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 7/20/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 669,953,712.48 - 306,758.17
S&P 500 INDEX SWAP DEUTSCHE BANK AG - 660,475,761.35 - 235,730.13
S&P 500 INDEX SWAP UBS AG - 450,834,438.06 - 160,907.13
S&P 500 INDEX SWAP SOCIETE GENERALE - 275,653,612.05 - 98,383.41
S&P 500 INDEX SWAP BNP PARIBAS - 220,433,442.90 - 78,674.81
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 176,457,118.41 - 62,979.23
S&P500 EMINI 09/21/2018 (ESU8) - 166,513,050.00 - 1,188.00
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 156,077,649.27 - 55,705.61
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 124,877,235.29 - 44,569.88
S&P 500 INDEX SWAP CITIBANK NA - 116,624,089.19 - 41,624.25
S&P 500 INDEX SWAP BANK OF AMERICA NA - 65,225,333.17 - 23,279.54
APPLE INC AAPL - $77,073,361.12 402,598.00
MICROSOFT CORP MSFT - $66,878,580.29 629,327.00
AMAZON.COM INC AMZN - $59,830,335.60 32,988.00
FACEBOOK INC FB - $41,246,911.80 196,470.00
JPMORGAN CHASE & CO JPM - $31,034,211.52 278,884.00
BERKSHIRE HATHAWAY INC BRK.B - $31,022,957.34 157,653.00
ALPHABET INC CL C GOOG - $29,467,526.79 24,869.00
ALPHABET INC CL A GOOGL - $29,303,738.44 24,463.00
EXXON MOBIL CORP XOM - $28,228,787.40 346,791.00
JOHNSON & JOHNSON JNJ - $27,648,489.90 219,694.00
BANK OF AMERICA CORP BAC - $23,271,658.75 772,375.00
VISA INC V - $20,627,400.96 146,304.00
WELLS FARGO & CO WFC - $20,263,882.25 359,225.00
UNITEDHEALTH GROUP INC UNH - $19,891,027.80 78,714.00
INTEL CORP INTC - $19,814,098.91 381,701.00
CHEVRON CORP CVX - $19,138,434.02 156,526.00
HOME DEPOT INC HD - $19,128,893.15 94,487.00
AT&T INC T - $18,498,311.10 594,801.00
PFIZER INC PFE - $17,886,184.21 479,137.00
VERIZON COMMUNICATIONS INC VZ - $17,132,085.90 338,445.00
PROCTER & GAMBLE CO PG - $16,205,719.60 205,970.00
CISCO SYSTEMS INC CSCO - $16,182,798.13 385,213.00
BOEING CO BA - $15,919,394.40 44,856.00
MASTERCARD INC MA - $15,523,714.29 75,099.00
CITIGROUP INC C - $14,457,566.08 208,864.00
COCA-COLA CO/THE KO - $14,204,109.60 313,695.00
MERCK & CO INC MRK - $13,777,032.24 220,362.00
WALT DISNEY CO DIS - $13,576,034.40 121,780.00
PEPSICO INC PEP - $13,472,821.35 116,135.00
COMCAST CORP CMCSA - $12,901,739.20 376,144.00
NETFLIX INC NFLX - $12,855,546.30 35,606.00
DOWDUPONT INC DWDP - $12,511,987.08 190,094.00
NVIDIA CORP NVDA - $12,473,749.02 49,718.00
ORACLE CORP ORCL - $11,843,634.96 244,098.00
ABBVIE INC ABBV - $11,036,753.94 124,134.00
PHILIP MORRIS INTL INC PM - $10,734,939.37 127,327.00
WAL-MART STORES INC WMT - $10,435,198.06 118,501.00
AMGEN INC AMGN - $10,391,800.97 54,553.00
ADOBE SYSTEMS INC ADBE - $10,388,906.06 40,339.00
INTL BUSINESS MACHINES CORP IBM - $10,233,816.45 69,927.00
MCDONALD'S CORP MCD - $10,159,682.58 64,314.00
3M CO MMM - $9,821,030.45 48,631.00
MEDTRONIC INC MDT - $9,763,618.50 110,925.00
HONEYWELL INTL INC HON - $9,368,646.53 61,181.00
GENERAL ELECTRIC CO GE - $9,333,751.68 711,414.00
TEXAS INSTRUMENTS INC TXN - $9,221,045.00 80,183.00
ABBOTT LABORATORIES ABT - $9,092,878.64 143,602.00
UNION PACIFIC CORP UNP - $8,983,494.48 63,528.00
ALTRIA GROUP INC MO - $8,935,698.64 155,026.00
