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 8/17/18

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - - 5,585,620.26 - 5,783.77
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 4,851,696.69 - 2,865.82
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - - 1,565,435.48 - 1,620.96
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - - 912,772.93 - 813.42
MSCI EAFE INDEX (EFA) SWAP UBS AG - - - 909,463.91 - 810.47
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - - 658,184.56 - 586.54
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 509,134.60 - 178.63
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - - 359,617.33 - 372.37
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 292,403.97 - 102.59
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 16,135.26 - 16.70
RUSSELL 2000 INDEX SWAP UBS AG - - - 4,537.60 - 2.68
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - - 2,401.25 - 1.41
EURO E-MINI 09/17/2018 (EEU8) - - - (3,654,787.50) - (51.00)
UNITED STATES TREASURY BILL - 0.000 11/1/18 - $35,859,774.96 36,000,000.00
APPLE INC AAPL - - - $197,997.80 910.00
MICROSOFT CORP MSFT - - - $153,193.92 1,424.00
AMAZON.COM INC AMZN - - - $141,166.50 75.00
FACEBOOK INC FB - - - $77,167.20 444.00
BERKSHIRE HATHAWAY INC BRK.B - - - $74,097.84 356.00
JPMORGAN CHASE & CO JPM - - - $72,419.87 631.00
ALPHABET INC CL A GOOGL - - - $68,087.60 56.00
JOHNSON & JOHNSON JNJ - - - $66,966.06 498.00
ALPHABET INC CL C GOOG - - - $66,052.80 55.00
EXXON MOBIL CORP XOM - - - $61,434.10 785.00
BANK OF AMERICA CORP BAC - - - $53,702.78 1,747.00
WELLS FARGO & CO WFC - - - $47,794.32 812.00
VISA INC V - - - $46,780.23 331.00
UNITEDHEALTH GROUP INC UNH - - - $46,694.74 178.00
PFIZER INC PFE - - - $45,625.56 1,084.00
AT&T INC T - - - $44,458.38 1,346.00
VERIZON COMMUNICATIONS INC VZ - - - $41,914.35 765.00
HOME DEPOT INC HD - - - $41,654.28 213.00
CHEVRON CORP CVX - - - $41,583.40 353.00
INTEL CORP INTC - - - $40,694.40 864.00
CISCO SYSTEMS INC CSCO - - - $39,906.90 870.00
PROCTER & GAMBLE CO PG - - - $38,915.85 465.00
BOEING CO BA - - - $34,986.40 101.00
MERCK & CO INC MRK - - - $34,460.94 499.00
MASTERCARD INC MA - - - $34,342.49 169.00
COCA-COLA CO/THE KO - - - $33,086.00 710.00
CITIGROUP INC C - - - $32,884.24 472.00
WALT DISNEY CO DIS - - - $31,044.48 276.00
COMCAST CORP CMCSA - - - $30,295.60 851.00
PEPSICO INC PEP - - - $30,234.48 263.00
DOWDUPONT INC DWDP - - - $29,081.91 429.00
ABBVIE INC ABBV - - - $27,666.80 280.00
NVIDIA CORP NVDA - - - $27,664.66 113.00
ORACLE CORP ORCL - - - $26,694.72 552.00
WAL-MART STORES INC WMT - - - $26,223.80 268.00
NETFLIX INC NFLX - - - $25,659.18 81.00
AMGEN INC AMGN - - - $24,480.08 124.00
PHILIP MORRIS INTL INC PM - - - $24,409.35 287.00
MCDONALD'S CORP MCD - - - $23,366.75 145.00
INTL BUSINESS MACHINES CORP IBM - - - $23,223.54 159.00
MEDTRONIC INC MDT - - - $22,650.00 250.00
ADOBE SYSTEMS INC ADBE - - - $22,604.40 92.00
3M CO MMM - - - $22,524.70 110.00
ALTRIA GROUP INC MO - - - $21,472.00 352.00
