Ultra S&P500 - SSO Ultra S&P500

ProShares Ultra S&P500 seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P 500®.

This leveraged ProShares ETF seeks a return that is 2x the return of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compounding of daily returns, ProShares' returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse multiples and in funds with volatile benchmarks. Investors should monitor their holdings consistent with their strategies, as frequently as daily. For more on correlation, leverage and other risks, please read the prospectus.

  • Considerations for Geared Investing – Learn More

As of 6/22/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
S&P 500 INDEX SWAP DEUTSCHE BANK AG - 649,408,231.55 - 235,730.13
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 578,683,953.72 - 269,731.17
S&P 500 INDEX SWAP UBS AG - 494,008,208.39 - 179,321.13
S&P 500 INDEX SWAP SOCIETE GENERALE - 297,809,189.30 - 108,102.41
S&P 500 INDEX SWAP BNP PARIBAS - 238,051,412.25 - 86,410.81
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 140,108,342.70 - 50,858.23
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 122,784,679.28 - 44,569.88
S&P 500 INDEX SWAP CITIBANK NA - 117,587,248.29 - 42,683.25
S&P 500 INDEX SWAP BANK OF AMERICA NA - 103,083,606.76 - 37,418.54
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 90,108,295.52 - 32,708.61
S&P500 EMINI 09/21/2018 (ESU8) - 38,746,387.50 - 281.00
APPLE INC AAPL - $74,103,546.36 400,733.00
MICROSOFT CORP MSFT - $62,898,229.74 626,414.00
AMAZON.COM INC AMZN - $56,335,740.12 32,836.00
FACEBOOK INC FB - $39,452,072.66 195,559.00
BERKSHIRE HATHAWAY INC BRK.B - $29,644,512.84 156,924.00
JPMORGAN CHASE & CO JPM - $29,355,459.75 277,593.00
ALPHABET INC CL C GOOG - $28,599,285.48 24,751.00
ALPHABET INC CL A GOOGL - $28,472,211.50 24,350.00
EXXON MOBIL CORP XOM - $28,091,236.68 345,186.00
JOHNSON & JOHNSON JNJ - $26,862,282.68 218,677.00
BANK OF AMERICA CORP BAC - $22,287,512.00 768,800.00
INTEL CORP INTC - $19,946,430.00 379,932.00
UNITEDHEALTH GROUP INC UNH - $19,929,635.13 78,349.00
VISA INC V - $19,707,701.91 145,627.00
CHEVRON CORP CVX - $19,490,705.10 155,801.00
WELLS FARGO & CO WFC - $19,286,732.46 357,559.00
AT&T INC T - $18,761,687.07 592,038.09
HOME DEPOT INC HD - $18,566,015.68 94,048.00
PFIZER INC PFE - $17,412,276.18 476,918.00
VERIZON COMMUNICATIONS INC VZ - $16,762,949.76 336,876.00
CISCO SYSTEMS INC CSCO - $16,564,089.60 383,428.00
PROCTER & GAMBLE CO PG - $15,874,466.31 205,017.00
BOEING CO BA - $15,131,653.68 44,648.00
MASTERCARD INC MA - $15,061,234.44 74,753.00
NETFLIX INC NFLX - $14,569,440.69 35,441.00
CITIGROUP INC C - $13,970,678.40 207,897.00
COCA-COLA CO/THE KO - $13,504,380.00 312,240.00
MERCK & CO INC MRK - $13,482,952.74 219,342.00
WALT DISNEY CO DIS - $12,890,003.10 121,215.00
DOWDUPONT INC DWDP - $12,677,338.00 189,214.00
COMCAST CORP CMCSA - $12,658,565.43 374,403.00
PEPSICO INC PEP - $12,527,355.26 115,598.00
NVIDIA CORP NVDA - $12,419,264.55 49,489.00
ABBVIE INC ABBV - $11,551,343.93 123,557.00
ORACLE CORP ORCL - $10,714,888.80 242,968.00
MCDONALD'S CORP MCD - $10,533,832.80 64,016.00
PHILIP MORRIS INTL INC PM - $10,163,040.03 126,737.00
AMGEN INC AMGN - $10,053,459.85 54,299.00