ACCENTURE PLC ACN - $8,771,107.96 52,673.00
SALESFORCE.COM INC CRM - $8,485,414.25 57,775.00
GILEAD SCIENCES INC GILD - $8,240,137.11 106,503.00
NIKE INC NKE - $8,085,879.36 105,066.00
PAYPAL HOLDINGS INC PYPL - $7,996,857.28 91,424.00
UNITED TECHNOLOGIES CORP UTX - $7,938,565.44 60,944.00
BOOKING HOLDINGS INC BKNG - $7,930,157.82 3,946.00
COSTCO WHOLESALE CORP COST - $7,856,656.94 35,926.00
BRISTOL-MYERS SQUIBB CO BMY - $7,592,561.64 133,884.00
SCHLUMBERGER NV SLB - $7,498,240.95 113,455.00
THERMO FISHER SCIENTIFIC INC TMO - $7,146,074.90 32,954.00
QUALCOMM INC QCOM - $7,117,657.01 121,441.00
ELI LILLY AND CO LLY - $6,921,804.33 78,239.00
BROADCOM INC AVGO - $6,916,071.06 32,882.00
LOWE'S COS INC LOW - $6,777,437.80 67,330.00
CONOCOPHILLIPS COP - $6,709,828.41 95,841.00
CATERPILLAR INC CAT - $6,700,622.68 48,974.00
GOLDMAN SACHS GROUP INC GS - $6,666,648.06 28,774.00
NEXTERA ENERGY INC NEE - $6,563,391.55 38,615.00
LOCKHEED MARTIN CORP LMT - $6,562,602.30 20,346.00
U.S. BANCORP USB - $6,525,825.42 127,807.00
UNITED PARCEL SERVICE INC UPS - $6,329,937.74 56,482.00
BIOGEN IDEC INC BIIB - $6,200,661.06 17,286.00
AMERICAN EXPRESS CO AXP - $5,858,073.95 58,493.00
EOG RESOURCES INC EOG - $5,800,980.55 47,413.00
STARBUCKS CORP SBUX - $5,754,713.67 113,037.00
MORGAN STANLEY MS - $5,612,695.77 111,651.00
PNC FINANCIAL SERVICES GROUP INC PNC - $5,479,695.00 38,454.00
CVS HEALTH CORP CVS - $5,434,461.24 83,274.00
BECTON DICKINSON AND CO BDX - $5,406,992.64 21,888.00
MICRON TECHNOLOGY INC MU - $5,226,679.92 94,996.00
OCCIDENTAL PETROLEUM CORP OXY - $5,211,193.00 62,725.00
ANTHEM INC ANTM - $5,195,310.60 20,905.00
CHARLES SCHWAB CORP SCHW - $5,129,265.40 98,356.00
MONDELEZ INTL INC MDLZ - $5,128,936.35 120,823.00
DANAHER CORP DHR - $5,100,154.08 50,352.00
CHUBB LTD CB - $5,082,990.96 38,152.00
BLACKROCK INC BLK - $5,078,580.78 10,101.00
AMERICAN TOWER CORP AMT - $5,078,246.50 36,175.00
AETNA INC AET - $5,016,372.68 26,794.00
TJX COS INC TJX - $4,985,709.34 51,362.00
CSX CORP CSX - $4,980,420.92 71,702.00
ACTIVISION BLIZZARD INC ATVI - $4,966,177.50 62,350.00
AUTOMATIC DATA PROCESSING INC ADP - $4,955,553.05 36,085.00
CELGENE CORP CELG - $4,927,034.70 57,897.00
INTUITIVE SURGICAL INC ISRG - $4,796,235.18 9,281.00
ALLERGAN PLC AGN - $4,771,123.67 27,773.00
RAYTHEON CO RTN - $4,739,883.20 23,530.00
FEDEX CORP FDX - $4,730,550.48 20,136.00
CME GROUP INC CME - $4,713,748.00 27,892.00
COLGATE-PALMOLIVE CO CL - $4,712,259.40 71,452.00
DUKE ENERGY CORP DUK - $4,630,923.00 57,420.00
NORTHROP GRUMMAN CORP NOC - $4,627,340.05 14,285.00
STRYKER CORP SYK - $4,588,447.50 26,325.00
WALGREENS BOOTS ALLIANCE INC WBA - $4,539,112.92 69,854.00
GENERAL DYNAMICS CORP GD - $4,418,210.00 22,625.00
CHARTER COMMUNICATIONS INC CHTR - $4,381,991.64 15,171.00
S&P GLOBAL INC SPGI - $4,371,025.38 20,586.00
BANK OF NEW YORK MELLON CORP BK - $4,342,848.64 82,784.00
SIMON PROPERTY GROUP INC SPG - $4,324,903.00 25,366.00
INTUIT INC INTU - $4,298,495.76 19,967.00
GENERAL MOTORS CO GM - $4,093,738.80 103,902.00
TWENTY-FIRST CENTURY FOX INC FOXA - $3,971,364.00 86,334.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $3,946,779.84 47,991.00
SOUTHERN CO/THE SO - $3,937,649.76 82,863.00