HONEYWELL INTL INC HON - - - $21,413.46 138.00
UNION PACIFIC CORP UNP - - - $21,372.78 143.00
ABBOTT LABORATORIES ABT - - - $20,969.28 324.00
TEXAS INSTRUMENTS INC TXN - - - $19,844.84 181.00
GENERAL ELECTRIC CO GE - - - $19,803.00 1,610.00
ACCENTURE PLC ACN - - - $19,786.80 120.00
NIKE INC NKE - - - $18,980.50 238.00
SALESFORCE.COM INC CRM - - - $18,852.60 130.00
ELI LILLY AND CO LLY - - - $18,576.80 176.00
COSTCO WHOLESALE CORP COST - - - $18,505.76 82.00
BRISTOL-MYERS SQUIBB CO BMY - - - $18,449.67 303.00
UNITED TECHNOLOGIES CORP UTX - - - $18,418.28 137.00
QUALCOMM INC QCOM - - - $18,166.50 275.00
PAYPAL HOLDINGS INC PYPL - - - $17,602.70 206.00
GILEAD SCIENCES INC GILD - - - $17,500.80 240.00
THERMO FISHER SCIENTIFIC INC TMO - - - $17,250.00 75.00
BOOKING HOLDINGS INC BKNG - - - $16,566.12 9.00
SCHLUMBERGER NV SLB - - - $16,084.48 256.00
UNITED PARCEL SERVICE INC UPS - - - $15,712.20 129.00
BROADCOM INC AVGO - - - $15,485.98 74.00
CATERPILLAR INC CAT - - - $15,466.74 111.00
NEXTERA ENERGY INC NEE - - - $15,414.96 88.00
U.S. BANCORP USB - - - $15,400.81 289.00
GOLDMAN SACHS GROUP INC GS - - - $15,169.70 65.00
CONOCOPHILLIPS COP - - - $15,070.32 216.00
LOCKHEED MARTIN CORP LMT - - - $14,960.58 46.00
LOWE'S COS INC LOW - - - $14,892.96 152.00
CVS HEALTH CORP CVS - - - $13,851.84 188.00
STARBUCKS CORP SBUX - - - $13,657.80 255.00
AMERICAN EXPRESS CO AXP - - - $13,496.93 131.00
BIOGEN IDEC INC BIIB - - - $13,463.58 39.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $12,720.40 88.00
ANTHEM INC ANTM - - - $12,669.60 48.00
BECTON DICKINSON AND CO BDX - - - $12,656.00 50.00
AMERICAN TOWER CORP AMT - - - $12,395.94 82.00
EOG RESOURCES INC EOG - - - $12,280.39 107.00
MORGAN STANLEY MS - - - $12,189.24 252.00
CSX CORP CSX - - - $12,011.47 163.00
AETNA INC AET - - - $11,931.60 60.00
CELGENE CORP CELG - - - $11,748.10 130.00
MONDELEZ INTL INC MDLZ - - - $11,702.54 274.00
AUTOMATIC DATA PROCESSING INC ADP - - - $11,689.10 82.00
CHUBB LTD CB - - - $11,661.48 87.00
TJX COS INC TJX - - - $11,640.60 116.00
ALLERGAN PLC AGN - - - $11,507.20 62.00
DANAHER CORP DHR - - - $11,480.94 114.00
FEDEX CORP FDX - - - $11,359.24 46.00
CHARLES SCHWAB CORP SCHW - - - $11,299.80 222.00
OCCIDENTAL PETROLEUM CORP OXY - - - $11,154.10 142.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $11,128.41 159.00
COLGATE-PALMOLIVE CO CL - - - $10,935.00 162.00
RAYTHEON CO RTN - - - $10,750.86 54.00
DUKE ENERGY CORP DUK - - - $10,614.12 129.00
CME GROUP INC CME - - - $10,501.56 62.00
INTUITIVE SURGICAL INC ISRG - - - $10,498.40 20.00
BLACKROCK INC BLK - - - $10,431.30 22.00
CHARTER COMMUNICATIONS INC CHTR - - - $10,187.76 34.00
MICRON TECHNOLOGY INC MU - - - $10,081.54 214.00
GENERAL DYNAMICS CORP GD - - - $10,071.36 52.00
STRYKER CORP SYK - - - $10,028.82 59.00
SIMON PROPERTY GROUP INC SPG - - - $9,994.88 56.00
ACTIVISION BLIZZARD INC ATVI - - - $9,750.15 141.00
BANK OF NEW YORK MELLON CORP BK - - - $9,666.03 187.00
INTUIT INC INTU - - - $9,562.94 46.00
S&P GLOBAL INC SPGI - - - $9,546.17 47.00
NORTHROP GRUMMAN CORP NOC - - - $9,420.48 32.00
