Large Cap Core Plus - CSM Large Cap Core Plus

ProShares Large Cap Core Plus seeks investment results, before fees and expenses, that track the performance of the Credit Suisse 130/30 Large Cap Index.

  • Follows advanced multi-factor smart beta approach with the potential to provide more consistent outperformance than single-factor strategies.
  • One of the longest track records of any multi-factor smart beta ETF and has earned Morningstar’s 5-Star Overall Rating.
  • CSM’s index has a remarkably consistent history of outperforming the S&P 500 since inception (4/23/08).
  • Learn more about CSM's smart beta approach.
  • Read the Report—Consistent Outperformance: Proven by 100% Positive Rolling Return Periods for CSM's Strategy

As of 1/19/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE - 196,546,856.15 - 91,492.03
CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG - 89,965,894.26 - 41,878.88
CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE - (21,281,941.32) - (11,697.61)
CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG - (46,619,497.39) - (25,624.40)
CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL - (162,686,822.20) - (89,420.79)
APPLE INC AAPL - $18,843,769.86 105,591.00
MICROSOFT CORP MSFT - $13,811,040.00 153,456.00
FACEBOOK INC FB - $12,014,994.75 66,275.00
AMAZON.COM INC AMZN - $9,652,388.48 7,456.00
CHEVRON CORP CVX - $7,534,256.60 57,382.00
EXXON MOBIL CORP XOM - $7,302,037.05 83,787.00
BERKSHIRE HATHAWAY INC BRK.B - $7,070,730.25 33,157.00
JOHNSON & JOHNSON JNJ - $6,909,563.04 46,889.00
JPMORGAN CHASE & CO JPM - $6,809,304.54 60,254.00
CITIGROUP INC C - $6,446,360.70 82,329.00
ALPHABET INC CL C GOOG - $5,688,687.51 5,001.00
ALPHABET INC CL A GOOGL - $5,626,020.00 4,920.00
ALTRIA GROUP INC MO - $5,118,079.68 71,964.00
ORACLE CORP ORCL - $5,100,183.72 100,834.00
BANK OF AMERICA CORP BAC - $4,763,551.00 150,175.00
UNION PACIFIC CORP UNP - $4,577,347.50 32,406.00
COMCAST CORP CMCSA - $4,396,965.00 103,458.00
ADOBE SYSTEMS INC ADBE - $4,303,124.05 21,985.00
WELLS FARGO & CO WFC - $4,253,932.80 66,240.00
INTEL CORP INTC - $4,146,656.76 92,518.00
ABBVIE INC ABBV - $4,056,578.88 38,767.00
CVS HEALTH CORP CVS - $3,910,504.62 48,967.00
AT&T INC T - $3,903,998.78 104,918.00
SALESFORCE.COM INC CRM - $3,889,567.50 34,750.00
CONOCOPHILLIPS COP - $3,884,765.75 65,017.00
EOG RESOURCES INC EOG - $3,717,825.59 32,507.00
BRISTOL-MYERS SQUIBB CO BMY - $3,652,348.32 58,644.00
AMGEN INC AMGN - $3,558,842.56 18,802.00
NORTHROP GRUMMAN CORP NOC - $3,466,149.72 10,956.00
GENERAL DYNAMICS CORP GD - $3,439,904.10 16,451.00
HOME DEPOT INC HD - $3,374,492.13 16,761.00
VERIZON COMMUNICATIONS INC VZ - $3,357,123.52 64,672.00
TARGET CORP TGT - $3,335,338.60 42,706.00
S&P GLOBAL INC SPGI - $3,296,204.58 18,197.00
PROCTER & GAMBLE CO PG - $3,279,794.98 36,014.00