AMERICAN INTL GROUP INC AIG - $3,920,512.96 73,528.00
PRAXAIR INC PX - $3,897,753.20 23,540.00
CAPITAL ONE FINANCIAL CORP COF - $3,873,934.89 39,843.00
APPLIED MATERIALS INC AMAT - $3,861,019.96 82,571.00
BOSTON SCIENTIFIC CORP BSX - $3,816,719.17 113,021.00
DOMINION RESOURCES INC D - $3,809,452.77 53,451.00
PHILLIPS 66 PSX - $3,793,956.08 34,378.00
CROWN CASTLE INTL CORP CCI - $3,748,792.74 33,978.00
VALERO ENERGY CORP VLO - $3,748,788.16 35,296.00
ILLUMINA INC ILMN - $3,746,868.30 12,042.00
NORFOLK SOUTHERN CORP NSC - $3,745,856.40 23,144.00
ELECTRONIC ARTS INC EA - $3,706,614.84 25,133.00
VERTEX PHARMACEUTICALS INC VRTX - $3,703,047.60 20,874.00
ILLINOIS TOOL WORKS INC ITW - $3,667,387.92 24,972.00
DEERE & CO DE - $3,643,646.71 26,563.00
METLIFE INC MET - $3,643,632.64 83,264.00
MARSH & MCLENNAN COS INC MMC - $3,635,668.80 41,560.00
INTERCONTINENTAL EXCHANGE INC ICE - $3,596,729.64 47,444.00
HUMANA INC HUM - $3,584,261.18 11,278.00
EMERSON ELECTRIC CO EMR - $3,575,610.08 51,611.00
EXPRESS SCRIPTS HOLDING CO ESRX - $3,568,613.16 46,011.00
CIGNA CORP CI - $3,548,977.52 19,928.00
TARGET CORP TGT - $3,395,856.96 43,671.00
FORD MOTOR CO F - $3,385,588.80 320,605.00
ZOETIS INC ZTS - $3,380,383.86 39,634.00
EXELON CORP EXC - $3,324,977.60 79,072.00
PRUDENTIAL FINANCIAL INC PRU - $3,276,885.75 34,403.00
HALLIBURTON CO HAL - $3,243,145.20 71,751.00
MARRIOTT INTL INC MAR - $3,234,578.55 24,311.00
BB&T CORP BBT - $3,189,667.80 63,870.00
HP INC HPQ - $3,084,168.30 134,445.00
BAXTER INTL INC BAX - $3,026,550.00 40,354.00
ECOLAB INC ECL - $2,997,155.70 21,270.00
KIMBERLY-CLARK CORP KMB - $2,995,104.16 28,612.00
ANADARKO PETROLEUM CORP APC - $2,993,451.45 42,191.00
CONSTELLATION BRANDS INC STZ - $2,971,609.60 13,760.00
ANALOG DEVICES INC ADI - $2,971,467.80 30,380.00
KRAFT HEINZ CO/THE KHC - $2,969,804.46 48,934.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $2,952,714.60 27,114.00
AON PLC AON - $2,927,146.32 20,027.00
SHERWIN-WILLIAMS CO SHW - $2,874,179.40 6,745.00
PROGRESSIVE CORP PGR - $2,853,891.00 47,700.00
LYONDELLBASELL INDUSTRIES NV LYB - $2,842,120.69 26,333.00
AMERICAN ELECTRIC POWER CO INC AEP - $2,840,621.04 40,344.00
EQUINIX INC EQIX - $2,825,469.54 6,507.00
SYSCO CORP SYY - $2,787,460.00 39,260.00
EATON CORP PLC ETN - $2,780,831.88 35,817.00
TRAVELERS COS INC/THE TRV - $2,771,552.40 22,137.00
AIR PRODUCTS AND CHEMICALS INC APD - $2,771,508.60 17,956.00
KINDER MORGAN INC KMI - $2,749,043.69 155,401.00
DELTA AIR LINES INC DAL - $2,748,295.38 52,862.00
MARATHON PETROLEUM CORP MPC - $2,743,504.12 37,831.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $2,741,761.10 75,865.00
AFLAC INC AFL - $2,730,563.78 63,413.00
PROLOGIS INC PLD - $2,727,316.76 43,679.00
PUBLIC STORAGE PSA - $2,726,300.88 12,274.00
SUNTRUST BANKS INC STI - $2,697,303.84 38,076.00
WASTE MANAGEMENT INC WM - $2,694,205.58 32,582.00
ALLSTATE CORP ALL - $2,689,748.64 28,792.00
ROSS STORES INC ROST - $2,685,415.67 31,013.00
EDWARDS LIFESCIENCES CORP EW - $2,635,289.54 17,267.00
TE CONNECTIVITY LTD TEL - $2,629,577.51 28,679.00
FISERV INC FISV - $2,593,932.25 33,535.00
EBAY INC EBAY - $2,589,521.40 75,717.00
