- S-Network Global Indexes Inc.

Joseph LaCorte, CFA
S-Network Global Indexes
267 Fifth Avenue
New York, NY 10016
646-467-7927
[email protected]
www.snetglobalindexes.com
43 Additions and 43 Deletions in S-Network Large-Cap Sharpe Ratio
Index Quarterly Reconstitution
New York, NY, Thursday, December 8, 2016 — The S-Network Large-Cap Sharpe Ratio Index SM
(TICKER: SHRPX) will add 43 constituents and drop 43 constituents in its quarterly reconstitution,
effective 6:00 PM (EST) Sunday, December 18, 2016, maintaining the number of index components at
50.
The additions to SHRPX are: Baker Hughes Inc (TICKER: BHI UN), FMC Technologies Inc (TICKER: FTI
UN), Apache Corp (TICKER: APA UN), Anadarko Petroleum Corp (TICKER: APC UN), Halliburton Co
(TICKER: HAL UN), Freeport-McMoRan Inc (TICKER: FCX UN), Nucor Corp (TICKER: NUE UN), FMC
Corp (TICKER: FMC UN), Martin Marietta Materials (TICKER: MLM UN), LyondellBasell Industries N.V.
(TICKER: LYB UN), United Continental Holding Inc (TICKER: UAL UN), Delta Air Lines (TICKER: DAL
UN), Quanta Services Inc (TICKER: PWR UN), CSX Corporation (TICKER: CSX UQ), Hunt J.B.
Transport Services (TICKER: JBHT UQ), CBS Corp B (TICKER: CBS UN), Darden Rest aurants Inc
(TICKER: DRI UN), Time Warner Inc (TICKER: TWX UN), Tiffany & Co (TICKER: TIF UN), Kohl’s Corp
(TICKER: KSS UN), Reynolds American Inc (TICKER: RAI UN), Walgreens Boots Alliance Inc (TICKER:
WBA UQ), Conagra Brands, Inc (TICKER: CAG UN), Kroger Co (TICKER: KR UN), Humana Inc
(TICKER: HUM UN), Unitedhealth Group Inc (TICKER: UNH UN), Aetna Inc (TICKER: AET UN), Anthem
Inc (TICKER: ANTM UN), Celgene Corp (TICKER: CELG UQ), Comerica Inc (MI) (TICKER: CMA UN),
Citizens Financial Group Inc (TICKER: CFG UN), KeyCorp (TICKER: KEY UN), Prudential Financial Inc
(TICKER: PRU UN), Goldman Sachs Group Inc (TICKER: GS UN), Linear Technology Corp (TICKER:
LLTC UQ), Analog Devices Inc (TICKER: ADI UQ), Western Digital Corp (TICKER: WDC UQ), CSRA Inc
(TICKER: CSRA UN), KLA-Tencor Corporation (TICKER: KLAC UQ), Centerpoint Energy Inc (TICKER:
CNP UN), DTE Energy Co (TICKER: DTE UN), SCANA Corp (TICKER: SCG UN), Ameren Corp
(TICKER: AEE UN).
The deletions from SHRPX are: Ross Stores Inc (TICKER: ROST UQ), Nordst rom Inc (TICKER: JWN
UN), Gap Inc (TICKER: GPS UN), Urban Outfitters (TICKER: URBN UQ), News Corp A (TICKER: NWSA
UQ), Procter & Gamble (TICKER: PG UN), Costco Wholesale Corp (TICKER: COST UQ), Tyson Foods
Inc A (TICKER: TSN UN), General Mills Inc (TICKER: GIS UN), The Williams Companies Inc (TICKER:
WMB UN), Marathon Petroleum Corp. (TICKER: MPC UN), Devon Energy Corp (TICKER: DVN UN),
Chesapeake Energy Corp (TICKER: CHK UN), Kinder Morgan Inc (TICKER: KMI UN), Morgan Stanley
(TICKER: MS UN), Berkshire Hathaway B (TICKER: BRK/B UN), CME Group Inc A (TICKER: CME UQ),
Cincinnati Financial Corp (TICKER: CINF UQ), Nasdaq Inc (TICKER: NDAQ UQ), AmerisourceBergen
Corp (TICKER: ABC UN), Danaher Corp (TICKER: DHR UN), Varian Medical Systems Inc (TICKER: VAR
UN), Waters Corp (TICKER: WAT UN), Edwards Lifesciences Corp (TICKER: EW UN), Raytheon Co
(TICKER: RTN UN), Illinois Tool Works Inc (TICKER: ITW UN), Union Pacific Corp (TICKER: UNP UN),
Xylem Inc (TICKER: XYL UN), Cintas Corp (TICKER: CTAS UQ), Nvidia Corp (TICK ER: NVDA UQ),
Harris Corp (TICKER: HRS UN), Applied Materials Inc (TICKER: AMAT UQ), Symantec Corp (TICKER:
SYMC UQ), eBay Inc. (TICKER: EBAY UQ), WestRock Co (TICKER: WRK UN), Intl Paper Co (TICKER:
IP UN), Air Products & Chemicals Inc (TICKER: APD UN), Praxair Inc (TICKER: PX UN), Newmont
Mining Corp (TICKER: NEM UN), AES Corp (TICKER: AES UN), PG&E Corporation (TICKER: PCG UN),
Southern Co (TICKER: SO UN), Entergy Corp (TICKER: ETR UN).
SHRPX is a portfolio of up to fifty stocks derived from the S&P 500. The SHRPX methodology selects the
five stocks in each of the 10 GICS sectors (excluding Real Estate) making up the S&P 500 that have the
highest Sharpe ratios as of the last business day of the second month of each calendar quarter. SHRPX
is rules based and fully transparent, employing a methodology that weights all 50 index constituents
equally. SHRPX excludes pass-through securities.
More information can be found at http://www.snetglobalindexes.com.
Index: S-Network Large-Cap Sharpe Ratio Price Index TICKER: SHRPX
Index: S-Network Large-Cap Sharpe Ratio Total Return Index TICKER: SHRPXTR