MARRIOTT INTL INC MAR - $3,270,677.14 22,702.00
MICRON TECHNOLOGY INC MU - $3,236,901.75 75,717.00
HALLIBURTON CO HAL - $3,234,723.21 61,021.00
PRAXAIR INC PX - $3,213,803.64 19,853.00
EXPRESS SCRIPTS HOLDING CO ESRX - $3,191,793.36 39,788.00
LAM RESEARCH CORP LRCX - $3,131,835.23 15,091.00
UNITEDHEALTH GROUP INC UNH - $3,128,507.60 12,856.00
BOEING CO BA - $3,121,300.66 9,242.00
VERTEX PHARMACEUTICALS INC VRTX - $3,075,201.99 19,467.00
WASTE MANAGEMENT INC WM - $2,988,844.46 33,941.00
ROSS STORES INC ROST - $2,980,013.28 35,578.00
PROGRESSIVE CORP PGR - $2,972,545.98 51,553.00
GENERAL MOTORS CO GM - $2,966,519.35 68,749.00
ALLSTATE CORP ALL - $2,956,383.30 28,509.00
CUMMINS INC CMI - $2,941,895.72 15,559.00
PROLOGIS INC PLD - $2,939,245.28 47,576.00
BAXTER INTL INC BAX - $2,938,879.78 41,978.00
ESTEE LAUDER COS INC EL - $2,920,522.90 21,722.00
CONSTELLATION BRANDS INC STZ - $2,910,327.24 13,333.00
PFIZER INC PFE - $2,900,344.10 78,515.00
SUNTRUST BANKS INC STI - $2,898,533.70 42,265.00
VISA INC V - $2,892,161.70 23,571.00
TWENTY-FIRST CENTURY FOX INC FOXA - $2,879,590.50 78,570.00
PARKER HANNIFIN CORP PH - $2,850,221.28 13,512.00
DXC TECHNOLOGY CO DXC - $2,816,332.20 27,890.00
LYONDELLBASELL INDUSTRIES NV LYB - $2,807,806.88 23,414.00
FREEPORT-MCMORAN INC FCX - $2,805,657.44 140,564.00
STANLEY BLACK & DECKER INC SWK - $2,799,783.56 15,916.00
ELI LILLY AND CO LLY - $2,790,735.56 32,644.00
CITIZENS FINANCIAL GROUP INC CFG - $2,770,339.40 59,170.00
DISCOVER FINANCIAL SERVICES DFS - $2,769,708.48 35,364.00
ROYAL CARIBBEAN CRUISES LTD RCL - $2,768,727.96 21,468.00
AGILENT TECHNOLOGIES INC A - $2,742,901.66 37,538.00
FIFTH THIRD BANCORP FITB - $2,741,407.50 84,351.00
SYNCHRONY FINANCIAL SYF - $2,739,064.00 71,200.00
ELECTRONIC ARTS INC EA - $2,724,304.82 23,449.00
REGIONS FINANCIAL CORP RF - $2,716,933.08 145,524.00
GILEAD SCIENCES INC GILD - $2,712,749.02 33,499.00
EXELON CORP EXC - $2,702,628.66 71,178.00
DEVON ENERGY CORP DVN - $2,701,092.60 63,036.00
CENTENE CORP CNC - $2,695,810.53 24,359.00
PG&E CORP PCG - $2,675,873.59 60,281.00
AVALONBAY COMMUNITIES INC AVB - $2,670,521.00 15,830.00
APACHE CORP APA - $2,666,433.15 57,903.00
AMETEK INC AME - $2,651,653.08 34,446.00
VIACOM INC VIAB - $2,635,907.04 79,014.00
METTLER-TOLEDO INTL INC MTD - $2,620,091.70 3,930.00
MGM RESORTS INTL MGM - $2,608,875.85 71,771.00
FLUOR CORP FLR - $2,604,774.72 43,104.00
EDISON INTL EIX - $2,602,517.40 41,895.00
FORD MOTOR CO F - $2,599,548.00 216,629.00
LENNAR CORP LEN - $2,599,309.44 36,192.00
PRINCIPAL FINANCIAL GROUP INC PFG - $2,597,525.90 35,078.00
D.R. HORTON INC DHI - $2,597,217.48 50,451.00
INVESCO LTD IVZ - $2,594,288.94 68,038.00
SKYWORKS SOLUTIONS INC SWKS - $2,591,600.00 26,125.00
WESTROCK CO WRK - $2,591,148.56 37,466.00
IQVIA HOLDINGS INC IQV - $2,590,759.00 25,153.00
CARNIVAL CORP CCL - $2,590,196.80 37,780.00