ESTEE LAUDER COS INC EL - $2,588,112.60 18,345.00
STATE STREET CORP STT - $2,570,003.23 29,929.00
MOODY'S CORP MCO - $2,536,174.76 13,678.00
PIONEER NATURAL RESOURCES CO PXD - $2,526,242.95 13,961.00
VF CORP VFC - $2,492,557.86 26,819.00
HCA HOLDINGS INC HCA - $2,472,228.00 22,891.00
SEMPRA ENERGY SRE - $2,471,900.84 21,634.00
ALEXION PHARMACEUTICALS INC ALXN - $2,463,426.16 18,226.00
AUTODESK INC ADSK - $2,410,909.68 17,949.00
ROPER TECHNOLOGIES INC ROP - $2,405,198.78 8,447.00
LAM RESEARCH CORP LRCX - $2,388,877.35 13,435.00
T. ROWE PRICE GROUP INC TROW - $2,377,303.24 19,834.00
ONEOK INC OKE - $2,354,613.03 33,671.00
SOUTHWEST AIRLINES CO LUV - $2,334,463.56 43,692.00
TWITTER INC TWTR - $2,328,918.54 53,637.00
REGENERON PHARMACEUTICALS INC REGN - $2,326,008.96 6,336.00
CENTENE CORP CNC - $2,276,372.70 16,806.00
ALIGN TECHNOLOGY INC ALGN - $2,217,745.04 5,908.00
MCKESSON CORP MCK - $2,199,627.90 16,551.00
AMPHENOL CORP APH - $2,182,507.60 24,689.00
WEYERHAEUSER CO WY - $2,162,804.16 62,007.00
ARCHER DANIELS MIDLAND CO ADM - $2,158,190.24 45,802.00
RED HAT INC RHT - $2,152,245.52 14,554.00
PPG INDUSTRIES INC PPG - $2,144,205.00 20,421.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $2,125,379.52 41,382.00
GENERAL MILLS INC GIS - $2,105,735.04 48,564.00
YUM! BRANDS INC YUM - $2,099,811.56 26,476.00
MONSTER BEVERAGE CORP MNST - $2,071,859.10 33,645.00
DISCOVER FINANCIAL SERVICES DFS - $2,059,690.98 28,583.00
M&T BANK CORP MTB - $2,058,008.00 11,896.00
DOLLAR GENERAL CORP DG - $2,043,899.40 20,820.00
DXC TECHNOLOGY CO DXC - $2,030,295.04 23,326.00
APTIV PLC APTV - $2,015,496.84 21,686.00
O'REILLY AUTOMOTIVE INC ORLY - $1,995,381.63 6,711.00
CONSOLIDATED EDISON INC ED - $1,986,528.60 25,452.00
CORNING INC GLW - $1,980,596.80 68,015.00
DIGITAL REALTY TRUST INC DLR - $1,956,920.00 16,870.00
WILLIAMS COS INC WMB - $1,952,524.80 67,796.00
FORTIVE CORP FTV - $1,950,705.00 25,125.00
HEWLETT PACKARD ENTERPRISE CO HPE - $1,934,925.72 125,076.00
WELLTOWER INC HCN - $1,934,603.79 30,471.00
CARNIVAL CORP CCL - $1,933,271.28 33,252.00
AVALONBAY COMMUNITIES INC AVB - $1,930,853.88 11,322.00
EQUITY RESIDENTIAL EQR - $1,906,841.64 30,162.00
SYNCHRONY FINANCIAL SYF - $1,906,720.34 58,114.00
XCEL ENERGY INC XEL - $1,901,949.66 41,682.00
DEVON ENERGY CORP DVN - $1,892,370.08 42,872.00
WESTERN DIGITAL CORP WDC - $1,878,599.68 24,512.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,875,736.56 22,886.00
KROGER CO KR - $1,873,533.06 66,579.00
NORTHERN TRUST CORP NTRS - $1,866,314.52 17,324.00
INGERSOLL-RAND PLC IR - $1,864,366.20 20,309.00
ZIMMER HOLDINGS INC ZBH - $1,859,362.32 16,652.00
PAYCHEX INC PAYX - $1,847,916.15 26,193.00
ROCKWELL COLLINS INC COL - $1,834,716.40 13,451.00
STANLEY BLACK & DECKER INC SWK - $1,823,211.43 12,641.00
MICROCHIP TECHNOLOGY INC MCHP - $1,816,999.98 19,254.00
PACCAR INC PCAR - $1,808,392.25 28,819.00
NETAPP INC NTAP - $1,799,791.46 21,946.00
INTL PAPER CO IP - $1,792,227.12 33,918.00
KEYCORP KEY - $1,784,439.72 86,961.00
PARKER HANNIFIN CORP PH - $1,780,351.77 10,891.00
IDEXX LABORATORIES INC IDXX - $1,765,019.82 7,113.00
ROCKWELL AUTOMATION INC ROK - $1,762,163.10 10,287.00
CONCHO RESOURCES INC CXO - $1,761,780.90 12,210.00