WAL-MART STORES INC WMT - $10,004,603.82 117,951.00
INTL BUSINESS MACHINES CORP IBM - $9,833,511.84 69,603.00
ADOBE SYSTEMS INC ADBE - $9,782,231.76 40,152.00
MEDTRONIC INC MDT - $9,584,692.10 110,410.00
3M CO MMM - $9,511,386.00 48,404.00
GENERAL ELECTRIC CO GE - $9,240,966.00 708,120.00
UNION PACIFIC CORP UNP - $9,102,390.35 63,233.00
TEXAS INSTRUMENTS INC TXN - $8,969,160.18 79,811.00
ABBOTT LABORATORIES ABT - $8,853,579.72 142,938.00
ALTRIA GROUP INC MO - $8,798,699.18 154,309.00
HONEYWELL INTL INC HON - $8,769,312.00 60,898.00
BROADCOM INC AVGO - $8,697,428.19 33,489.00
ACCENTURE PLC ACN - $8,369,560.53 52,431.00
BOOKING HOLDINGS INC BKNG - $8,257,891.95 3,927.00
SALESFORCE.COM INC CRM - $7,764,020.07 57,507.00
PAYPAL HOLDINGS INC PYPL - $7,745,920.00 91,000.00
NIKE INC NKE - $7,679,235.97 104,579.00
UNITED TECHNOLOGIES CORP UTX - $7,574,988.81 60,663.00
COSTCO WHOLESALE CORP COST - $7,548,724.90 35,759.00
GILEAD SCIENCES INC GILD - $7,534,130.70 106,010.00
SCHLUMBERGER NV SLB - $7,518,879.40 112,930.00
BRISTOL-MYERS SQUIBB CO BMY - $7,348,232.10 133,265.00
QUALCOMM INC QCOM - $7,071,363.00 120,878.00
THERMO FISHER SCIENTIFIC INC TMO - $6,847,417.50 32,802.00
CATERPILLAR INC CAT - $6,821,795.12 48,748.00
ELI LILLY AND CO LLY - $6,691,105.92 77,876.00
LOWE'S COS INC LOW - $6,582,507.96 67,018.00
GOLDMAN SACHS GROUP INC GS - $6,473,212.80 28,640.00
CONOCOPHILLIPS COP - $6,465,873.10 95,395.00
U.S. BANCORP USB - $6,457,433.40 127,215.00
UNITED PARCEL SERVICE INC UPS - $6,392,214.00 56,220.00
NEXTERA ENERGY INC NEE - $6,315,034.80 38,436.00
LOCKHEED MARTIN CORP LMT - $6,063,343.14 20,253.00
CVS HEALTH CORP CVS - $5,982,855.84 82,888.00
STARBUCKS CORP SBUX - $5,765,114.88 112,512.00
AMERICAN EXPRESS CO AXP - $5,660,827.83 58,221.00
EOG RESOURCES INC EOG - $5,593,197.96 47,196.00
MORGAN STANLEY MS - $5,433,341.26 111,134.00
MICRON TECHNOLOGY INC MU - $5,399,204.70 94,557.00
CHARLES SCHWAB CORP SCHW - $5,374,710.00 97,900.00
PNC FINANCIAL SERVICES GROUP INC PNC - $5,334,561.44 38,279.00
BLACKROCK INC BLK - $5,256,673.44 10,056.00
OCCIDENTAL PETROLEUM CORP OXY - $5,202,625.22 62,434.00
BECTON DICKINSON AND CO BDX - $5,176,116.00 21,785.00
AMERICAN TOWER CORP AMT - $5,142,662.56 36,008.00
ANTHEM INC ANTM - $5,093,969.74 20,807.00
BIOGEN IDEC INC BIIB - $5,092,776.12 17,203.00
AETNA INC AET - $5,091,645.48 26,669.00
AUTOMATIC DATA PROCESSING INC ADP - $4,995,556.44 35,916.00
DANAHER CORP DHR - $4,977,015.30 50,121.00
MONDELEZ INTL INC MDLZ - $4,966,861.90 120,263.00
TJX COS INC TJX - $4,861,060.08 51,126.00
FEDEX CORP FDX - $4,846,037.88 20,044.00
ALLERGAN PLC AGN - $4,794,022.48 27,644.00
CHUBB LTD CB - $4,761,430.88 37,976.00
ACTIVISION BLIZZARD INC ATVI - $4,715,394.78 62,061.00
WALGREENS BOOTS ALLIANCE INC WBA - $4,701,058.52 69,532.00
BANK OF NEW YORK MELLON CORP BK - $4,676,256.75 82,401.00
CME GROUP INC CME - $4,675,676.04 27,762.00
CSX CORP CSX - $4,623,219.04 71,368.00
COLGATE-PALMOLIVE CO CL - $4,596,550.23 71,121.00
CELGENE CORP CELG - $4,541,086.40 57,628.00
RAYTHEON CO RTN - $4,528,766.22 23,419.00
CHARTER COMMUNICATIONS INC CHTR - $4,519,729.30 15,101.00
STRYKER CORP SYK - $4,506,916.00 26,203.00
INTUITIVE SURGICAL INC ISRG - $4,463,410.77 9,237.00
NORTHROP GRUMMAN CORP NOC - $4,436,557.02 14,217.00
