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 its underlying 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 as frequently as daily. For more on risks, please read the prospectus.

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As of 12/12/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 863,825,806.04 - 414,836.17
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 664,495,687.46 - 250,651.88
S&P 500 INDEX SWAP SOCIETE GENERALE - 376,590,903.79 - 142,052.41
S&P 500 INDEX SWAP BANK OF AMERICA NA - 214,565,800.59 - 80,935.54
S&P 500 INDEX SWAP DEUTSCHE BANK AG - 184,106,562.46 - 69,446.13
S&P 500 INDEX SWAP BNP PARIBAS - 133,936,854.84 - 50,521.81
S&P500 EMINI 12/21/2018 (ESZ8) - 113,086,475.00 - 853.00
S&P 500 INDEX SWAP UBS AG - 80,163,412.55 - 30,238.13
S&P 500 INDEX SWAP CITIBANK NA - 71,950,718.47 - 27,140.25
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 55,731,424.49 - 21,022.23
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 54,250,462.56 - 20,463.61
MICROSOFT CORP MSFT - $62,454,190.32 572,554.00
APPLE INC AAPL - $57,933,660.00 342,600.00
AMAZON.COM INC AMZN - $50,884,361.52 30,588.00
BERKSHIRE HATHAWAY INC BRK.B - $29,472,786.32 145,559.00
JOHNSON & JOHNSON JNJ - $29,464,718.40 200,304.00
FACEBOOK INC FB - $26,021,849.00 180,082.00
JPMORGAN CHASE & CO JPM - $25,350,261.86 250,943.00
ALPHABET INC CL C GOOG - $24,458,257.92 22,994.00
EXXON MOBIL CORP XOM - $24,031,138.32 316,116.00
ALPHABET INC CL A GOOGL - $23,967,801.06 22,322.00
UNITEDHEALTH GROUP INC UNH - $19,450,084.88 71,867.00
PFIZER INC PFE - $19,329,052.80 437,705.00
VISA INC V - $18,280,134.60 132,657.00
VERIZON COMMUNICATIONS INC VZ - $17,662,254.75 308,511.00
PROCTER & GAMBLE CO PG - $17,476,039.68 185,856.00
BANK OF AMERICA CORP BAC - $17,006,483.52 693,576.00
CHEVRON CORP CVX - $16,541,753.40 143,070.00
INTEL CORP INTC - $16,467,008.06 344,282.00
AT&T INC T - $16,353,415.52 542,222.00
CISCO SYSTEMS INC CSCO - $16,185,536.66 341,323.00
MERCK & CO INC MRK - $15,491,069.78 198,578.00
WELLS FARGO & CO WFC - $15,450,525.86 323,639.00
HOME DEPOT INC HD - $14,882,411.88 85,428.00
COCA-COLA CO/THE KO - $14,066,829.90 285,795.00
MASTERCARD INC MA - $13,643,153.93 68,117.00
BOEING CO BA - $13,033,297.55 39,895.00
COMCAST CORP CMCSA - $12,625,415.76 341,412.00
WALT DISNEY CO DIS - $12,460,583.87 111,047.00
PEPSICO INC PEP - $12,355,200.00 105,600.00
MCDONALD'S CORP MCD - $10,627,895.52 57,924.00
CITIGROUP INC C - $10,518,865.92 187,904.00
ABBVIE INC ABBV - $10,018,002.00 113,070.00
ORACLE CORP ORCL - $9,986,933.32 211,051.00
WAL-MART STORES INC WMT - $9,976,643.39 107,149.00
PHILIP MORRIS INTL INC PM - $9,728,819.76 116,068.00
MEDTRONIC INC MDT - $9,651,587.82 100,842.00
ABBOTT LABORATORIES ABT - $9,500,342.05 130,985.00
AMGEN INC AMGN - $9,492,691.71 48,331.00
DOWDUPONT INC DWDP - $9,363,798.45 172,287.00
ADOBE SYSTEMS INC ADBE - $8,976,325.80 36,556.00
NETFLIX INC NFLX - $8,937,998.08 32,516.00
3M CO MMM - $8,751,278.38 43,798.00
INTL BUSINESS MACHINES CORP IBM - $8,257,538.64 68,154.00
BROADCOM INC AVGO - $8,218,515.36 32,232.00
ELI LILLY AND CO LLY - $8,159,874.10 71,365.00
UNION PACIFIC CORP UNP - $8,135,083.42 55,213.00
