRON MOUNTAIN INC IRM - - - $889.84 28.00
ALLIANT ENERGY CORP LNT - - - $873.40 20.00
ASSURANT INC AIZ - - - $833.84 8.00
XYLEM INC XYL - - - $832.20 12.00
MOLSON COORS BREWING CO TAP - - - $824.46 14.00
CARMAX INC KMX - - - $821.16 12.00
NEWELL RUBBERMAID INC NWL - - - $816.00 50.00
COPART INC CPRT - - - $807.68 16.00
FOOT LOCKER INC FL - - - $805.29 17.00
MACERICH CO MAC - - - $804.16 16.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $803.88 12.00
KOHL'S CORP KSS - - - $803.22 11.00
ROLLINS INC ROL - - - $798.00 14.00
INCYTE CORP INCY - - - $782.16 12.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $771.36 16.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $767.74 23.00
SCANA CORP SCG - - - $764.40 21.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $739.08 18.00
VORNADO REALTY TRUST VNO - - - $734.25 11.00
LEGGETT & PLATT INC LEG - - - $725.04 19.00
AKAMAI TECHNOLOGIES INC AKAM - - - $716.98 11.00
SEALED AIR CORP SEE - - - $716.91 23.00
KIMCO REALTY CORP KIM - - - $715.68 48.00
TRIPADVISOR INC TRIP - - - $709.05 15.00
QUANTA SERVICES INC PWR - - - $700.26 22.00
DISH NETWORK CORP DISH - - - $693.20 20.00
REGENCY CENTERS CORP REG - - - $687.72 11.00
DENTSPLY SIRONA INC XRAY - - - $683.62 19.00
ZIONS BANCORP ZION - - - $680.25 15.00
STERICYCLE INC SRCL - - - $677.82 13.00
UNUM GROUP UNM - - - $667.44 18.00
IPG PHOTONICS CORP IPGP - - - $654.00 5.00
HANESBRANDS INC HBI - - - $646.62 39.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $635.09 41.00
BORGWARNER INC BWA - - - $622.54 17.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $604.94 29.00
L BRANDS INC LB - - - $595.40 20.00
NEWS CORP NWSA - - - $553.98 42.00
COTY INC COTY - - - $548.60 52.00
CAMPBELL SOUP CO CPB - - - $531.30 14.00
BROWN-FORMAN CORP BF.B - - - $524.37 11.00
MATTEL INC MAT - - - $521.70 37.00
XEROX CORP XRX - - - $501.60 19.00
PULTEGROUP INC PHM - - - $501.12 24.00
GAP INC GPS - - - $470.88 18.00
NEKTAR THERAPEUTICS NKTR - - - $438.79 11.00
HARLEY-DAVIDSON INC HOG - - - $426.03 11.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $422.94 21.00
H & R BLOCK INC HRB - - - $413.28 16.00
NEWFIELD EXPLORATION CO NFX - - - $343.65 15.00
UNDER ARMOUR INC UAA - - - $241.54 13.00
NEWS CORP NWS - - - $241.20 18.00
UNDER ARMOUR INC-CLASS C UA - - - $238.56 14.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $8,139,739.34 8,139,739.34