DUKE ENERGY CORP DUK - $4,425,434.22 57,154.00
SIMON PROPERTY GROUP INC SPG - $4,364,289.65 25,249.00
GENERAL MOTORS CO GM - $4,266,116.25 103,421.00
GENERAL DYNAMICS CORP GD - $4,265,216.36 22,522.00
S&P GLOBAL INC SPGI - $4,227,905.15 20,489.00
TWENTY-FIRST CENTURY FOX INC FOXA - $4,177,348.96 85,936.00
INTUIT INC INTU - $4,093,440.54 19,873.00
AMERICAN INTL GROUP INC AIG - $3,985,818.48 73,188.00
VALERO ENERGY CORP VLO - $3,943,327.92 35,133.00
APPLIED MATERIALS INC AMAT - $3,941,688.52 82,187.00
PHILLIPS 66 PSX - $3,832,988.34 34,217.00
METLIFE INC MET - $3,788,353.38 82,878.00
DEERE & CO DE - $3,785,271.63 26,439.00
SOUTHERN CO/THE SO - $3,778,317.18 82,478.00
CAPITAL ONE FINANCIAL CORP COF - $3,768,001.59 39,659.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $3,759,420.30 47,769.00
FORD MOTOR CO F - $3,717,736.35 319,119.00
PRAXAIR INC PX - $3,705,062.06 23,429.00
BOSTON SCIENTIFIC CORP BSX - $3,669,652.14 112,497.00
EXPRESS SCRIPTS HOLDING CO ESRX - $3,628,575.54 45,798.00
EMERSON ELECTRIC CO EMR - $3,589,291.77 51,371.00
DOMINION RESOURCES INC D - $3,561,475.76 53,204.00
ELECTRONIC ARTS INC EA - $3,533,901.42 25,017.00
INTERCONTINENTAL EXCHANGE INC ICE - $3,532,504.80 47,226.00
ILLINOIS TOOL WORKS INC ITW - $3,516,412.68 24,858.00
CROWN CASTLE INTL CORP CCI - $3,503,855.60 33,821.00
NORFOLK SOUTHERN CORP NSC - $3,497,325.52 23,036.00
CIGNA CORP CI - $3,452,702.72 19,834.00
ILLUMINA INC ILMN - $3,387,560.25 11,985.00
ZOETIS INC ZTS - $3,385,599.00 39,450.00
MARSH & MCLENNAN COS INC MMC - $3,375,547.20 41,367.00
HUMANA INC HUM - $3,367,275.50 11,225.00
VERTEX PHARMACEUTICALS INC VRTX - $3,307,331.44 20,776.00
TARGET CORP TGT - $3,305,230.68 43,467.00
PRUDENTIAL FINANCIAL INC PRU - $3,304,449.50 34,243.00
HALLIBURTON CO HAL - $3,300,986.18 71,419.00
BB&T CORP BBT - $3,281,054.14 63,574.00
EXELON CORP EXC - $3,266,382.00 78,708.00
MARRIOTT INTL INC MAR - $3,209,162.00 24,200.00
HP INC HPQ - $3,184,939.80 133,821.00
CONSTELLATION BRANDS INC STZ - $3,171,360.96 13,698.00
ANADARKO PETROLEUM CORP APC - $3,112,249.45 41,995.00
KRAFT HEINZ CO/THE KHC - $3,078,706.26 48,706.00
ANALOG DEVICES INC ADI - $2,996,382.51 30,239.00
BAXTER INTL INC BAX - $2,985,137.12 40,166.00
ECOLAB INC ECL - $2,940,016.77 21,171.00
STATE STREET CORP STT - $2,923,786.88 29,792.00
LYONDELLBASELL INDUSTRIES NV LYB - $2,909,945.22 26,211.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $2,904,718.44 26,988.00
PROGRESSIVE CORP PGR - $2,885,955.96 47,482.00
KIMBERLY-CLARK CORP KMB - $2,875,726.57 28,481.00
EBAY INC EBAY - $2,870,729.03 75,367.00
AIR PRODUCTS AND CHEMICALS INC APD - $2,824,889.60 17,870.00
PROLOGIS INC PLD - $2,795,877.25 43,475.00
ESTEE LAUDER COS INC EL - $2,792,807.66 18,262.00
AFLAC INC AFL - $2,789,228.61 63,119.00
DELTA AIR LINES INC DAL - $2,773,915.52 52,616.00
PUBLIC STORAGE PSA - $2,760,327.36 12,216.00
TRAVELERS COS INC/THE TRV - $2,741,374.35 22,035.00
MARATHON PETROLEUM CORP MPC - $2,734,651.34 37,657.00
AON PLC AON - $2,733,885.90 19,935.00
EATON CORP PLC ETN - $2,730,663.27 35,653.00
TE CONNECTIVITY LTD TEL - $2,715,676.11 28,547.00
EQUINIX INC EQIX - $2,713,375.08 6,478.00
AMERICAN ELECTRIC POWER CO INC AEP - $2,704,506.60 40,156.00
KINDER MORGAN INC KMI - $2,689,919.98 154,682.00