SALESFORCE.COM INC CRM - $7,914,804.82 56,498.00
HONEYWELL INTL INC HON - $7,667,765.63 55,447.00
PAYPAL HOLDINGS INC PYPL - $7,644,610.50 88,377.00
ACCENTURE PLC ACN - $7,587,904.94 47,837.00
ALTRIA GROUP INC MO - $7,506,677.47 140,759.00
COSTCO WHOLESALE CORP COST - $7,456,577.40 32,733.00
THERMO FISHER SCIENTIFIC INC TMO - $7,256,677.79 30,077.00
UNITED TECHNOLOGIES CORP UTX - $7,236,917.14 60,479.00
CVS HEALTH CORP CVS - $7,162,567.38 96,141.84
NIKE INC NKE - $7,103,654.24 95,582.00
TEXAS INSTRUMENTS INC TXN - $6,954,847.90 72,590.00
NVIDIA CORP NVDA - $6,759,464.40 45,396.00
LINDE PLC LIN - $6,601,816.00 41,120.00
GILEAD SCIENCES INC GILD - $6,595,134.32 96,788.00
BOOKING HOLDINGS INC BKNG - $6,581,907.90 3,546.00
BRISTOL-MYERS SQUIBB CO BMY - $6,511,503.68 121,847.00
NEXTERA ENERGY INC NEE - $6,385,194.27 35,217.00
STARBUCKS CORP SBUX - $6,125,754.16 92,632.00
U.S. BANCORP USB - $5,731,914.33 114,341.00
AMERICAN EXPRESS CO AXP - $5,666,130.64 52,718.00
CONOCOPHILLIPS COP - $5,663,086.28 86,764.00
LOWE'S COS INC LOW - $5,577,813.16 60,556.00
CATERPILLAR INC CAT - $5,563,669.86 44,378.00
AMERICAN TOWER CORP AMT - $5,419,784.05 32,917.00
LOCKHEED MARTIN CORP LMT - $5,411,835.00 18,502.00
ANTHEM INC ANTM - $5,407,128.16 19,411.00
UNITED PARCEL SERVICE INC UPS - $5,239,844.12 51,772.00
QUALCOMM INC QCOM - $5,224,006.32 90,506.00
WALGREENS BOOTS ALLIANCE INC WBA - $5,192,236.08 62,982.00
CME GROUP INC CME - $4,982,962.25 26,425.00
BIOGEN IDEC INC BIIB - $4,851,731.79 15,039.00
MONDELEZ INTL INC MDLZ - $4,825,885.35 109,505.00
DUKE ENERGY CORP DUK - $4,765,555.20 53,187.00
BECTON DICKINSON AND CO BDX - $4,705,782.12 19,977.00
DANAHER CORP DHR - $4,690,829.25 45,975.00
GOLDMAN SACHS GROUP INC GS - $4,632,543.90 26,217.00
AUTOMATIC DATA PROCESSING INC ADP - $4,565,195.13 32,709.00
EOG RESOURCES INC EOG - $4,494,764.64 43,248.00
CHUBB LTD CB - $4,449,746.20 34,588.00
INTUITIVE SURGICAL INC ISRG - $4,380,276.85 8,495.00
GENERAL ELECTRIC CO GE - $4,354,293.46 648,926.00
TJX COS INC TJX - $4,316,804.00 93,640.00
SCHLUMBERGER NV SLB - $4,282,865.44 103,351.00
PNC FINANCIAL SERVICES GROUP INC PNC - $4,254,536.62 34,663.00
COLGATE-PALMOLIVE CO CL - $4,229,425.92 64,789.00
CHARTER COMMUNICATIONS INC CHTR - $4,225,211.64 13,338.00
SIMON PROPERTY GROUP INC SPG - $4,212,647.50 23,083.00
CSX CORP CSX - $4,196,169.60 60,920.00
EXPRESS SCRIPTS HOLDING CO ESRX - $4,069,218.33 41,981.00
MORGAN STANLEY MS - $4,040,434.86 99,006.00
INTUIT INC INTU - $4,039,474.98 19,311.00
STRYKER CORP SYK - $4,000,409.36 23,176.00
TWENTY-FIRST CENTURY FOX INC FOXA - $3,866,432.74 78,698.00
BOSTON SCIENTIFIC CORP BSX - $3,830,871.80 103,258.00
CIGNA CORP CI - $3,774,350.37 18,173.00
CHARLES SCHWAB CORP SCHW - $3,760,153.92 89,784.00
OCCIDENTAL PETROLEUM CORP OXY - $3,734,976.41 57,101.00
CELGENE CORP CELG - $3,723,809.80 52,522.00
ILLUMINA INC ILMN - $3,698,033.92 10,976.00
DOMINION RESOURCES INC D - $3,673,440.60 48,810.00
RAYTHEON CO RTN - $3,659,553.00 21,300.00
ALLERGAN PLC AGN - $3,627,680.48 23,824.00
BLACKROCK INC BLK - $3,578,112.11 9,173.00
CROWN CASTLE INTL CORP CCI - $3,576,993.00 30,975.00
GENERAL DYNAMICS CORP GD - $3,560,348.68 20,794.00