PG&E CORP PCG - $1,752,953.44 42,301.00
FREEPORT-MCMORAN INC FCX - $1,738,233.00 110,364.00
EDISON INTL EIX - $1,736,191.16 26,686.00
NUCOR CORP NUE - $1,726,143.75 26,055.00
WILLIS TOWERS WATSON PLC WLTW - $1,723,417.14 10,797.00
CUMMINS INC CMI - $1,723,293.09 12,689.00
VENTAS INC VTR - $1,700,084.50 29,186.00
DOLLAR TREE INC DLTR - $1,683,505.44 19,476.00
WEC ENERGY GROUP INC WEC - $1,675,919.48 25,847.00
AGILENT TECHNOLOGIES INC A - $1,673,444.65 26,209.00
AMERIPRISE FINANCIAL INC AMP - $1,652,593.32 11,844.00
TWENTY-FIRST CENTURY FOX INC FOX - $1,643,606.37 35,973.00
REGIONS FINANCIAL CORP RF - $1,639,368.72 91,996.00
NEWMONT MINING CORP NEM - $1,617,699.96 43,698.00
MOTOROLA SOLUTIONS INC MSI - $1,616,153.76 13,282.00
FLEETCOR TECHNOLOGIES INC FLT - $1,608,996.96 7,344.00
PPL CORP PPL - $1,603,852.60 57,260.00
CBS CORP CBS - $1,600,723.10 27,970.00
FIFTH THIRD BANCORP FITB - $1,599,685.01 56,149.00
CITIZENS FINANCIAL GROUP INC CFG - $1,596,141.00 39,705.00
DTE ENERGY CO DTE - $1,584,609.00 14,865.00
BOSTON PROPERTIES INC BXP - $1,583,152.74 12,646.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $1,566,931.08 8,382.00
TYSON FOODS INC TSN - $1,562,925.00 24,375.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,561,967.55 19,305.00
CERNER CORP CERN - $1,560,879.45 25,821.00
ANDEAVOR ANDV - $1,559,198.84 11,386.00
AUTOZONE INC AZO - $1,558,711.70 2,182.00
IHS MARKIT LTD INFO - $1,538,186.83 29,171.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,535,341.56 29,334.00
ROYAL CARIBBEAN CRUISES LTD RCL - $1,534,020.00 13,875.00
SBA COMMUNICATIONS CORP SBAC - $1,530,598.58 9,433.00
GLOBAL PAYMENTS INC GPN - $1,530,407.04 13,067.00
BEST BUY CO INC BBY - $1,528,897.68 20,088.00
NORTHEAST UTILITIES SYSTEM ES - $1,524,856.25 25,955.00
CENTURYLINK INC CTL - $1,508,547.88 80,413.00
MYLAN INC MYL - $1,500,147.66 42,222.00
IQVIA HOLDINGS INC IQV - $1,473,096.38 13,258.00
HARRIS CORP HRS - $1,467,955.20 9,728.00
ABIOMED INC ABMD - $1,466,934.72 3,464.00
TRANSDIGM GROUP INC TDG - $1,457,370.66 3,994.00
SKYWORKS SOLUTIONS INC SWKS - $1,446,605.85 14,915.00
CINTAS CORP CTAS - $1,441,886.31 7,083.00
KELLOGG CO K - $1,435,941.00 20,455.00
VERISK ANALYTICS INC VRSK - $1,432,369.98 12,722.00
MARATHON OIL CORP MRO - $1,431,224.32 69,884.00
W W GRAINGER INC GWW - $1,419,863.25 4,173.00
XILINX INC XLNX - $1,414,868.35 20,755.00
TEXTRON INC TXT - $1,402,054.20 20,970.00
CLOROX CO CLX - $1,398,266.20 10,609.00
AMETEK INC AME - $1,395,549.33 18,969.00
APACHE CORP APA - $1,389,182.76 31,302.00
NOBLE ENERGY INC NBL - $1,376,171.76 39,682.00
HESS CORP HES - $1,373,529.92 21,448.00
HUNTINGTON BANCSHARES INC HBAN - $1,366,685.90 90,509.00
KLA-TENCOR CORP KLAC - $1,364,833.80 12,765.00
FASTENAL CO FAST - $1,353,929.98 23,563.00
NATIONAL OILWELL VARCO INC NOV - $1,348,642.10 31,291.00
VULCAN MATERIALS CO VMC - $1,341,124.88 10,826.00
SVB FINANCIAL GROUP SIVB - $1,339,844.80 4,340.00
SEAGATE TECHNOLOGY PLC STX - $1,328,127.20 23,515.00
COMERICA INC CMA - $1,326,711.82 14,081.00
L3 TECHNOLOGIES INC LLL - $1,309,094.36 6,431.00
FIRSTENERGY CORP FE - $1,296,618.51 36,721.00
AMERICAN AIRLINES GROUP INC AAL - $1,292,768.64 34,128.00