SHERWIN-WILLIAMS CO SHW - $2,658,824.56 6,712.00
WASTE MANAGEMENT INC WM - $2,655,532.16 32,432.00
ROSS STORES INC ROST - $2,654,288.58 30,871.00
SYSCO CORP SYY - $2,649,097.62 39,078.00
ALLSTATE CORP ALL - $2,643,321.68 28,657.00
EDWARDS LIFESCIENCES CORP EW - $2,627,070.95 17,185.00
PIONEER NATURAL RESOURCES CO PXD - $2,579,606.75 13,895.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $2,566,720.86 75,514.00
SUNTRUST BANKS INC STI - $2,557,668.53 37,897.00
FISERV INC FISV - $2,522,602.17 33,381.00
SEMPRA ENERGY SRE - $2,479,539.90 21,535.00
MCKESSON CORP MCK - $2,452,500.24 16,473.00
TWITTER INC TWTR - $2,449,441.44 53,388.00
AUTODESK INC ADSK - $2,438,478.13 17,863.00
HCA HOLDINGS INC HCA - $2,431,857.42 22,783.00
T. ROWE PRICE GROUP INC TROW - $2,428,143.00 19,741.00
MOODY'S CORP MCO - $2,346,844.92 13,612.00
ONEOK INC OKE - $2,345,784.84 33,516.00
LAM RESEARCH CORP LRCX - $2,336,612.50 13,375.00
ROPER TECHNOLOGIES INC ROP - $2,323,286.42 8,411.00
ALEXION PHARMACEUTICALS INC ALXN - $2,314,247.37 18,141.00
SOUTHWEST AIRLINES CO LUV - $2,257,565.90 43,490.00
WEYERHAEUSER CO WY - $2,197,232.00 61,720.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $2,197,127.94 41,191.00
AMPHENOL CORP APH - $2,192,179.20 24,576.00
GENERAL MILLS INC GIS - $2,185,844.36 48,338.00
VF CORP VFC - $2,177,696.52 26,694.00
PPG INDUSTRIES INC PPG - $2,142,977.76 20,328.00
ARCHER DANIELS MIDLAND CO ADM - $2,121,349.23 45,591.00
YUM! BRANDS INC YUM - $2,117,646.72 26,352.00
CARNIVAL CORP CCL - $2,102,779.47 33,099.00
CENTENE CORP CNC - $2,101,162.40 16,729.00
REGENERON PHARMACEUTICALS INC REGN - $2,093,402.82 6,306.00
DISCOVER FINANCIAL SERVICES DFS - $2,088,945.84 28,452.00
ALIGN TECHNOLOGY INC ALGN - $2,077,580.87 5,881.00
APTIV PLC APTV - $2,077,532.88 21,587.00
DOLLAR GENERAL CORP DG - $2,075,508.60 20,724.00
RED HAT INC RHT - $2,059,040.04 14,486.00
M&T BANK CORP MTB - $2,048,256.18 11,841.00
SYNCHRONY FINANCIAL SYF - $1,974,215.72 57,844.00
KROGER CO KR - $1,967,585.99 66,271.00
FORTIVE CORP FTV - $1,946,622.72 25,008.00
WESTERN DIGITAL CORP WDC - $1,943,952.96 24,397.00
CORNING INC GLW - $1,928,744.51 67,699.00
AVALONBAY COMMUNITIES INC AVB - $1,924,912.44 11,268.00
CONSOLIDATED EDISON INC ED - $1,919,303.84 25,334.00
O'REILLY AUTOMOTIVE INC ORLY - $1,910,976.48 6,678.00
MONSTER BEVERAGE CORP MNST - $1,904,241.40 33,490.00
HEWLETT PACKARD ENTERPRISE CO HPE - $1,897,334.28 124,497.00
EQUITY RESIDENTIAL EQR - $1,894,862.40 30,020.00
DXC TECHNOLOGY CO DXC - $1,877,256.15 23,219.00
WILLIAMS COS INC WMB - $1,865,202.48 67,482.00
MICROCHIP TECHNOLOGY INC MCHP - $1,857,277.96 19,163.00
ZIMMER HOLDINGS INC ZBH - $1,852,086.72 16,572.00
NORTHERN TRUST CORP NTRS - $1,850,173.90 17,243.00
DEVON ENERGY CORP DVN - $1,846,887.44 42,673.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,842,137.73 22,779.00
INGERSOLL-RAND PLC IR - $1,834,804.16 20,216.00
PAYCHEX INC PAYX - $1,830,565.18 26,069.00
XCEL ENERGY INC XEL - $1,819,248.80 41,488.00
DIGITAL REALTY TRUST INC DLR - $1,811,580.99 16,791.00
PG&E CORP PCG - $1,807,146.60 42,105.00
FREEPORT-MCMORAN INC FCX - $1,805,983.32 109,853.00
ROCKWELL COLLINS INC COL - $1,800,553.30 13,390.00
DR PEPPER SNAPPLE GROUP INC DPS - $1,798,227.15 14,695.00