SOUTHERN CO/THE SO - $3,559,879.26 75,726.00
DEERE & CO DE - $3,557,285.82 24,013.00
NORTHROP GRUMMAN CORP NOC - $3,513,320.77 13,007.00
GENERAL MOTORS CO GM - $3,495,605.28 97,971.00
FEDEX CORP FDX - $3,420,301.09 18,167.00
EXELON CORP EXC - $3,381,753.69 72,121.00
VERTEX PHARMACEUTICALS INC VRTX - $3,348,112.35 19,083.00
INTERCONTINENTAL EXCHANGE INC ICE - $3,339,960.00 42,820.00
BANK OF NEW YORK MELLON CORP BK - $3,301,289.46 68,691.00
NORFOLK SOUTHERN CORP NSC - $3,275,970.20 20,906.00
ZOETIS INC ZTS - $3,263,830.29 35,973.00
HUMANA INC HUM - $3,193,387.68 10,284.00
S&P GLOBAL INC SPGI - $3,176,637.00 18,780.00
MARSH & MCLENNAN COS INC MMC - $3,165,922.40 37,712.00
MICRON TECHNOLOGY INC MU - $3,120,198.00 86,600.00
MARATHON PETROLEUM CORP MPC - $3,105,536.28 50,057.00
ILLINOIS TOOL WORKS INC ITW - $3,045,721.77 23,037.00
PROLOGIS INC PLD - $3,037,821.44 46,996.00
KIMBERLY-CLARK CORP KMB - $2,956,793.60 25,955.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $2,947,263.69 43,323.00
ECOLAB INC ECL - $2,939,847.10 18,979.00
METLIFE INC MET - $2,939,220.03 74,279.00
CAPITAL ONE FINANCIAL CORP COF - $2,930,632.88 35,722.00
AMERICAN ELECTRIC POWER CO INC AEP - $2,927,131.20 36,810.00
EMERSON ELECTRIC CO EMR - $2,865,934.68 46,921.00
PHILLIPS 66 PSX - $2,846,182.50 31,890.00
AON PLC AON - $2,815,692.60 18,119.00
PROGRESSIVE CORP PGR - $2,789,044.28 43,538.00
ACTIVISION BLIZZARD INC ATVI - $2,758,210.05 56,929.00
HCA HOLDINGS INC HCA - $2,719,848.88 20,153.00
BB&T CORP BBT - $2,707,366.50 57,825.00
WASTE MANAGEMENT INC WM - $2,676,346.94 29,446.00
TARGET CORP TGT - $2,664,418.16 39,304.00
HP INC HPQ - $2,664,305.05 118,151.00
DELTA AIR LINES INC DAL - $2,643,114.44 46,972.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $2,621,107.44 24,556.00
AIR PRODUCTS AND CHEMICALS INC APD - $2,582,185.83 16,373.00
PRUDENTIAL FINANCIAL INC PRU - $2,579,700.45 31,137.00
EDWARDS LIFESCIENCES CORP EW - $2,549,878.20 15,630.00
FORD MOTOR CO F - $2,525,506.56 292,304.00
APPLIED MATERIALS INC AMAT - $2,510,177.40 73,397.00
AMERICAN INTL GROUP INC AIG - $2,499,766.56 66,342.00
BAXTER INTL INC BAX - $2,485,901.00 37,103.00
ANALOG DEVICES INC ADI - $2,472,593.56 27,757.00
AFLAC INC AFL - $2,459,371.20 57,328.00
TRAVELERS COS INC/THE TRV - $2,438,491.86 19,986.00
SHERWIN-WILLIAMS CO SHW - $2,401,376.15 6,133.00
SEMPRA ENERGY SRE - $2,382,313.86 20,421.00
MARRIOTT INTL INC MAR - $2,366,505.00 21,500.00
VALERO ENERGY CORP VLO - $2,349,999.68 31,912.00
FISERV INC FISV - $2,347,523.04 30,236.00
RED HAT INC RHT - $2,341,274.78 13,247.00
SYSCO CORP SYY - $2,340,397.20 35,704.00
CONSTELLATION BRANDS INC STZ - $2,340,287.09 12,533.00
ESTEE LAUDER COS INC EL - $2,322,062.74 16,738.00
EATON CORP PLC ETN - $2,300,479.61 32,351.00
KINDER MORGAN INC KMI - $2,299,904.61 141,707.00
EQUINIX INC EQIX - $2,299,492.80 5,940.00
PUBLIC STORAGE PSA - $2,284,983.65 11,185.00
ROSS STORES INC ROST - $2,274,422.60 28,114.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $2,251,323.40 69,059.00
AUTODESK INC ADSK - $2,249,008.38 16,322.00
KRAFT HEINZ CO/THE KHC - $2,240,711.80 46,430.00
ROPER TECHNOLOGIES INC ROP - $2,193,475.90 7,714.00
REGENERON PHARMACEUTICALS INC REGN - $2,187,632.48 5,788.00