NORFOLK SOUTHERN CORP NSC - - - $9,225.71 53.00
EXPRESS SCRIPTS HOLDING CO ESRX - - - $9,088.56 104.00
CAPITAL ONE FINANCIAL CORP COF - - - $9,024.47 91.00
PHILLIPS 66 PSX - - - $9,004.32 78.00
TWENTY-FIRST CENTURY FOX INC FOXA - - - $8,894.48 196.00
VALERO ENERGY CORP VLO - - - $8,880.00 80.00
SOUTHERN CO/THE SO - - - $8,830.36 188.00
ILLUMINA INC ILMN - - - $8,798.76 27.00
AMERICAN INTL GROUP INC AIG - - - $8,780.86 167.00
BOSTON SCIENTIFIC CORP BSX - - - $8,774.55 255.00
CROWN CASTLE INTL CORP CCI - - - $8,767.22 77.00
EMERSON ELECTRIC CO EMR - - - $8,758.62 117.00
DOMINION RESOURCES INC D - - - $8,681.75 121.00
METLIFE INC MET - - - $8,636.72 188.00
GENERAL MOTORS CO GM - - - $8,585.68 236.00
CIGNA CORP CI - - - $8,475.30 45.00
VERTEX PHARMACEUTICALS INC VRTX - - - $8,451.84 48.00
PRAXAIR INC PX - - - $8,426.16 54.00
DEERE & CO DE - - - $8,294.81 59.00
ZOETIS INC ZTS - - - $8,232.30 90.00
APPLIED MATERIALS INC AMAT - - - $8,184.99 187.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $8,160.48 108.00
TARGET CORP TGT - - - $8,137.92 98.00
HUMANA INC HUM - - - $8,115.50 25.00
EXELON CORP EXC - - - $7,926.34 178.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $7,923.35 107.00
MARSH & MCLENNAN COS INC MMC - - - $7,812.00 93.00
ILLINOIS TOOL WORKS INC ITW - - - $7,808.08 56.00
PRUDENTIAL FINANCIAL INC PRU - - - $7,706.40 78.00
KIMBERLY-CLARK CORP KMB - - - $7,651.84 64.00
BB&T CORP BBT - - - $7,549.92 144.00
HP INC HPQ - - - $7,460.16 304.00
ECOLAB INC ECL - - - $7,218.19 49.00
ELECTRONIC ARTS INC EA - - - $7,168.56 56.00
PROGRESSIVE CORP PGR - - - $7,158.24 108.00
SHERWIN-WILLIAMS CO SHW - - - $7,094.24 16.00
EQUINIX INC EQIX - - - $7,020.32 16.00
HCA HOLDINGS INC HCA - - - $6,973.21 53.00
MARRIOTT INTL INC MAR - - - $6,935.60 56.00
FORD MOTOR CO F - - - $6,914.20 724.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $6,831.01 41.00
KRAFT HEINZ CO/THE KHC - - - $6,773.22 111.00
WASTE MANAGEMENT INC WM - - - $6,759.16 74.00
SYSCO CORP SYY - - - $6,734.70 90.00
WILLIAMS COS INC WMB - - - $6,703.40 220.00
AFLAC INC AFL - - - $6,686.68 143.00
DELTA AIR LINES INC DAL - - - $6,678.00 120.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $6,672.90 59.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $6,670.00 92.00
TRAVELERS COS INC/THE TRV - - - $6,651.42 51.00
MARATHON PETROLEUM CORP MPC - - - $6,631.46 86.00
BAXTER INTL INC BAX - - - $6,627.68 92.00
PROLOGIS INC PLD - - - $6,608.14 98.00
AON PLC AON - - - $6,598.70 46.00
EATON CORP PLC ETN - - - $6,561.00 81.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $6,540.75 171.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $6,533.10 61.00
HALLIBURTON CO HAL - - - $6,515.11 163.00
ALLSTATE CORP ALL - - - $6,501.30 65.00
ANALOG DEVICES INC ADI - - - $6,431.44 68.00
ROSS STORES INC ROST - - - $6,430.90 70.00
SUNTRUST BANKS INC STI - - - $6,413.64 87.00
CONSTELLATION BRANDS INC STZ - - - $6,321.83 31.00
KINDER MORGAN INC KMI - - - $6,318.40 352.00
FISERV INC FISV - - - $6,037.44 76.00