WELLTOWER INC HCN - $1,790,868.40 30,328.00
INTL PAPER CO IP - $1,789,333.00 33,761.00
PACCAR INC PCAR - $1,781,563.24 28,684.00
KEYCORP KEY - $1,765,783.20 86,558.00
TWENTY-FIRST CENTURY FOX INC FOX - $1,731,268.45 35,807.00
AMERIPRISE FINANCIAL INC AMP - $1,725,584.40 11,790.00
ROCKWELL AUTOMATION INC ROK - $1,719,779.24 10,238.00
CUMMINS INC CMI - $1,718,039.40 12,628.00
NUCOR CORP NUE - $1,716,830.80 25,934.00
PARKER HANNIFIN CORP PH - $1,705,999.20 10,840.00
STANLEY BLACK & DECKER INC SWK - $1,698,435.00 12,581.00
REGIONS FINANCIAL CORP RF - $1,696,810.63 91,571.00
DOLLAR TREE INC DLTR - $1,686,475.13 19,387.00
TYSON FOODS INC TSN - $1,683,366.94 24,263.00
FIFTH THIRD BANCORP FITB - $1,682,258.90 55,889.00
NETAPP INC NTAP - $1,681,114.24 21,844.00
WILLIS TOWERS WATSON PLC WLTW - $1,657,220.00 10,750.00
EDISON INTL EIX - $1,638,937.10 26,563.00
AGILENT TECHNOLOGIES INC A - $1,637,939.94 26,086.00
NEWMONT MINING CORP NEM - $1,629,360.16 43,496.00
CITIZENS FINANCIAL GROUP INC CFG - $1,627,474.78 39,521.00
VENTAS INC VTR - $1,617,794.50 29,050.00
PPL CORP PPL - $1,610,650.44 56,994.00
MYLAN INC MYL - $1,610,016.06 42,026.00
WEC ENERGY GROUP INC WEC - $1,602,472.54 25,726.00
FLEETCOR TECHNOLOGIES INC FLT - $1,580,793.48 7,308.00
BOSTON PROPERTIES INC BXP - $1,580,676.00 12,585.00
IDEXX LABORATORIES INC IDXX - $1,578,800.70 7,083.00
CBS CORP CBS - $1,578,584.70 27,841.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $1,577,533.33 8,341.00
MOTOROLA SOLUTIONS INC MSI - $1,555,890.78 13,218.00
CONCHO RESOURCES INC CXO - $1,547,933.44 12,154.00
ROYAL CARIBBEAN CRUISES LTD RCL - $1,540,617.05 13,811.00
CERNER CORP CERN - $1,537,176.81 25,701.00
ANDEAVOR ANDV - $1,530,926.80 11,336.00
BEST BUY CO INC BBY - $1,524,894.96 19,996.00
SBA COMMUNICATIONS CORP SBAC - $1,522,067.52 9,392.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,511,976.00 29,200.00
MARATHON OIL CORP MRO - $1,494,170.28 69,561.00
AUTOZONE INC AZO - $1,490,634.54 2,173.00
CENTURYLINK INC CTL - $1,490,400.66 80,043.00
GLOBAL PAYMENTS INC GPN - $1,488,115.20 13,008.00
IHS MARKIT LTD INFO - $1,487,941.25 29,033.00
DTE ENERGY CO DTE - $1,486,258.20 14,796.00
ABIOMED INC ABMD - $1,472,441.34 3,446.00
SKYWORKS SOLUTIONS INC SWKS - $1,462,974.75 14,845.00
NORTHEAST UTILITIES SYSTEM ES - $1,447,591.08 25,836.00
NOBLE ENERGY INC NBL - $1,425,051.76 39,497.00
VULCAN MATERIALS CO VMC - $1,418,061.46 10,778.00
OMNICOM GROUP INC OMC - $1,406,612.30 18,530.00
AMERICAN AIRLINES GROUP INC AAL - $1,404,659.50 33,970.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,401,469.16 19,214.00
TEXTRON INC TXT - $1,399,810.44 20,874.00
E*TRADE FINANCIAL CORP ETFC - $1,397,098.81 21,517.00
APACHE CORP APA - $1,394,587.32 31,157.00
HARRIS CORP HRS - $1,391,016.00 9,680.00
HUNTINGTON BANCSHARES INC HBAN - $1,382,881.50 90,090.00
XILINX INC XLNX - $1,378,641.80 20,660.00
HESS CORP HES - $1,378,504.93 21,349.00
AMETEK INC AME - $1,378,240.00 18,880.00
KELLOGG CO K - $1,372,331.40 20,361.00
CARDINAL HEALTH INC CAH - $1,367,367.38 25,331.00
VERISK ANALYTICS INC VRSK - $1,366,426.85 12,665.00
SEAGATE TECHNOLOGY PLC STX - $1,362,580.88 23,404.00
CLOROX CO CLX - $1,361,031.78 10,558.00
TRANSDIGM GROUP INC TDG - $1,360,404.00 3,975.00