WILLIAMS COS INC WMB - $2,184,260.24 90,296.00
YUM! BRANDS INC YUM - $2,142,997.40 23,690.00
ALLSTATE CORP ALL - $2,130,616.80 25,857.00
O'REILLY AUTOMOTIVE INC ORLY - $2,126,023.56 6,012.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $2,102,538.48 37,734.00
DOLLAR GENERAL CORP DG - $2,099,269.25 19,825.00
CENTENE CORP CNC - $2,057,591.38 15,322.00
LYONDELLBASELL INDUSTRIES NV LYB - $2,036,633.28 23,837.00
EBAY INC EBAY - $2,016,973.20 69,455.00
XCEL ENERGY INC XEL - $2,012,461.16 38,014.00
ANADARKO PETROLEUM CORP APC - $2,009,473.92 38,232.00
WELLTOWER INC HCN - $1,992,166.44 27,777.00
SOUTHWEST AIRLINES CO LUV - $1,959,751.80 38,502.00
TWITTER INC TWTR - $1,948,800.00 53,760.00
ALEXION PHARMACEUTICALS INC ALXN - $1,946,929.39 16,639.00
HALLIBURTON CO HAL - $1,945,436.22 65,702.00
TE CONNECTIVITY LTD TEL - $1,945,030.92 26,017.00
CORNING INC GLW - $1,934,118.42 60,479.00
CONSOLIDATED EDISON INC ED - $1,915,778.10 23,230.00
EQUITY RESIDENTIAL EQR - $1,911,111.00 27,498.00
AMPHENOL CORP APH - $1,899,651.60 22,428.00
AVALONBAY COMMUNITIES INC AVB - $1,897,125.60 10,320.00
ARCHER DANIELS MIDLAND CO ADM - $1,888,716.05 41,795.00
ELECTRONIC ARTS INC EA - $1,888,437.45 22,755.00
SUNTRUST BANKS INC STI - $1,879,162.74 34,398.00
PPG INDUSTRIES INC PPG - $1,869,211.82 18,067.00
VF CORP VFC - $1,860,985.35 24,279.00
MOODY'S CORP MCO - $1,849,734.66 12,462.00
MCKESSON CORP MCK - $1,839,466.95 14,915.00
ONEOK INC OKE - $1,833,574.68 30,708.00
CONCHO RESOURCES INC CXO - $1,827,406.13 14,953.00
STATE STREET CORP STT - $1,797,098.76 28,332.00
INGERSOLL-RAND PLC IR - $1,796,812.62 18,318.00
PIONEER NATURAL RESOURCES CO PXD - $1,784,958.12 12,717.00
TWENTY-FIRST CENTURY FOX INC FOX - $1,779,171.48 36,369.00
DIGITAL REALTY TRUST INC DLR - $1,778,852.80 15,388.00
KROGER CO KR - $1,769,559.75 59,481.00
AUTOZONE INC AZO - $1,758,225.18 1,977.00
WEC ENERGY GROUP INC WEC - $1,740,524.94 23,562.00
ZIMMER HOLDINGS INC ZBH - $1,716,614.10 15,198.00
GENERAL MILLS INC GIS - $1,715,881.44 44,499.00
XILINX INC XLNX - $1,709,666.82 18,883.00
AGILENT TECHNOLOGIES INC A - $1,707,650.00 23,800.00
T. ROWE PRICE GROUP INC TROW - $1,707,403.20 18,160.00
MONSTER BEVERAGE CORP MNST - $1,706,140.32 29,703.00
CARNIVAL CORP CCL - $1,701,647.64 30,107.00
VENTAS INC VTR - $1,679,952.43 26,611.00
M&T BANK CORP MTB - $1,657,443.71 10,741.00
NORTHEAST UTILITIES SYSTEM ES - $1,643,256.45 23,661.00
DISCOVER FINANCIAL SERVICES DFS - $1,640,892.85 25,579.00
PAYCHEX INC PAYX - $1,628,476.72 23,906.00
LAM RESEARCH CORP LRCX - $1,628,172.00 11,760.00
FORTIVE CORP FTV - $1,625,516.13 22,969.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,620,446.70 22,265.00
DTE ENERGY CO DTE - $1,612,014.24 13,576.00
HEWLETT PACKARD ENTERPRISE CO HPE - $1,608,657.84 109,881.00
PPL CORP PPL - $1,603,030.77 52,233.00
MOTOROLA SOLUTIONS INC MSI - $1,577,457.75 12,111.00
CLOROX CO CLX - $1,567,129.60 9,565.00
PARKER HANNIFIN CORP PH - $1,540,588.40 9,880.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,532,224.85 17,095.00
PACCAR INC PCAR - $1,529,173.80 26,180.00
CUMMINS INC CMI - $1,524,903.55 11,215.00
WILLIS TOWERS WATSON PLC WLTW - $1,521,307.92 9,767.00