L3 TECHNOLOGIES INC LLL - $2,586,710.75 12,275.00
IHS MARKIT LTD INFO - $2,578,576.68 52,764.00
KEYCORP KEY - $2,557,397.60 120,860.00
MCKESSON CORP MCK - $2,555,400.00 15,000.00
VALERO ENERGY CORP VLO - $2,554,533.90 26,265.00
CORNING INC GLW - $2,547,856.60 73,510.00
INTERCONTINENTAL EXCHANGE INC ICE - $2,541,445.20 33,617.00
MERCK & CO INC MRK - $2,536,379.20 41,390.00
CISCO SYSTEMS INC CSCO - $2,530,416.36 61,284.00
REPUBLIC SERVICES INC RSG - $2,528,992.40 37,082.00
CBOE HOLDINGS INC CBOE - $2,527,386.64 18,878.00
VENTAS INC VTR - $2,519,673.26 46,258.00
DISCOVERY COMMUNICATIONS INC DISCA - $2,515,697.79 97,849.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $2,511,382.72 34,573.00
EASTMAN CHEMICAL CO EMN - $2,500,843.05 25,485.00
LKQ CORP LKQ - $2,497,264.80 58,130.00
CENTERPOINT ENERGY INC CNP - $2,480,343.80 89,221.00
RAYMOND JAMES FINANCIAL INC RJF - $2,478,431.54 25,766.00
CARDINAL HEALTH INC CAH - $2,471,906.25 34,375.00
MOLSON COORS BREWING CO TAP - $2,469,790.91 29,483.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $2,455,338.92 10,141.00
MOTOROLA SOLUTIONS INC MSI - $2,438,447.40 24,933.00
PULTEGROUP INC PHM - $2,438,089.00 70,465.00
FIRSTENERGY CORP FE - $2,429,763.00 82,645.00
BORGWARNER INC BWA - $2,423,878.86 42,569.00
VORNADO REALTY TRUST VNO - $2,419,969.11 33,709.00
EVEREST RE GROUP LTD RE - $2,411,754.80 10,738.00
CIMAREX ENERGY CO XEC - $2,407,244.28 19,407.00
NUCOR CORP NUE - $2,392,899.12 34,821.00
BROWN-FORMAN CORP BF.B - $2,376,742.50 35,211.00
DOVER CORP DOV - $2,374,909.86 22,746.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $2,369,714.76 25,613.00
HERSHEY CO HSY - $2,363,595.07 21,611.00
WYNDHAM WORLDWIDE CORP WYN - $2,356,934.40 18,560.00
DUKE REALTY CORP DRE - $2,350,803.40 91,685.00
OMNICOM GROUP INC OMC - $2,350,295.84 31,354.00
TORCHMARK CORP TMK - $2,345,309.65 25,451.00
PEPSICO INC PEP - $2,340,791.43 19,479.00
VERISIGN INC VRSN - $2,331,957.60 20,370.00
UNUM GROUP UNM - $2,316,138.33 41,367.00
ENVISION HEALTHCARE CORP EVHC - $2,303,224.06 64,282.00
LEUCADIA NATIONAL CORP LUK - $2,281,722.61 81,461.00
ARTHUR J. GALLAGHER & CO. AJG - $2,281,523.52 35,488.00
M&T BANK CORP MTB - $2,274,421.44 12,048.00
AMERICAN ELECTRIC POWER CO INC AEP - $2,268,875.84 33,484.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $2,260,851.60 55,686.00
WELLTOWER INC HCN - $2,254,917.28 38,032.00
CITRIX SYSTEMS INC CTXS - $2,254,115.92 24,311.00
REALTY INCOME CORP O - $2,250,479.00 42,350.00
EQUITY RESIDENTIAL EQR - $2,245,674.39 37,137.00
ARCHER DANIELS MIDLAND CO ADM - $2,240,471.04 54,699.00
MONSANTO CO MON - $2,238,725.64 18,554.00
ASSURANT INC AIZ - $2,222,828.16 23,627.00
ANTHEM INC ANTM - $2,221,533.04 8,884.00
DTE ENERGY CO DTE - $2,215,765.15 21,481.00
SCANA CORP SCG - $2,199,709.05 50,743.00
CERNER CORP CERN - $2,191,200.18 31,798.00