KLA-TENCOR CORP KLAC - $1,354,271.04 12,709.00
SVB FINANCIAL GROUP SIVB - $1,339,624.23 4,319.00
COMERICA INC CMA - $1,337,877.92 14,018.00
CINTAS CORP CTAS - $1,329,464.24 7,048.00
NATIONAL OILWELL VARCO INC NOV - $1,326,862.20 31,147.00
W W GRAINGER INC GWW - $1,297,087.60 4,156.00
HOST HOTELS & RESORTS INC HST - $1,294,667.64 60,442.00
FIRSTENERGY CORP FE - $1,282,539.50 36,550.00
REPUBLIC SERVICES INC RSG - $1,267,761.13 18,181.00
ESSEX PROPERTY TRUST INC ESS - $1,267,521.30 5,385.00
RESMED INC RMD - $1,255,981.41 11,637.00
REALTY INCOME CORP O - $1,246,996.86 23,187.00
L3 TECHNOLOGIES INC LLL - $1,242,301.86 6,399.00
EQUIFAX INC EFX - $1,241,566.20 9,807.00
QUEST DIAGNOSTICS INC DGX - $1,240,730.96 11,074.00
AMERISOURCEBERGEN CORP ABC - $1,239,903.50 13,261.00
WATERS CORP WAT - $1,238,441.56 6,388.00
MSCI INC MSCI - $1,238,432.54 7,258.00
CONAGRA FOODS INC CAG - $1,236,838.20 32,084.00
EXPEDIA INC EXPE - $1,230,074.82 9,854.00
MGM RESORTS INTL MGM - $1,228,539.92 40,856.00
ANSYS INC ANSS - $1,228,162.68 6,849.00
IQVIA HOLDINGS INC IQV - $1,212,851.20 11,680.00
WESTROCK CO WRK - $1,212,036.76 20,908.00
AMERICAN WATER WORKS CO INC AWK - $1,211,008.14 14,517.00
PRINCIPAL FINANCIAL GROUP INC PFG - $1,208,656.90 21,715.00
METTLER-TOLEDO INTL INC MTD - $1,205,964.01 2,071.00
EVERGY INC EVRG - $1,203,777.28 22,112.00
CBRE GROUP INC CBG - $1,203,017.60 24,652.00
EASTMAN CHEMICAL CO EMN - $1,188,225.51 11,639.00
FASTENAL CO FAST - $1,186,436.68 23,452.00
ENTERGY CORP ETR - $1,182,536.03 14,743.00
XL GROUP LTD XL - $1,182,406.70 21,058.00
TOTAL SYSTEM SERVICES INC TSS - $1,178,027.50 13,525.00
WYNN RESORTS LTD WYNN - $1,174,816.70 6,905.00
MARTIN MARIETTA MATERIALS INC MLM - $1,167,398.19 5,133.00
AMEREN CORP AEE - $1,165,678.20 19,865.00
LINCOLN NATIONAL CORP LNC - $1,165,612.47 17,831.00
CARMAX INC KMX - $1,164,198.42 14,518.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $1,164,131.36 4,661.00
TECHNIPFMC PLC FTI - $1,144,350.90 35,385.00
LENNAR CORP LEN - $1,142,118.40 22,307.00
D.R. HORTON INC DHI - $1,141,081.50 28,002.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $1,119,838.72 9,614.00
AKAMAI TECHNOLOGIES INC AKAM - $1,117,331.52 13,911.00
GENUINE PARTS CO GPC - $1,113,130.56 11,964.00
BAKER HUGHES A GE CO BHGE - $1,110,844.00 33,950.00
TIFFANY & CO TIF - $1,110,263.02 8,306.00
TAPESTRY INC TPR - $1,109,237.82 23,466.00
CITRIX SYSTEMS INC CTXS - $1,107,538.47 10,497.00
EQT CORP EQT - $1,103,821.84 20,563.00
DARDEN RESTAURANTS INC DRI - $1,098,824.91 10,093.00
MOHAWK INDUSTRIES INC MHK - $1,095,367.90 5,170.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,090,768.96 9,326.00
VERISIGN INC VRSN - $1,085,448.36 7,827.00
SYNOPSYS INC SNPS - $1,070,569.88 12,149.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $1,067,090.76 8,397.00
GGP INC GGP - $1,064,920.50 51,570.00
BROWN-FORMAN CORP BF.B - $1,063,742.36 21,356.00
INCYTE CORP INCY - $1,061,886.32 14,344.00
ADVANCED MICRO DEVICES INC AMD - $1,061,380.80 67,176.00
UNITED RENTALS INC URI - $1,056,139.20 6,816.00
HERSHEY CO HSY - $1,055,789.31 11,393.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $1,054,118.82 14,241.00
SYMANTEC CORP SYMC - $1,049,965.28 50,674.00
MCCORMICK & CO INC MKC - $1,049,017.92 9,888.00
CMS ENERGY CORP CMS - $1,046,710.40 23,035.00