DOLLAR TREE INC DLTR - $1,502,394.54 17,763.00
IQVIA HOLDINGS INC IQV - $1,479,824.64 12,096.00
ROCKWELL AUTOMATION INC ROK - $1,463,451.44 9,196.00
NORTHERN TRUST CORP NTRS - $1,462,134.40 16,672.00
SBA COMMUNICATIONS CORP SBAC - $1,448,917.75 8,575.00
EDISON INTL EIX - $1,448,131.88 24,322.00
BOSTON PROPERTIES INC BXP - $1,433,612.99 11,527.00
VERISK ANALYTICS INC VRSK - $1,429,014.00 12,300.00
FIRSTENERGY CORP FE - $1,423,029.02 36,274.00
REALTY INCOME CORP O - $1,411,451.86 21,658.00
MCCORMICK & CO INC MKC - $1,402,528.95 9,055.00
WEYERHAEUSER CO WY - $1,398,534.00 56,575.00
CERNER CORP CERN - $1,379,605.50 24,570.00
STANLEY BLACK & DECKER INC SWK - $1,368,937.92 11,424.00
NEWMONT MINING CORP NEM - $1,357,236.00 39,825.00
INTL PAPER CO IP - $1,351,257.80 30,530.00
ROYAL CARIBBEAN CRUISES LTD RCL - $1,350,729.60 12,791.00
IHS MARKIT LTD INFO - $1,338,891.18 26,634.00
APTIV PLC APTV - $1,331,904.90 19,770.00
NUCOR CORP NUE - $1,330,031.20 23,624.00
ADVANCED MICRO DEVICES INC AMD - $1,311,887.36 64,057.00
AMERICAN WATER WORKS CO INC AWK - $1,308,789.12 13,476.00
OMNICOM GROUP INC OMC - $1,300,098.04 16,756.00
MICROCHIP TECHNOLOGY INC MCHP - $1,294,051.46 17,587.00
IDEXX LABORATORIES INC IDXX - $1,290,854.99 6,463.00
HARRIS CORP HRS - $1,290,100.50 8,775.00
TRANSDIGM GROUP INC TDG - $1,277,412.28 3,613.00
ESSEX PROPERTY TRUST INC ESS - $1,273,047.84 4,932.00
AMEREN CORP AEE - $1,272,484.80 18,220.00
VERISIGN INC VRSN - $1,258,059.84 8,007.00
KEYCORP KEY - $1,257,665.55 78,555.00
AMETEK INC AME - $1,256,951.71 17,311.00
NETAPP INC NTAP - $1,252,267.92 19,352.00
SYNCHRONY FINANCIAL SYF - $1,249,153.10 50,882.00
CHURCH & DWIGHT CO INC CHD - $1,243,235.84 18,326.00
CARDINAL HEALTH INC CAH - $1,238,691.42 23,054.00
BALL CORP BLL - $1,237,326.44 25,676.00
FIFTH THIRD BANCORP FITB - $1,236,735.28 49,748.00
GLOBAL PAYMENTS INC GPN - $1,232,074.16 11,806.00
TYSON FOODS INC TSN - $1,230,305.28 22,096.00
CBS CORP CBS - $1,229,686.86 25,271.00
CENTURYLINK INC CTL - $1,229,200.40 70,970.00
RESMED INC RMD - $1,227,375.28 10,658.00
DXC TECHNOLOGY CO DXC - $1,220,859.25 20,995.00
EVERGY INC EVRG - $1,213,591.72 20,284.00
ENTERGY CORP ETR - $1,200,640.64 13,504.00
REPUBLIC SERVICES INC RSG - $1,199,157.37 16,273.00
FREEPORT-MCMORAN INC FCX - $1,197,685.44 108,192.00
ALIGN TECHNOLOGY INC ALGN - $1,197,323.40 5,460.00
FLEETCOR TECHNOLOGIES INC FLT - $1,196,580.36 6,596.00
AMERIPRISE FINANCIAL INC AMP - $1,193,598.90 10,590.00
FASTENAL CO FAST - $1,173,447.25 21,425.00
MYLAN INC MYL - $1,170,541.72 38,492.00
KELLOGG CO K - $1,152,595.00 18,895.00
METTLER-TOLEDO INTL INC MTD - $1,143,578.48 1,882.00
HERSHEY CO HSY - $1,138,382.23 10,441.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $1,124,560.08 20,756.00
CITIZENS FINANCIAL GROUP INC CFG - $1,124,161.83 35,541.00
DIAMONDBACK ENERGY INC FANG - $1,116,384.15 11,335.00
CMS ENERGY CORP CMS - $1,115,292.23 21,151.00
CINTAS CORP CTAS - $1,113,591.96 6,431.00
L3 TECHNOLOGIES INC LLL - $1,108,766.61 5,847.00
ABIOMED INC ABMD - $1,108,142.19 3,351.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,107,803.35 26,765.00
REGIONS FINANCIAL CORP RF - $1,100,800.70 77,195.00
GENUINE PARTS CO GPC - $1,096,905.27 10,957.00