PUBLIC STORAGE PSA - - - $6,036.39 27.00
TE CONNECTIVITY LTD TEL - - - $5,948.80 64.00
ANADARKO PETROLEUM CORP APC - - - $5,894.75 95.00
SOUTHWEST AIRLINES CO LUV - - - $5,848.64 98.00
SEMPRA ENERGY SRE - - - $5,842.50 50.00
EBAY INC EBAY - - - $5,781.70 170.00
ESTEE LAUDER COS INC EL - - - $5,709.48 42.00
STATE STREET CORP STT - - - $5,692.32 67.00
REGENERON PHARMACEUTICALS INC REGN - - - $5,613.90 15.00
VF CORP VFC - - - $5,497.80 60.00
CENTENE CORP CNC - - - $5,460.98 38.00
EDWARDS LIFESCIENCES CORP EW - - - $5,451.03 39.00
AUTODESK INC ADSK - - - $5,426.35 41.00
PIONEER NATURAL RESOURCES CO PXD - - - $5,369.20 31.00
ROPER TECHNOLOGIES INC ROP - - - $5,361.84 18.00
MOODY'S CORP MCO - - - $5,316.50 31.00
O'REILLY AUTOMOTIVE INC ORLY - - - $5,279.36 16.00
ARCHER DANIELS MIDLAND CO ADM - - - $5,206.65 103.00
T. ROWE PRICE GROUP INC TROW - - - $5,202.45 45.00
GENERAL MILLS INC GIS - - - $5,193.10 110.00
AMPHENOL CORP APH - - - $5,172.75 55.00
ONEOK INC OKE - - - $5,131.52 76.00
DOLLAR GENERAL CORP DG - - - $5,106.24 48.00
LAM RESEARCH CORP LRCX - - - $5,097.30 30.00
PPG INDUSTRIES INC PPG - - - $5,095.74 47.00
CORNING INC GLW - - - $5,085.08 154.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $5,004.33 93.00
ALIGN TECHNOLOGY INC ALGN - - - $5,002.20 14.00
WEYERHAEUSER CO WY - - - $4,991.00 140.00
DISCOVER FINANCIAL SERVICES DFS - - - $4,986.88 64.00
YUM! BRANDS INC YUM - - - $4,944.79 59.00
MCKESSON CORP MCK - - - $4,787.06 37.00
ALEXION PHARMACEUTICALS INC ALXN - - - $4,756.00 41.00
KROGER CO KR - - - $4,733.85 151.00
CONCHO RESOURCES INC CXO - - - $4,726.75 35.00
MONSTER BEVERAGE CORP MNST - - - $4,724.92 76.00
DXC TECHNOLOGY CO DXC - - - $4,717.98 54.00
DIGITAL REALTY TRUST INC DLR - - - $4,713.14 38.00
ZIMMER HOLDINGS INC ZBH - - - $4,706.68 38.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $4,700.94 282.00
APTIV PLC APTV - - - $4,638.00 50.00
CONSOLIDATED EDISON INC ED - - - $4,626.69 57.00
RED HAT INC RHT - - - $4,624.95 33.00
EQUITY RESIDENTIAL EQR - - - $4,613.80 68.00
WELLTOWER INC HCN - - - $4,602.30 69.00
INGERSOLL-RAND PLC IR - - - $4,591.26 46.00
M&T BANK CORP MTB - - - $4,589.00 26.00
AVALONBAY COMMUNITIES INC AVB - - - $4,580.00 25.00
CARNIVAL CORP CCL - - - $4,543.50 75.00
FORTIVE CORP FTV - - - $4,494.00 56.00
XCEL ENERGY INC XEL - - - $4,490.97 93.00
PACCAR INC PCAR - - - $4,365.40 65.00
PG&E CORP PCG - - - $4,298.75 95.00
CENTURYLINK INC CTL - - - $4,273.36 182.00
KEYCORP KEY - - - $4,253.23 197.00
DOLLAR TREE INC DLTR - - - $4,206.84 44.00
NORTHERN TRUST CORP NTRS - - - $4,200.30 39.00
PAYCHEX INC PAYX - - - $4,194.56 58.00
EDISON INTL EIX - - - $4,192.80 60.00
IDEXX LABORATORIES INC IDXX - - - $4,139.50 17.00
ROCKWELL COLLINS INC COL - - - $4,125.30 30.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $4,091.60 53.00
PARKER HANNIFIN CORP PH - - - $4,069.68 24.00
NETAPP INC NTAP - - - $4,058.00 50.00
REGIONS FINANCIAL CORP RF - - - $4,034.43 207.00
CUMMINS INC CMI - - - $4,013.80 28.00
INTL PAPER CO IP - - - $4,001.69 77.00