EXTRA SPACE STORAGE INC EXR - $2,188,775.16 26,169.00
HOST HOTELS & RESORTS INC HST - $2,185,193.36 105,463.00
NIKE INC NKE - $2,182,980.80 32,480.00
NASDAQ OMX GROUP INC NDAQ - $2,176,382.67 27,181.00
EDWARDS LIFESCIENCES CORP EW - $2,173,257.49 17,539.00
CONAGRA FOODS INC CAG - $2,152,474.53 56,989.00
RANGE RESOURCES CORP RRC - $2,152,098.96 133,837.00
LOEWS CORP L - $2,145,926.17 40,867.00
XCEL ENERGY INC XEL - $2,132,618.15 47,255.00
BALL CORP BLL - $2,126,270.08 54,914.00
GARMIN LTD GRMN - $2,125,593.60 33,280.00
AMEREN CORP AEE - $2,117,095.96 38,381.00
TJX COS INC TJX - $2,108,493.03 26,727.00
PHILIP MORRIS INTL INC PM - $2,106,621.72 19,341.00
NVIDIA CORP NVDA - $2,102,284.96 9,136.00
COCA-COLA CO/THE KO - $2,077,775.28 44,058.00
OCCIDENTAL PETROLEUM CORP OXY - $2,075,585.15 27,473.00
MICROCHIP TECHNOLOGY INC MCHP - $2,070,909.95 21,251.00
IDEXX LABORATORIES INC IDXX - $2,063,697.75 11,425.00
CONSOLIDATED EDISON INC ED - $2,049,656.49 26,187.00
CABOT OIL & GAS CORP COG - $2,039,233.77 74,127.00
EBAY INC EBAY - $2,015,884.08 52,456.00
XL GROUP LTD XL - $2,005,477.40 56,572.00
SNAP-ON INC SNA - $1,991,679.84 10,896.00
ZOETIS INC ZTS - $1,990,204.50 25,975.00
DARDEN RESTAURANTS INC DRI - $1,985,851.04 20,051.00
CELGENE CORP CELG - $1,974,780.70 19,238.00
WESTERN UNION CO WU - $1,971,922.48 97,427.00
DOWDUPONT INC DWDP - $1,959,841.84 25,784.00
KIMCO REALTY CORP KIM - $1,957,959.15 119,315.00
ANALOG DEVICES INC ADI - $1,951,161.30 20,295.00
CHURCH & DWIGHT CO INC CHD - $1,946,889.28 39,008.00
APPLIED MATERIALS INC AMAT - $1,943,908.40 33,866.00
CSRA INC CSRA - $1,938,218.88 60,268.00
KROGER CO KR - $1,934,980.04 65,107.00
SEMPRA ENERGY SRE - $1,932,409.68 18,232.00
T. ROWE PRICE GROUP INC TROW - $1,910,458.00 16,280.00
CA INC CA - $1,900,458.67 55,781.00
UDR INC UDR - $1,900,115.25 52,825.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $1,882,242.30 7,710.00
COOPER COS INC COO - $1,867,444.00 7,760.00
GAP INC GPS - $1,844,442.66 52,986.00
UNITED RENTALS INC URI - $1,800,884.35 9,805.00
AFFILIATED MANAGERS GROUP INC AMG - $1,780,588.00 8,399.00
WALGREENS BOOTS ALLIANCE INC WBA - $1,774,868.70 23,210.00
RALPH LAUREN CORP RL - $1,768,954.30 15,685.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,748,178.00 22,852.00
QUEST DIAGNOSTICS INC DGX - $1,745,939.46 16,941.00
LOWE'S COS INC LOW - $1,743,324.45 16,611.00
TEXAS INSTRUMENTS INC TXN - $1,738,430.40 14,880.00
NETFLIX INC NFLX - $1,732,595.14 7,859.00
WALT DISNEY CO DIS - $1,673,890.24 15,136.00
NAVIANT CORP NAVI - $1,670,991.20 122,867.00
NORFOLK SOUTHERN CORP NSC - $1,656,467.40 10,941.00
ALLIANCE DATA SYSTEMS CORP ADS - $1,642,396.86 6,273.00
MICHAEL KORS HOLDINGS LTD KORS - $1,616,270.26 24,541.00
EQUIFAX INC EFX - $1,584,644.25 12,725.00
PAYCHEX INC PAYX - $1,574,712.89 22,661.00