WATERS CORP WAT - $1,096,172.64 5,756.00
KLA-TENCOR CORP KLAC - $1,090,582.86 11,659.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $1,081,070.55 4,237.00
EXPEDIA INC EXPE - $1,074,883.60 8,876.00
TOTAL SYSTEM SERVICES INC TSS - $1,074,447.50 12,530.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $1,071,586.80 7,608.00
CONAGRA FOODS INC CAG - $1,071,200.62 35,018.00
BEST BUY CO INC BBY - $1,070,545.98 18,151.00
CENTERPOINT ENERGY INC CNP - $1,061,591.94 36,746.00
CITRIX SYSTEMS INC CTXS - $1,061,278.40 9,620.00
SYMANTEC CORP SYMC - $1,055,827.50 46,410.00
AMERICAN AIRLINES GROUP INC AAL - $1,051,110.00 30,600.00
HUNTINGTON BANCSHARES INC HBAN - $1,048,738.56 82,448.00
INTL FLAVORS & FRAGRANCES INC IFF - $1,033,678.80 7,560.00
ARTHUR J. GALLAGHER & CO. AJG - $1,029,213.45 13,641.00
MGM RESORTS INTL MGM - $1,025,090.50 38,150.00
MSCI INC MSCI - $1,020,444.59 6,631.00
PG&E CORP PCG - $1,019,023.46 38,614.00
HCP INC HCP - $1,014,162.80 35,080.00
SYNOPSYS INC SNPS - $996,156.48 11,098.00
AMERISOURCEBERGEN CORP ABC - $994,978.32 11,956.00
VULCAN MATERIALS CO VMC - $993,823.74 9,877.00
MARATHON OIL CORP MRO - $989,850.08 63,779.00
HOST HOTELS & RESORTS INC HST - $988,443.75 55,375.00
ANSYS INC ANSS - $987,435.36 6,291.00
GARTNER INC IT - $981,463.62 6,779.00
W W GRAINGER INC GWW - $975,929.80 3,391.00
DARDEN RESTAURANTS INC DRI - $975,065.29 9,259.00
HENRY SCHEIN INC HSIC - $972,751.36 11,428.00
HESS CORP HES - $972,608.52 18,798.00
CBRE GROUP INC CBG - $963,075.19 23,599.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $957,463.26 7,894.00
NRG ENERGY INC NRG - $956,436.39 22,659.00
DEVON ENERGY CORP DVN - $953,681.52 34,959.00
TEXTRON INC TXT - $946,082.47 18,547.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $941,041.98 13,023.00
CADENCE DESIGN SYSTEMS INC CDNS - $937,339.24 21,116.00
LOEWS CORP L - $936,068.40 20,760.00
COOPER COS INC COO - $934,859.10 3,670.00
SKYWORKS SOLUTIONS INC SWKS - $925,773.67 13,357.00
ADVANCE AUTO PARTS INC AAP - $923,399.40 5,530.00
D.R. HORTON INC DHI - $921,371.55 25,615.00
EXTRA SPACE STORAGE INC EXR - $919,387.70 9,449.00
HORMEL FOODS CORP HRL - $916,951.00 20,300.00
WELLCARE HEALTH PLANS INC WCG - $912,539.84 3,728.00
C.H. ROBINSON WORLDWIDE INC CHRW - $911,601.40 10,345.00
QUEST DIAGNOSTICS INC DGX - $900,367.72 10,199.00
CINCINNATI FINANCIAL CORP CINF - $900,324.45 11,295.00
LENNAR CORP LEN - $897,023.94 21,783.00
APACHE CORP APA - $894,722.14 28,558.00
ARISTA NETWORKS INC ANET - $894,553.44 3,856.00
LINCOLN NATIONAL CORP LNC - $892,863.82 16,178.00
INCYTE CORP INCY - $891,484.58 13,174.00
WESTERN DIGITAL CORP WDC - $891,261.38 21,754.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $885,823.38 8,502.00
VORNADO REALTY TRUST VNO - $884,860.76 12,929.00
E*TRADE FINANCIAL CORP ETFC - $884,389.32 19,386.00
MOLSON COORS BREWING CO TAP - $881,340.18 13,974.00
EQUIFAX INC EFX - $881,273.40 8,988.00
XYLEM INC XYL - $879,901.41 13,407.00
COMERICA INC CMA - $875,606.48 12,074.00
CBOE HOLDINGS INC CBOE - $872,073.54 8,346.00
HOLOGIC INC HOLX - $871,235.84 20,318.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $868,313.16 8,684.00
DOVER CORP DOV - $864,246.88 11,032.00