REALTY INCOME CORP O - $1,292,473.08 23,292.00
HOST HOTELS & RESORTS INC HST - $1,292,185.44 60,723.00
E*TRADE FINANCIAL CORP ETFC - $1,289,081.34 21,618.00
MGM RESORTS INTL MGM - $1,280,697.60 41,048.00
RESMED INC RMD - $1,278,505.02 11,694.00
AMERICAN WATER WORKS CO INC AWK - $1,276,916.75 14,585.00
QUEST DIAGNOSTICS INC DGX - $1,273,138.58 11,123.00
OMNICOM GROUP INC OMC - $1,269,511.60 18,620.00
WATERS CORP WAT - $1,265,703.00 6,420.00
METTLER-TOLEDO INTL INC MTD - $1,254,529.92 2,082.00
MSCI INC MSCI - $1,246,786.16 7,292.00
REPUBLIC SERVICES INC RSG - $1,246,722.75 18,267.00
EQUIFAX INC EFX - $1,246,250.01 9,851.00
EXPEDIA INC EXPE - $1,242,450.00 9,900.00
CARDINAL HEALTH INC CAH - $1,241,911.20 25,449.00
ESSEX PROPERTY TRUST INC ESS - $1,241,242.20 5,412.00
EVERGY INC EVRG - $1,237,709.07 22,217.00
ANSYS INC ANSS - $1,231,148.52 6,881.00
LENNAR CORP LEN - $1,225,378.80 22,410.00
AMEREN CORP AEE - $1,224,223.72 19,958.00
CBRE GROUP INC CBG - $1,221,756.11 24,767.00
TOTAL SYSTEM SERVICES INC TSS - $1,217,256.30 13,590.00
WESTROCK CO WRK - $1,207,787.50 21,005.00
D.R. HORTON INC DHI - $1,197,059.15 28,133.00
ENTERGY CORP ETR - $1,192,353.10 14,810.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $1,192,171.68 4,684.00
XL GROUP LTD XL - $1,190,292.82 21,157.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,186,462.31 9,371.00
GENUINE PARTS CO GPC - $1,178,877.32 12,022.00
PRINCIPAL FINANCIAL GROUP INC PFG - $1,178,718.48 21,816.00
VERISIGN INC VRSN - $1,172,294.67 7,863.00
MCCORMICK & CO INC MKC - $1,170,641.05 9,935.00
EASTMAN CHEMICAL CO EMN - $1,169,483.04 11,696.00
CONAGRA FOODS INC CAG - $1,165,186.80 32,232.00
MOHAWK INDUSTRIES INC MHK - $1,164,202.16 5,192.00
LINCOLN NATIONAL CORP LNC - $1,156,836.12 17,916.00
MARTIN MARIETTA MATERIALS INC MLM - $1,155,629.88 5,154.00
EQT CORP EQT - $1,150,237.44 20,658.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $1,144,710.00 9,660.00
CITRIX SYSTEMS INC CTXS - $1,141,285.35 10,545.00
TAPESTRY INC TPR - $1,139,192.32 23,576.00
TIFFANY & CO TIF - $1,138,144.02 8,346.00
WYNN RESORTS LTD WYNN - $1,137,276.96 6,938.00
AMERISOURCEBERGEN CORP ABC - $1,128,627.50 13,325.00
BROWN-FORMAN CORP BF.B - $1,128,318.45 21,455.00
CA INC CA - $1,125,536.16 25,592.00
CARMAX INC KMX - $1,125,241.18 14,587.00
DARDEN RESTAURANTS INC DRI - $1,119,843.48 10,138.00
SYNOPSYS INC SNPS - $1,119,076.45 12,205.00
ADVANCED MICRO DEVICES INC AMD - $1,113,568.50 67,489.00
AKAMAI TECHNOLOGIES INC AKAM - $1,103,003.98 13,978.00
CHURCH & DWIGHT CO INC CHD - $1,101,909.16 20,042.00
CMS ENERGY CORP CMS - $1,097,393.64 23,142.00
BAKER HUGHES A GE CO BHGE - $1,091,520.00 34,110.00
GGP INC GGP - $1,090,124.48 51,812.00
SYMANTEC CORP SYMC - $1,079,313.20 50,911.00
BALL CORP BLL - $1,075,261.95 28,605.00
TECHNIPFMC PLC FTI - $1,072,868.82 35,549.00
LOEWS CORP L - $1,064,200.14 21,447.00
HERSHEY CO HSY - $1,051,840.56 11,443.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $1,051,635.46 8,434.00
ARTHUR J. GALLAGHER & CO. AJG - $1,050,993.09 14,931.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $1,050,640.20 14,310.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,042,327.74 23,091.00