SCHLUMBERGER NV SLB - $1,574,710.52 20,606.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $1,555,996.26 26,182.00
AMERISOURCEBERGEN CORP ABC - $1,508,204.38 15,073.00
AVERY DENNISON CORP AVY - $1,494,787.46 12,319.00
NIELSEN HOLDINGS PLC NLSN - $1,484,735.95 40,445.00
WESTERN DIGITAL CORP WDC - $1,478,911.20 17,277.00
UNDER ARMOUR INC UAA - $1,416,765.42 99,702.00
INTUITIVE SURGICAL INC ISRG - $1,408,863.96 3,252.00
CHESAPEAKE ENERGY CORP CHK - $1,359,862.55 344,269.00
DR PEPPER SNAPPLE GROUP INC DPS - $1,358,824.05 14,103.00
DISH NETWORK CORP DISH - $1,354,450.76 29,926.00
CONCHO RESOURCES INC CXO - $1,331,988.32 8,528.00
ILLINOIS TOOL WORKS INC ITW - $1,324,530.44 7,682.00
GENERAL ELECTRIC CO GE - $1,323,498.96 81,396.00
CAPITAL ONE FINANCIAL CORP COF - $1,303,706.20 12,490.00
MASTERCARD INC MA - $1,300,106.19 7,793.00
REGENERON PHARMACEUTICALS INC REGN - $1,297,382.76 3,492.00
WAL-MART STORES INC WMT - $1,297,229.77 12,403.00
BEST BUY CO INC BBY - $1,288,557.90 16,765.00
TIME WARNER INC TWX - $1,285,100.40 13,765.00
PHILLIPS 66 PSX - $1,279,601.82 12,114.00
3M CO MMM - $1,247,352.68 5,026.00
PNC FINANCIAL SERVICES GROUP INC PNC - $1,224,767.25 7,889.00
HONEYWELL INTL INC HON - $1,224,452.04 7,716.00
PRICELINE COM INC PCLN - $1,224,444.61 641.00
TECHNIPFMC PLC FTI - $1,190,657.00 35,542.00
AES CORP AES - $1,179,946.75 100,421.00
CAMPBELL SOUP CO CPB - $1,164,609.25 24,575.00
DANAHER CORP DHR - $1,142,663.28 11,363.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,142,647.24 20,419.00
ENTERGY CORP ETR - $1,141,145.78 14,822.00
AMERIPRISE FINANCIAL INC AMP - $1,139,377.32 6,372.00
CLOROX CO CLX - $1,139,083.48 7,918.00
ALASKA AIR GROUP INC ALK - $1,134,729.12 16,474.00
KANSAS CITY SOUTHERN KSU - $1,134,650.00 10,315.00
ESSEX PROPERTY TRUST INC ESS - $1,127,766.09 5,043.00
ALIGN TECHNOLOGY INC ALGN - $1,124,995.50 4,175.00
MARSH & MCLENNAN COS INC MMC - $1,112,512.32 13,554.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $1,086,438.10 27,929.00
INTL BUSINESS MACHINES CORP IBM - $1,070,992.52 6,596.00
HUNTINGTON BANCSHARES INC HBAN - $1,066,763.94 67,474.00
WYNN RESORTS LTD WYNN - $1,043,888.04 5,811.00
HP INC HPQ - $1,041,117.30 43,929.00
ABBOTT LABORATORIES ABT - $1,037,391.21 17,491.00
MCDONALD'S CORP MCD - $1,035,937.84 5,882.00
H & R BLOCK INC HRB - $1,029,519.00 39,175.00
KLA-TENCOR CORP KLAC - $1,029,313.98 8,949.00
MOSAIC CO MOS - $1,022,917.21 38,557.00
CME GROUP INC CME - $1,019,790.80 6,610.00
INCYTE CORP INCY - $1,000,165.76 10,736.00
REGENCY CENTERS CORP REG - $994,110.53 15,589.00
BOSTON SCIENTIFIC CORP BSX - $986,579.65 35,681.00
DEERE & CO DE - $949,193.36 5,573.00
UNITED PARCEL SERVICE INC UPS - $939,944.04 7,063.00
NEWS CORP NWSA - $927,159.24 53,842.00
AFLAC INC AFL - $909,613.14 10,477.00
ALEXION PHARMACEUTICALS INC ALXN - $898,433.10 7,422.00
F5 NETWORKS INC FFIV - $855,594.16 6,166.00