J M SMUCKER CO SJM - $863,771.60 8,495.00
AKAMAI TECHNOLOGIES INC AKAM - $861,327.83 12,661.00
CHIPOTLE MEXICAN GRILL INC CMG - $859,198.13 1,823.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $849,249.90 8,501.00
KEYSIGHT TECHNOLOGIES INC KEYS - $849,015.98 13,994.00
PRINCIPAL FINANCIAL GROUP INC PFG - $846,017.28 19,776.00
WESTROCK CO WRK - $845,744.04 19,044.00
UNIVERSAL HEALTH SERVICES INC UHS - $844,197.37 6,431.00
MARTIN MARIETTA MATERIALS INC MLM - $842,166.21 4,703.00
LAMB WESTON HOLDING INC LW - $835,019.09 10,931.00
CARMAX INC KMX - $835,011.22 13,183.00
TRACTOR SUPPLY CO TSCO - $834,558.00 9,096.00
VARIAN MEDICAL SYSTEMS INC VAR - $826,198.96 6,836.00
UDR INC UDR - $822,982.30 19,985.00
NOBLE ENERGY INC NBL - $822,501.26 36,043.00
BAKER HUGHES A GE CO BHGE - $818,818.77 37,961.00
MOSAIC CO MOS - $818,620.44 26,484.00
SVB FINANCIAL GROUP SIVB - $810,611.19 3,973.00
NATIONAL OILWELL VARCO INC NOV - $810,188.48 28,568.00
FORTINET INC FTNT - $807,465.41 10,739.00
CABOT OIL & GAS CORP COG - $805,456.35 32,943.00
FMC CORP FMC - $801,102.72 10,054.00
ALLIANT ENERGY CORP LNT - $800,964.06 17,454.00
WYNN RESORTS LTD WYNN - $798,838.80 7,302.00
KOHL'S CORP KSS - $796,476.43 12,443.00
REGENCY CENTERS CORP REG - $787,329.76 12,656.00
AES CORP AES - $785,061.34 49,406.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $782,455.38 16,414.00
SEAGATE TECHNOLOGY PLC STX - $780,480.00 19,512.00
VIACOM INC VIAB - $779,062.32 26,391.00
JACK HENRY & ASSOCIATES INC JKHY - $776,641.36 5,764.00
TAPESTRY INC TPR - $774,968.12 21,503.00
F5 NETWORKS INC FFIV - $774,240.75 4,545.00
EASTMAN CHEMICAL CO EMN - $764,828.85 10,545.00
NEWELL RUBBERMAID INC NWL - $764,757.60 32,460.00
PINNACLE WEST CAPITAL CORP PNW - $761,580.96 8,358.00
NASDAQ OMX GROUP INC NDAQ - $752,851.45 8,605.00
COPART INC CPRT - $751,806.12 15,262.00
RAYMOND JAMES FINANCIAL INC RJF - $750,017.76 9,808.00
KANSAS CITY SOUTHERN KSU - $744,035.12 7,628.00
HASBRO INC HAS - $739,293.45 8,715.00
MACY'S INC M - $738,546.84 22,922.00
DUKE REALTY CORP DRE - $737,591.40 26,676.00
NISOURCE INC NI - $737,175.28 27,112.00
JUNIPER NETWORKS INC JNPR - $732,702.70 25,745.00
CF INDUSTRIES HOLDINGS INC CF - $731,188.50 17,430.00
FRANKLIN RESOURCES INC BEN - $729,879.54 22,823.00
IRON MOUNTAIN INC IRM - $728,007.76 21,368.00
PERKINELMER INC PKI - $719,233.32 8,268.00
ALBEMARLE CORP ALB - $718,940.44 8,098.00
FEDERAL REIT FRT - $715,971.49 5,491.00
DISCOVERY COMMUNICATIONS INC DISCK - $699,546.70 26,854.00
TIFFANY & CO TIF - $699,207.84 8,136.00
NIELSEN HOLDINGS PLC NLSN - $692,419.20 26,560.00
HOLLYFRONTIER CORP HFC - $690,254.82 12,097.00
INTERPUBLIC GROUP OF COS INC IPG - $685,523.28 28,659.00
MASCO CORP MAS - $680,134.44 22,962.00
TECHNIPFMC PLC FTI - $677,534.76 31,899.00
EVEREST RE GROUP LTD RE - $671,501.04 3,052.00
UNITED RENTALS INC URI - $668,644.20 6,174.00
PACKAGING CORP OF AMERICA PKG - $659,804.73 7,059.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $655,945.68 3,237.00
ARCONIC INC ARNC - $650,224.44 32,094.00
J B HUNT TRANSPORT SERVICES INC JBHT - $642,193.90 6,533.00
ZIONS BANCORP ZION - $634,726.96 14,518.00
ALLIANCE DATA SYSTEMS CORP ADS - $632,996.73 3,529.00