NEWELL RUBBERMAID INC NWL - $1,040,299.30 39,782.00
GARTNER INC IT - $1,037,273.64 7,471.00
UNITED RENTALS INC URI - $1,034,499.06 6,846.00
C.H. ROBINSON WORLDWIDE INC CHRW - $1,029,918.96 11,403.00
HOLLYFRONTIER CORP HFC - $1,026,878.18 14,459.00
XYLEM INC XYL - $1,025,183.52 14,736.00
VORNADO REALTY TRUST VNO - $1,023,221.06 14,174.00
J M SMUCKER CO SJM - $1,018,727.82 9,306.00
DOVER CORP DOV - $1,016,801.28 12,672.00
KOHL'S CORP KSS - $1,014,823.35 13,779.00
RAYMOND JAMES FINANCIAL INC RJF - $1,011,069.45 10,635.00
HCP INC HCP - $999,684.42 38,479.00
COOPER COS INC COO - $998,297.28 4,016.00
INCYTE CORP INCY - $997,102.80 14,409.00
MASCO CORP MAS - $991,593.68 25,432.00
CENTERPOINT ENERGY INC CNP - $981,093.92 35,342.00
EXTRA SPACE STORAGE INC EXR - $977,002.67 10,331.00
COPART INC CPRT - $976,295.94 16,553.00
PVH CORP PVH - $975,169.11 6,313.00
MACY'S INC M - $969,921.75 25,095.00
CBOE HOLDINGS INC CBOE - $963,864.06 9,213.00
FMC CORP FMC - $954,883.00 11,020.00
MOLSON COORS BREWING CO TAP - $952,554.60 15,156.00
HENRY SCHEIN INC HSIC - $950,186.27 12,617.00
KANSAS CITY SOUTHERN KSU - $933,597.35 8,407.00
ALLIANCE DATA SYSTEMS CORP ADS - $920,199.84 3,948.00
HOLOGIC INC HOLX - $919,484.32 22,361.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $912,623.80 9,322.00
NASDAQ OMX GROUP INC NDAQ - $909,435.00 9,573.00
CHIPOTLE MEXICAN GRILL INC CMG - $904,184.76 2,004.00
CABOT OIL & GAS CORP COG - $896,419.44 36,981.00
PACKAGING CORP OF AMERICA PKG - $894,361.00 7,730.00
HASBRO INC HAS - $874,864.02 9,314.00
VARIAN MEDICAL SYSTEMS INC VAR - $872,260.13 7,493.00
ADVANCE AUTO PARTS INC AAP - $865,436.22 6,066.00
CINCINNATI FINANCIAL CORP CINF - $865,014.50 12,235.00
F5 NETWORKS INC FFIV - $863,106.66 5,007.00
LKQ CORP LKQ - $856,897.26 25,367.00
INVESCO LTD IVZ - $856,601.70 33,645.00
ZIONS BANCORP ZION - $855,846.45 16,145.00
ALBEMARLE CORP ALB - $851,954.70 9,073.00
J B HUNT TRANSPORT SERVICES INC JBHT - $850,517.64 7,014.00
QORVO INC QRVO - $841,475.60 10,363.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $838,910.36 16,934.00
DENTSPLY SIRONA INC XRAY - $838,908.90 18,630.00
FRANKLIN RESOURCES INC BEN - $834,901.86 26,107.00
INTL FLAVORS & FRAGRANCES INC IFF - $833,339.22 6,463.00
MICHAEL KORS HOLDINGS LTD KORS - $830,428.77 12,279.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $828,617.85 3,645.00
HORMEL FOODS CORP HRL - $824,007.25 22,121.00
CF INDUSTRIES HOLDINGS INC CF - $822,666.56 19,114.00
NIELSEN HOLDINGS PLC NLSN - $819,274.36 27,428.00
DUKE REALTY CORP DRE - $818,804.00 29,243.00
MOSAIC CO MOS - $813,576.96 28,728.00
UDR INC UDR - $812,611.47 21,921.00
ALLIANT ENERGY CORP LNT - $806,600.94 18,961.00
IRON MOUNTAIN INC IRM - $805,632.45 23,051.00
SNAP-ON INC SNA - $805,458.64 4,636.00
UNIVERSAL HEALTH SERVICES INC UHS - $804,013.12 7,136.00
WHIRLPOOL CORP WHR - $802,263.00 5,285.00
PERRIGO CO PLC PRGO - $801,255.59 10,547.00
DAVITA HEALTHCARE PARTNERS INC DVA - $800,011.36 11,432.00
JUNIPER NETWORKS INC JNPR - $799,886.06 28,598.00
TRACTOR SUPPLY CO TSCO - $798,620.13 9,999.00
VIACOM INC VIAB - $794,735.90 28,910.00
NRG ENERGY INC NRG - $787,558.56 24,504.00