MOLSON COORS BREWING CO TAP - $1,041,304.74 15,087.00
LOEWS CORP L - $1,041,190.73 21,349.00
VORNADO REALTY TRUST VNO - $1,039,127.85 14,109.00
NEWELL RUBBERMAID INC NWL - $1,037,889.79 39,599.00
HOLLYFRONTIER CORP HFC - $1,024,708.86 14,394.00
BALL CORP BLL - $1,022,501.34 28,474.00
EXTRA SPACE STORAGE INC EXR - $1,020,694.14 10,282.00
RAYMOND JAMES FINANCIAL INC RJF - $1,016,275.68 10,584.00
KOHL'S CORP KSS - $1,012,863.28 13,717.00
CHURCH & DWIGHT CO INC CHD - $1,010,119.13 19,951.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,008,308.08 22,984.00
C.H. ROBINSON WORLDWIDE INC CHRW - $1,005,900.72 11,352.00
GARTNER INC IT - $1,004,102.40 7,440.00
ARTHUR J. GALLAGHER & CO. AJG - $991,756.40 14,860.00
J M SMUCKER CO SJM - $978,980.31 9,261.00
FMC CORP FMC - $975,404.98 10,967.00
XYLEM INC XYL - $974,755.05 14,669.00
MASCO CORP MAS - $962,982.60 25,315.00
CBOE HOLDINGS INC CBOE - $962,771.58 9,171.00
PVH CORP PVH - $955,366.56 6,282.00
HCP INC HCP - $950,655.64 38,302.00
COOPER COS INC COO - $948,208.31 3,997.00
HENRY SCHEIN INC HSIC - $937,882.33 12,557.00
CHIPOTLE MEXICAN GRILL INC CMG - $937,060.36 1,994.00
CENTERPOINT ENERGY INC CNP - $936,464.98 35,179.00
MACY'S INC M - $934,963.97 24,979.00
ALLIANCE DATA SYSTEMS CORP ADS - $929,679.98 3,929.00
INVESCO LTD IVZ - $925,328.70 33,490.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $923,803.66 9,277.00
CA INC CA - $920,921.25 25,475.00
DOVER CORP DOV - $919,846.34 12,611.00
KANSAS CITY SOUTHERN KSU - $905,762.20 8,365.00
HOLOGIC INC HOLX - $900,599.14 22,259.00
J B HUNT TRANSPORT SERVICES INC JBHT - $894,347.40 6,980.00
ZIONS BANCORP ZION - $892,101.21 16,071.00
NASDAQ OMX GROUP INC NDAQ - $891,820.80 9,528.00
PACKAGING CORP OF AMERICA PKG - $886,733.76 7,692.00
VARIAN MEDICAL SYSTEMS INC VAR - $883,382.40 7,461.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $875,733.84 16,854.00
VIACOM INC VIAB - $871,397.84 28,778.00
CF INDUSTRIES HOLDINGS INC CF - $861,877.80 19,026.00
FRANKLIN RESOURCES INC BEN - $854,939.40 25,986.00
F5 NETWORKS INC FFIV - $854,435.01 4,983.00
CABOT OIL & GAS CORP COG - $850,679.10 36,810.00
HASBRO INC HAS - $849,781.92 9,269.00
NIELSEN HOLDINGS PLC NLSN - $849,607.12 27,301.00
QORVO INC QRVO - $846,181.65 10,313.00
ALBEMARLE CORP ALB - $844,037.26 9,031.00
ADVANCE AUTO PARTS INC AAP - $838,098.60 6,036.00
DUKE REALTY CORP DRE - $837,174.84 29,109.00
DENTSPLY SIRONA INC XRAY - $833,507.85 18,543.00
CINCINNATI FINANCIAL CORP CINF - $832,312.86 12,179.00
LKQ CORP LKQ - $830,000.37 25,251.00
MOSAIC CO MOS - $825,823.60 28,595.00
DAVITA HEALTHCARE PARTNERS INC DVA - $818,934.90 11,382.00
UNIVERSAL HEALTH SERVICES INC UHS - $817,261.06 7,106.00
MICHAEL KORS HOLDINGS LTD KORS - $814,218.60 12,220.00
UDR INC UDR - $812,284.14 21,818.00
IRON MOUNTAIN INC IRM - $803,110.00 22,946.00
INTL FLAVORS & FRAGRANCES INC IFF - $801,925.60 6,436.00
HORMEL FOODS CORP HRL - $798,629.13 22,019.00
PERRIGO CO PLC PRGO - $794,354.34 10,499.00
WESTERN UNION CO WU - $794,081.82 37,563.00
ALLIANT ENERGY CORP LNT - $775,450.48 18,872.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $772,618.88 3,628.00
EVEREST RE GROUP LTD RE - $768,430.00 3,341.00
TRACTOR SUPPLY CO TSCO - $764,734.35 9,951.00