ROCKWELL AUTOMATION INC ROK - - - $3,993.49 23.00
TWITTER INC TWTR - - - $3,993.06 122.00
SYNCHRONY FINANCIAL SYF - - - $3,978.47 131.00
WEC ENERGY GROUP INC WEC - - - $3,959.08 58.00
STANLEY BLACK & DECKER INC SWK - - - $3,958.92 28.00
VENTAS INC VTR - - - $3,938.22 66.00
DEVON ENERGY CORP DVN - - - $3,897.60 96.00
PPL CORP PPL - - - $3,884.40 130.00
FLEETCOR TECHNOLOGIES INC FLT - - - $3,855.42 18.00
AUTOZONE INC AZO - - - $3,826.70 5.00
FIFTH THIRD BANCORP FITB - - - $3,800.32 128.00
CERNER CORP CERN - - - $3,786.82 58.00
AGILENT TECHNOLOGIES INC A - - - $3,750.28 58.00
DTE ENERGY CO DTE - - - $3,749.46 33.00
CITIZENS FINANCIAL GROUP INC CFG - - - $3,702.79 91.00
BOSTON PROPERTIES INC BXP - - - $3,700.20 28.00
MOTOROLA SOLUTIONS INC MSI - - - $3,689.70 30.00
TWENTY-FIRST CENTURY FOX INC FOX - - - $3,676.06 82.00
NORTHEAST UTILITIES SYSTEM ES - - - $3,667.92 58.00
MICROCHIP TECHNOLOGY INC MCHP - - - $3,652.44 44.00
AMERIPRISE FINANCIAL INC AMP - - - $3,626.22 26.00
MYLAN INC MYL - - - $3,624.25 95.00
ANDEAVOR ANDV - - - $3,621.00 25.00
WESTERN DIGITAL CORP WDC - - - $3,619.28 56.00
NUCOR CORP NUE - - - $3,618.04 58.00
CINTAS CORP CTAS - - - $3,617.26 17.00
BEST BUY CO INC BBY - - - $3,610.08 46.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $3,608.44 44.00
IQVIA HOLDINGS INC IQV - - - $3,608.40 30.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $3,587.32 31.00
W W GRAINGER INC GWW - - - $3,577.30 10.00
WILLIS TOWERS WATSON PLC WLTW - - - $3,573.36 24.00
IHS MARKIT LTD INFO - - - $3,548.16 66.00
TRANSDIGM GROUP INC TDG - - - $3,535.90 10.00
TYSON FOODS INC TSN - - - $3,494.40 56.00
FREEPORT-MCMORAN INC FCX - - - $3,478.53 249.00
KELLOGG CO K - - - $3,460.61 47.00
HARRIS CORP HRS - - - $3,457.86 21.00
GLOBAL PAYMENTS INC GPN - - - $3,441.43 29.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $3,429.36 66.00
CLOROX CO CLX - - - $3,393.19 23.00
CBS CORP CBS - - - $3,352.86 63.00
XILINX INC XLNX - - - $3,337.94 47.00
VERISK ANALYTICS INC VRSK - - - $3,287.76 28.00
HUNTINGTON BANCSHARES INC HBAN - - - $3,284.40 204.00
AMETEK INC AME - - - $3,281.33 43.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $3,279.42 18.00
FASTENAL CO FAST - - - $3,213.54 54.00
SVB FINANCIAL GROUP SIVB - - - $3,207.60 10.00
TEXTRON INC TXT - - - $3,199.20 48.00
REALTY INCOME CORP O - - - $3,177.90 54.00
COMERICA INC CMA - - - $3,175.36 32.00
ESSEX PROPERTY TRUST INC ESS - - - $3,163.42 13.00
SBA COMMUNICATIONS CORP SBAC - - - $3,156.40 20.00
L3 TECHNOLOGIES INC LLL - - - $3,155.70 15.00
MARATHON OIL CORP MRO - - - $3,152.97 159.00
KLA-TENCOR CORP KLAC - - - $3,147.20 28.00
NEWMONT MINING CORP NEM - - - $3,141.88 98.00
FIRSTENERGY CORP FE - - - $3,133.20 84.00
REPUBLIC SERVICES INC RSG - - - $3,128.58 42.00
SKYWORKS SOLUTIONS INC SWKS - - - $3,122.90 34.00
NATIONAL OILWELL VARCO INC NOV - - - $3,112.64 71.00
E*TRADE FINANCIAL CORP ETFC - - - $3,059.50 50.00
HESS CORP HES - - - $3,055.15 49.00
ADVANCED MICRO DEVICES INC AMD - - - $3,024.81 153.00
APACHE CORP APA - - - $2,982.00 71.00