WESTERN UNION CO WU - $765,367.20 37,740.00
CIMAREX ENERGY CO XEC - $756,101.25 7,815.00
EVEREST RE GROUP LTD RE - $754,945.56 3,358.00
AVERY DENNISON CORP AVY - $749,479.50 7,210.00
FEDERAL REIT FRT - $745,435.74 5,999.00
REGENCY CENTERS CORP REG - $741,642.24 12,071.00
IPG PHOTONICS CORP IPGP - $733,493.67 3,081.00
PINNACLE WEST CAPITAL CORP PNW - $732,809.98 9,167.00
TORCHMARK CORP TMK - $722,182.44 8,652.00
SL GREEN REALTY CORP SLG - $719,203.02 7,242.00
BORGWARNER INC BWA - $717,449.95 16,177.00
NISOURCE INC NI - $717,076.35 27,633.00
A. O. SMITH CORP AOS - $713,336.49 11,883.00
PERKINELMER INC PKI - $707,070.00 9,065.00
AES CORP AES - $705,913.28 54,176.00
ROBERT HALF RHI - $692,645.55 10,119.00
DISCOVERY COMMUNICATIONS INC DISCK - $688,028.20 27,980.00
UNUM GROUP UNM - $679,931.01 18,117.00
INTERPUBLIC GROUP OF COS INC IPG - $678,273.96 31,577.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $672,173.42 11,954.00
PULTEGROUP INC PHM - $669,393.87 21,517.00
AFFILIATED MANAGERS GROUP INC AMG - $662,635.68 4,452.00
ARCONIC INC ARNC - $662,301.09 34,803.00
HANESBRANDS INC HBI - $654,414.06 29,518.00
JACOBS ENGINEERING GROUP INC JEC - $652,374.39 9,871.00
NEKTAR THERAPEUTICS NKTR - $643,089.81 13,197.00
CAMPBELL SOUP CO CPB - $638,199.00 15,758.00
L BRANDS INC LB - $629,847.30 19,869.00
RALPH LAUREN CORP RL - $622,577.04 4,559.00
ALLEGION PLC ALLE - $618,114.24 7,776.00
ALASKA AIR GROUP INC ALK - $612,059.85 10,095.00
FLIR SYSTEMS INC FLIR - $606,906.00 11,239.00
GARMIN LTD GRMN - $587,921.40 9,108.00
PENTAIR PLC PNR - $583,649.22 13,298.00
DISH NETWORK CORP DISH - $579,624.32 18,752.00
KIMCO REALTY CORP KIM - $579,486.60 34,804.00
HARLEY-DAVIDSON INC HOG - $567,488.70 13,635.00
JEFFERIES FINANCIAL GROUP IN JEF - $565,267.36 24,836.00
FLUOR CORP FLR - $563,313.80 11,515.00
SEALED AIR CORP SEE - $562,452.00 13,200.00
COTY INC COTY - $540,311.40 38,732.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $539,017.98 12,889.00
GAP INC GPS - $534,048.60 17,772.00
HELMERICH & PAYNE INC HP - $529,788.60 8,919.00
TRIPADVISOR INC TRIP - $525,243.60 8,776.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $521,476.80 28,496.00
MACERICH CO MAC - $511,912.44 8,892.00
FOOT LOCKER INC FL - $507,171.57 9,677.00
NORDSTROM INC JWN - $506,020.98 9,622.00
LEGGETT & PLATT INC LEG - $495,083.55 10,751.00
NEWS CORP NWSA - $479,700.32 31,394.00
STERICYCLE INC SRCL - $478,500.75 7,011.00
SCANA CORP SCG - $468,802.20 11,685.00
NEWFIELD EXPLORATION CO NFX - $468,656.70 16,358.00
ASSURANT INC AIZ - $466,634.74 4,342.00
FLOWSERVE CORP FLS - $451,828.72 10,717.00
MATTEL INC MAT - $450,034.60 28,180.00
XEROX CORP XRX - $439,652.07 17,523.00
ENVISION HEALTHCARE CORP EVHC - $439,544.60 9,922.00
GOODYEAR TIRE & RUBBER CO/THE GT - $424,660.04 19,642.00
H & R BLOCK INC HRB - $418,094.00 17,135.00
QUANTA SERVICES INC PWR - $407,968.95 12,255.00
BRIGHTHOUSE FINANCIAL INC BHF - $402,659.45 9,809.00
DISCOVERY COMMUNICATIONS INC DISCA - $339,718.98 12,781.00
UNDER ARMOUR INC UAA - $329,206.74 15,234.00
UNDER ARMOUR INC-CLASS C UA - $308,828.52 15,426.00
NEWS CORP NWS - $154,628.00 9,976.00
NET OTHER ASSETS / CASH - - $569,577,385.32 569,577,385.32