WHIRLPOOL CORP WHR - $760,859.00 5,260.00
JUNIPER NETWORKS INC JNPR - $760,353.57 28,467.00
CIMAREX ENERGY CO XEC - $760,125.89 7,781.00
NRG ENERGY INC NRG - $756,546.78 24,389.00
REGENCY CENTERS CORP REG - $753,225.56 12,017.00
INTERPUBLIC GROUP OF COS INC IPG - $751,539.12 31,432.00
FEDERAL REIT FRT - $749,891.70 5,970.00
SNAP-ON INC SNA - $736,717.38 4,614.00
SL GREEN REALTY CORP SLG - $732,362.31 7,209.00
DISCOVERY COMMUNICATIONS INC DISCK - $731,088.75 27,851.00
BORGWARNER INC BWA - $726,039.18 16,102.00
L BRANDS INC LB - $725,581.44 19,776.00
TORCHMARK CORP TMK - $720,484.80 8,610.00
AVERY DENNISON CORP AVY - $719,394.00 7,176.00
IPG PHOTONICS CORP IPGP - $717,976.25 3,065.00
PINNACLE WEST CAPITAL CORP PNW - $714,474.54 9,126.00
A. O. SMITH CORP AOS - $712,873.56 11,828.00
ROBERT HALF RHI - $703,638.00 10,075.00
NEKTAR THERAPEUTICS NKTR - $694,237.60 13,136.00
AES CORP AES - $693,449.78 53,923.00
NISOURCE INC NI - $689,300.36 27,506.00
UNUM GROUP UNM - $685,149.65 18,035.00
AFFILIATED MANAGERS GROUP INC AMG - $684,811.98 4,429.00
PERKINELMER INC PKI - $670,727.20 9,020.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $657,309.25 11,897.00
DISH NETWORK CORP DISH - $651,630.06 18,666.00
HANESBRANDS INC HBI - $645,206.76 29,381.00
JACOBS ENGINEERING GROUP INC JEC - $636,724.80 9,826.00
ALASKA AIR GROUP INC ALK - $632,245.50 10,050.00
KIMCO REALTY CORP KIM - $620,091.80 34,642.00
PULTEGROUP INC PHM - $616,352.48 21,416.00
CAMPBELL SOUP CO CPB - $605,518.20 15,687.00
ALLEGION PLC ALLE - $601,553.67 7,743.00
HARLEY-DAVIDSON INC HOG - $599,885.49 13,569.00
FLIR SYSTEMS INC FLIR - $597,779.84 11,186.00
RALPH LAUREN CORP RL - $591,119.88 4,538.00
GAP INC GPS - $590,702.49 17,691.00
ARCONIC INC ARNC - $590,299.68 34,642.00
JEFFERIES FINANCIAL GROUP IN JEF - $576,694.27 24,719.00
SEALED AIR CORP SEE - $572,203.45 13,139.00
COTY INC COTY - $569,398.27 38,551.00
FLUOR CORP FLR - $567,598.24 11,462.00
HELMERICH & PAYNE INC HP - $565,464.90 8,877.00
PENTAIR PLC PNR - $563,413.95 13,235.00
GARMIN LTD GRMN - $546,225.87 9,069.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $543,821.31 12,829.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $526,115.10 28,362.00
FOOT LOCKER INC FL - $525,605.40 9,630.00
MACERICH CO MAC - $511,087.50 8,850.00
NEWFIELD EXPLORATION CO NFX - $500,733.00 16,284.00
TRIPADVISOR INC TRIP - $495,038.42 8,737.00
NEWS CORP NWSA - $494,343.36 31,248.00
NORDSTROM INC JWN - $492,493.68 9,576.00
MATTEL INC MAT - $491,383.44 28,047.00
GOODYEAR TIRE & RUBBER CO/THE GT - $481,590.39 19,553.00
LEGGETT & PLATT INC LEG - $467,614.07 10,703.00
XEROX CORP XRX - $460,468.80 17,442.00
STERICYCLE INC SRCL - $448,342.02 6,977.00
ENVISION HEALTHCARE CORP EVHC - $441,215.00 9,875.00
ASSURANT INC AIZ - $439,781.52 4,296.00
FLOWSERVE CORP FLS - $435,106.93 10,667.00
SCANA CORP SCG - $430,352.28 11,628.00
QUANTA SERVICES INC PWR - $416,893.46 12,197.00
H & R BLOCK INC HRB - $392,311.00 17,057.00
DISCOVERY COMMUNICATIONS INC DISCA - $357,798.88 12,724.00
BRIGHTHOUSE FINANCIAL INC BHF - $347,555.88 7,812.00
UNDER ARMOUR INC UAA - $339,347.94 15,163.00
UNDER ARMOUR INC-CLASS C UA - $319,251.24 15,356.00
NEWS CORP NWS - $159,344.40 9,928.00
NET OTHER ASSETS / CASH - - $484,037,424.00 484,037,424.00