AMEREN CORP AEE - - - $2,978.96 46.00
CARDINAL HEALTH INC CAH - - - $2,958.30 57.00
AMERICAN WATER WORKS CO INC AWK - - - $2,953.17 33.00
EVERGY INC EVRG - - - $2,951.37 51.00
MSCI INC MSCI - - - $2,945.76 17.00
SEAGATE TECHNOLOGY PLC STX - - - $2,930.04 54.00
AMERICAN AIRLINES GROUP INC AAL - - - $2,909.83 77.00
EXPEDIA INC EXPE - - - $2,882.66 22.00
OMNICOM GROUP INC OMC - - - $2,880.78 42.00
ABIOMED INC ABMD - - - $2,870.56 8.00
HOST HOTELS & RESORTS INC HST - - - $2,867.41 137.00
VERISIGN INC VRSN - - - $2,864.25 19.00
TOTAL SYSTEM SERVICES INC TSS - - - $2,846.70 30.00
METTLER-TOLEDO INTL INC MTD - - - $2,823.70 5.00
ENTERGY CORP ETR - - - $2,815.56 33.00
WATERS CORP WAT - - - $2,813.25 15.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $2,797.83 21.00
D.R. HORTON INC DHI - - - $2,795.94 63.00
EQUIFAX INC EFX - - - $2,794.89 21.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $2,786.00 50.00
QUEST DIAGNOSTICS INC DGX - - - $2,786.00 25.00
MCCORMICK & CO INC MKC - - - $2,780.80 22.00
RESMED INC RMD - - - $2,776.80 26.00
TAPESTRY INC TPR - - - $2,776.14 54.00
ANSYS INC ANSS - - - $2,756.00 16.00
CONAGRA FOODS INC CAG - - - $2,736.04 73.00
XL GROUP LTD XL - - - $2,733.12 48.00
LINCOLN NATIONAL CORP LNC - - - $2,674.84 41.00
GENUINE PARTS CO GPC - - - $2,670.03 27.00
WESTROCK CO WRK - - - $2,655.36 48.00
VULCAN MATERIALS CO VMC - - - $2,648.16 24.00
CMS ENERGY CORP CMS - - - $2,644.17 53.00
AMERISOURCEBERGEN CORP ABC - - - $2,631.60 30.00
CHURCH & DWIGHT CO INC CHD - - - $2,628.90 46.00
MGM RESORTS INTL MGM - - - $2,626.60 92.00
BROWN-FORMAN CORP BF.B - - - $2,624.93 49.00
NOBLE ENERGY INC NBL - - - $2,618.07 91.00
CBRE GROUP INC CBG - - - $2,614.70 55.00
BALL CORP BLL - - - $2,602.24 64.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $2,585.44 11.00
LENNAR CORP LEN - - - $2,579.07 51.00
COOPER COS INC COO - - - $2,576.30 10.00
GARTNER INC IT - - - $2,576.16 18.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $2,552.20 5.00
CITRIX SYSTEMS INC CTXS - - - $2,549.78 23.00
EASTMAN CHEMICAL CO EMN - - - $2,539.94 26.00
HERSHEY CO HSY - - - $2,537.00 25.00
SYNOPSYS INC SNPS - - - $2,520.18 27.00
GGP INC GGP - - - $2,506.14 117.00
DARDEN RESTAURANTS INC DRI - - - $2,504.70 22.00
XYLEM INC XYL - - - $2,489.19 33.00
CA INC CA - - - $2,486.91 57.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $2,486.00 20.00
VORNADO REALTY TRUST VNO - - - $2,460.48 32.00
LOEWS CORP L - - - $2,457.84 49.00
ARTHUR J. GALLAGHER & CO. AJG - - - $2,455.14 34.00
MARTIN MARIETTA MATERIALS INC MLM - - - $2,436.00 12.00
CARMAX INC KMX - - - $2,429.79 33.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $2,428.50 25.00
WYNN RESORTS LTD WYNN - - - $2,419.61 17.00
UNITED RENTALS INC URI - - - $2,408.16 16.00
HCP INC HCP - - - $2,395.36 88.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $2,394.54 53.00
BAKER HUGHES A GE CO BHGE - - - $2,387.77 77.00
KOHL'S CORP KSS - - - $2,369.64 31.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $2,368.32 32.00