DENTSPLY SIRONA INC XRAY - $632,715.76 16,598.00
SNAP-ON INC SNA - $625,463.85 4,215.00
ALLEGION PLC ALLE - $622,873.44 7,091.00
WESTERN UNION CO WU - $619,161.84 33,396.00
LKQ CORP LKQ - $613,617.48 23,756.00
TORCHMARK CORP TMK - $607,977.00 7,740.00
GARMIN LTD GRMN - $597,821.67 9,021.00
AVERY DENNISON CORP AVY - $597,573.12 6,528.00
BROWN-FORMAN CORP BF.B - $585,500.72 12,586.00
SL GREEN REALTY CORP SLG - $583,066.26 6,462.00
ALASKA AIR GROUP INC ALK - $570,211.88 9,194.00
QORVO INC QRVO - $568,863.84 9,381.00
WHIRLPOOL CORP WHR - $566,075.51 4,823.00
PVH CORP PVH - $564,666.24 5,728.00
MOHAWK INDUSTRIES INC MHK - $562,919.94 4,734.00
CAMPBELL SOUP CO CPB - $558,146.18 14,363.00
DAVITA HEALTHCARE PARTNERS INC DVA - $554,477.00 9,475.00
PERRIGO CO PLC PRGO - $553,284.00 9,400.00
DISH NETWORK CORP DISH - $550,684.40 17,102.00
BORGWARNER INC BWA - $548,008.30 15,595.00
ROBERT HALF RHI - $545,833.28 9,146.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $543,273.76 11,749.00
JACOBS ENGINEERING GROUP INC JEC - $541,387.00 8,900.00
INVESCO LTD IVZ - $541,159.92 30,678.00
L BRANDS INC LB - $536,500.56 17,048.00
CIMAREX ENERGY CO XEC - $518,334.39 7,119.00
KIMCO REALTY CORP KIM - $512,217.64 31,463.00
SCANA CORP SCG - $511,152.00 10,649.00
PULTEGROUP INC PHM - $510,160.35 19,509.00
HELMERICH & PAYNE INC HP - $503,881.90 8,135.00
UNUM GROUP UNM - $494,278.83 16,329.00
TRIPADVISOR INC TRIP - $477,833.28 7,638.00
PENTAIR PLC PNR - $477,217.86 12,054.00
NEKTAR THERAPEUTICS NKTR - $476,025.72 12,876.00
A. O. SMITH CORP AOS - $459,415.44 10,792.00
FLIR SYSTEMS INC FLIR - $455,539.84 10,304.00
FOOT LOCKER INC FL - $453,209.68 8,729.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $447,861.96 10,633.00
HARLEY-DAVIDSON INC HOG - $447,764.62 12,431.00
RALPH LAUREN CORP RL - $446,077.50 4,125.00
GAP INC GPS - $445,041.47 16,201.00
FLOWSERVE CORP FLS - $439,634.52 9,774.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $439,356.75 27,825.00
MICHAEL KORS HOLDINGS LTD KORS - $432,721.52 11,144.00
H & R BLOCK INC HRB - $430,217.72 15,343.00
NORDSTROM INC JWN - $429,354.86 8,558.00
ROLLINS INC ROL - $421,022.58 10,998.50
AFFILIATED MANAGERS GROUP INC AMG - $406,541.10 3,990.00
JEFFERIES FINANCIAL GROUP IN JEF - $404,731.95 21,655.00
HANESBRANDS INC HBI - $397,788.92 26,914.00
SEALED AIR CORP SEE - $396,668.30 11,855.00
XEROX CORP XRX - $389,681.94 15,482.00
GOODYEAR TIRE & RUBBER CO/THE GT - $387,453.00 17,700.00
MACERICH CO MAC - $372,027.67 7,897.00
LEGGETT & PLATT INC LEG - $364,986.00 9,720.00
NEWS CORP NWSA - $364,434.44 28,628.00
FLUOR CORP FLR - $358,155.00 10,500.00
ASSURANT INC AIZ - $356,136.60 3,940.00
QUANTA SERVICES INC PWR - $348,329.85 11,111.00
DISCOVERY COMMUNICATIONS INC DISCA - $331,166.22 11,669.00
IPG PHOTONICS CORP IPGP - $328,864.70 2,689.00
MATTEL INC MAT - $327,611.25 25,695.00
BRIGHTHOUSE FINANCIAL INC BHF - $296,519.46 8,934.00
UNDER ARMOUR INC UAA - $275,279.76 13,896.00
UNDER ARMOUR INC-CLASS C UA - $270,873.49 14,249.00
COTY INC COTY - $260,655.75 33,633.00
NEWFIELD EXPLORATION CO NFX - $238,005.90 14,922.00
NEWS CORP NWS - $119,881.71 9,243.00
NET OTHER ASSETS / CASH - - $571,749,543.95 571,749,543.95