VULCAN MATERIALS CO VMC - $846,908.16 6,272.00
CENTURYLINK INC CTL - $844,572.21 48,791.00
TOTAL SYSTEM SERVICES INC TSS - $837,411.75 10,059.00
MEDTRONIC INC MDT - $821,206.32 9,474.00
FEDERAL REIT FRT - $817,808.70 6,670.00
NORDSTROM INC JWN - $817,076.00 15,713.00
ANDEAVOR ANDV - $814,129.65 6,879.00
AMERICAN AIRLINES GROUP INC AAL - $807,904.90 13,915.00
PINNACLE WEST CAPITAL CORP PNW - $807,090.48 10,206.00
CF INDUSTRIES HOLDINGS INC CF - $796,894.70 19,730.00
E*TRADE FINANCIAL CORP ETFC - $774,629.88 14,271.00
SCRIPPS NETWORKS INTER-CL A SNI - $749,241.00 8,466.00
MASCO CORP MAS - $748,491.30 16,307.00
INTERPUBLIC GROUP OF COS INC IPG - $733,415.20 34,352.00
INTUIT INC INTU - $732,352.84 4,366.00
XEROX CORP XRX - $715,086.60 22,487.00
RAYTHEON CO RTN - $687,199.92 3,494.00
JUNIPER NETWORKS INC JNPR - $681,740.15 24,479.00
L BRANDS INC LB - $678,840.48 13,392.00
NETAPP INC NTAP - $673,422.66 10,674.00
ROCKWELL COLLINS INC COL - $660,678.33 4,799.00
MCCORMICK & CO INC MKC - $656,836.18 6,622.00
HUMANA INC HUM - $652,165.50 2,335.00
TYSON FOODS INC TSN - $648,336.15 8,085.00
SYNOPSYS INC SNPS - $647,436.51 6,991.00
MARATHON PETROLEUM CORP MPC - $633,135.23 8,807.00
FRANKLIN RESOURCES INC BEN - $631,736.97 14,073.00
SIGNET JEWELERS LTD SIG - $630,661.64 11,452.00
SIMON PROPERTY GROUP INC SPG - $630,188.88 3,837.00
KOHL'S CORP KSS - $613,060.58 9,077.00
MACY'S INC M - $610,750.12 22,612.00
O'REILLY AUTOMOTIVE INC ORLY - $583,989.78 2,139.00
IRON MOUNTAIN INC IRM - $549,953.04 15,496.00
TRAVELERS COS INC/THE TRV - $544,093.95 3,947.00
EXPEDIA INC EXPE - $540,940.68 4,284.00
ONEOK INC OKE - $527,096.16 9,038.00
XYLEM INC XYL - $526,740.75 7,325.00
NEWFIELD EXPLORATION CO NFX - $508,796.40 15,270.00
HORMEL FOODS CORP HRL - $468,877.64 13,489.00
RED HAT INC RHT - $467,489.28 3,712.00
J B HUNT TRANSPORT SERVICES INC JBHT - $448,457.08 3,628.00
ADVANCED MICRO DEVICES INC AMD - $447,599.68 35,552.00
HOLOGIC INC HOLX - $426,994.50 9,825.00
FOOT LOCKER INC FL - $422,165.68 8,408.00
PACCAR INC PCAR - $406,384.93 5,243.00
ACUITY BRANDS INC AYI - $385,197.15 2,361.00
HASBRO INC HAS - $376,163.84 4,064.00
AVAGO TECHNOLOGIES LTD AVGO - $355,097.87 1,333.00
QUANTA SERVICES INC PWR - $344,671.60 8,840.00
PUBLIC STORAGE PSA - $330,213.36 1,706.00
PAYPAL HOLDINGS INC PYPL - $294,865.28 3,517.00
UNIVERSAL HEALTH SERVICES INC UHS - $288,493.87 2,443.00
QUALCOMM INC QCOM - $281,141.28 4,132.00
INTL PAPER CO IP - $277,876.00 4,376.00
CATERPILLAR INC CAT - $277,086.66 1,626.00
ACCENTURE PLC ACN - $274,489.75 1,697.00
UNITED TECHNOLOGIES CORP UTX - $271,664.10 1,999.00
FMC CORP FMC - $264,907.28 2,948.00
LOGMEIN INC LOGM - $119.55 1.00
BIOVERATIV INC-W/I BIVV - $64.11 1.00
ADVANSIX INC ASIX - $38.86 1.00
CONDUENT INC CNDT - $16.60 1.00
KNOWLES CORP KN - $8.09 0.50
NET OTHER ASSETS / CASH - - $55,890,941.08 55,890,941.08