DOVER CORP DOV - - - $2,350.60 28.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $2,335.68 18.00
MOLSON COORS BREWING CO TAP - - - $2,331.04 34.00
EQT CORP EQT - - - $2,327.91 47.00
TIFFANY & CO TIF - - - $2,314.08 18.00
J M SMUCKER CO SJM - - - $2,291.80 20.00
MOHAWK INDUSTRIES INC MHK - - - $2,280.72 12.00
TECHNIPFMC PLC FTI - - - $2,270.43 81.00
CENTERPOINT ENERGY INC CNP - - - $2,263.20 80.00
COPART INC CPRT - - - $2,256.26 37.00
HENRY SCHEIN INC HSIC - - - $2,249.52 28.00
SYMANTEC CORP SYMC - - - $2,237.90 115.00
PVH CORP PVH - - - $2,237.85 15.00
ADVANCE AUTO PARTS INC AAP - - - $2,236.08 14.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $2,225.43 9.00
AKAMAI TECHNOLOGIES INC AKAM - - - $2,214.64 31.00
MASCO CORP MAS - - - $2,208.75 57.00
INCYTE CORP INCY - - - $2,201.60 32.00
HOLLYFRONTIER CORP HFC - - - $2,196.48 32.00
EXTRA SPACE STORAGE INC EXR - - - $2,189.14 23.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $2,172.60 17.00
F5 NETWORKS INC FFIV - - - $2,168.16 12.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $2,142.27 9.00
RAYMOND JAMES FINANCIAL INC RJF - - - $2,102.89 23.00
CF INDUSTRIES HOLDINGS INC CF - - - $2,090.88 44.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $2,079.78 17.00
KANSAS CITY SOUTHERN KSU - - - $2,076.48 18.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $2,061.80 20.00
CINCINNATI FINANCIAL CORP CINF - - - $2,045.25 27.00
FMC CORP FMC - - - $2,026.56 24.00
MACY'S INC M - - - $2,017.68 56.00
PACKAGING CORP OF AMERICA PKG - - - $2,008.98 18.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $2,001.78 18.00
VIACOM INC VIAB - - - $1,996.80 65.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $1,994.62 38.00
UDR INC UDR - - - $1,991.50 50.00
CABOT OIL & GAS CORP COG - - - $1,982.40 84.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,982.40 15.00
HORMEL FOODS CORP HRL - - - $1,970.64 51.00
HASBRO INC HAS - - - $1,970.60 20.00
MICHAEL KORS HOLDINGS LTD KORS - - - $1,970.46 27.00
NEWELL RUBBERMAID INC NWL - - - $1,956.50 91.00
HOLOGIC INC HOLX - - - $1,954.83 51.00
NASDAQ OMX GROUP INC NDAQ - - - $1,953.84 21.00
ZIONS BANCORP ZION - - - $1,934.28 36.00
IRON MOUNTAIN INC IRM - - - $1,933.44 53.00
SNAP-ON INC SNA - - - $1,928.74 11.00
CBOE HOLDINGS INC CBOE - - - $1,915.40 20.00
DUKE REALTY CORP DRE - - - $1,910.04 66.00
ALBEMARLE CORP ALB - - - $1,908.80 20.00
NRG ENERGY INC NRG - - - $1,901.20 56.00
FRANKLIN RESOURCES INC BEN - - - $1,897.76 58.00
MOSAIC CO MOS - - - $1,896.32 64.00
QORVO INC QRVO - - - $1,874.50 23.00
ALLIANT ENERGY CORP LNT - - - $1,874.37 43.00
INVESCO LTD IVZ - - - $1,860.48 76.00
LKQ CORP LKQ - - - $1,856.96 56.00
AVERY DENNISON CORP AVY - - - $1,818.15 17.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $1,812.25 25.00
FEDERAL REIT FRT - - - $1,811.04 14.00
SL GREEN REALTY CORP SLG - - - $1,799.62 17.00
JUNIPER NETWORKS INC JNPR - - - $1,775.36 64.00
TRACTOR SUPPLY CO TSCO - - - $1,771.22 22.00
REGENCY CENTERS CORP REG - - - $1,760.67 27.00
EVEREST RE GROUP LTD RE - - - $1,747.20 8.00
NEKTAR THERAPEUTICS NKTR - - - $1,740.87 29.00
AES CORP AES - - - $1,714.62 123.00
NISOURCE INC NI - - - $1,711.20 62.00
PERKINELMER INC PKI - - - $1,707.20 20.00
ROBERT HALF RHI - - - $1,693.12 22.00
PERRIGO CO PLC PRGO - - - $1,678.08 23.00
TORCHMARK CORP TMK - - - $1,675.42 19.00
BORGWARNER INC BWA - - - $1,675.36 37.00
WHIRLPOOL CORP WHR - - - $1,654.12 13.00
ARCONIC INC ARNC - - - $1,649.52 79.00
ALLEGION PLC ALLE - - - $1,647.30 19.00
PINNACLE WEST CAPITAL CORP PNW - - - $1,645.40 20.00
WESTERN UNION CO WU - - - $1,626.26 86.00
DENTSPLY SIRONA INC XRAY - - - $1,624.14 42.00
AFFILIATED MANAGERS GROUP INC AMG - - - $1,612.49 11.00
NIELSEN HOLDINGS PLC NLSN - - - $1,595.15 61.00
INTERPUBLIC GROUP OF COS INC IPG - - - $1,588.27 71.00
JACOBS ENGINEERING GROUP INC JEC - - - $1,580.92 22.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $1,569.96 63.00
CIMAREX ENERGY CO XEC - - - $1,562.75 19.00
A. O. SMITH CORP AOS - - - $1,516.58 26.00
CAMPBELL SOUP CO CPB - - - $1,513.44 36.00
DISH NETWORK CORP DISH - - - $1,510.59 43.00
FLIR SYSTEMS INC FLIR - - - $1,504.25 25.00
RALPH LAUREN CORP RL - - - $1,489.51 11.00
UNUM GROUP UNM - - - $1,476.00 41.00
L BRANDS INC LB - - - $1,464.75 45.00
ALASKA AIR GROUP INC ALK - - - $1,430.00 22.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $1,428.18 26.00
FLUOR CORP FLR - - - $1,420.50 25.00
PULTEGROUP INC PHM - - - $1,376.41 49.00
KIMCO REALTY CORP KIM - - - $1,342.21 79.00
GARMIN LTD GRMN - - - $1,307.00 20.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $1,289.75 55.00
PENTAIR PLC PNR - - - $1,284.00 30.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - - - $1,273.39 29.00
HARLEY-DAVIDSON INC HOG - - - $1,267.80 30.00
GAP INC GPS - - - $1,251.20 40.00
NORDSTROM INC JWN - - - $1,242.78 21.00
FLOWSERVE CORP FLS - - - $1,232.40 24.00
HANESBRANDS INC HBI - - - $1,214.40 66.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $1,198.08 64.00
HELMERICH & PAYNE INC HP - - - $1,187.69 19.00
IPG PHOTONICS CORP IPGP - - - $1,134.42 7.00
SEALED AIR CORP SEE - - - $1,129.55 29.00
MACERICH CO MAC - - - $1,098.58 19.00
GOODYEAR TIRE & RUBBER CO/THE GT - - - $1,080.45 45.00
XEROX CORP XRX - - - $1,077.60 40.00
COTY INC COTY - - - $1,075.36 88.00
LEGGETT & PLATT INC LEG - - - $1,070.40 24.00
FOOT LOCKER INC FL - - - $1,064.70 21.00
ASSURANT INC AIZ - - - $1,052.70 10.00
STERICYCLE INC SRCL - - - $1,044.14 17.00
H & R BLOCK INC HRB - - - $1,030.38 39.00
TRIPADVISOR INC TRIP - - - $1,017.45 19.00
SCANA CORP SCG - - - $1,001.00 26.00
ENVISION HEALTHCARE CORP EVHC - - - $989.12 22.00
NEWS CORP NWSA - - - $986.90 71.00
NEWFIELD EXPLORATION CO NFX - - - $975.32 37.00
MATTEL INC MAT - - - $964.53 63.00
QUANTA SERVICES INC PWR - - - $921.78 27.00
BRIGHTHOUSE FINANCIAL INC BHF - - - $871.08 21.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $754.60 28.00
UNDER ARMOUR INC UAA - - - $696.66 34.00
UNDER ARMOUR INC-CLASS C UA - - - $662.20 35.00
NEWS CORP NWS - - - $317.90 22.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - - $9,550,394.72 9,550,394.72