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 Ultra 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.

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As of 12/12/17

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 609,192,797.71 - 296,421.10
S&P 500 INDEX SWAP SOCIETE GENERALE - 479,558,691.81 - 180,007.09
S&P 500 INDEX SWAP BNP - 453,724,353.55 - 170,309.91
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 281,746,862.58 - 105,756.46
S&P 500 INDEX SWAP BANK OF AMERICA NA - 279,367,171.08 - 104,863.22
S&P 500 INDEX SWAP DEUTSCHE BANK AG - 163,994,563.86 - 61,556.97
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 123,404,815.26 - 46,321.21
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 96,660,599.11 - 36,282.51
S&P 500 INDEX SWAP CITIBANK NA - 91,758,859.29 - 34,442.59
S&P 500 INDEX SWAP UBS AG - 74,582,778.48 - 27,995.38
S&P500 EMINI 3/16/2018 (ESH8) - 37,611,750.00 - 282.00
APPLE INC AAPL - $69,912,806.00 407,180.00
MICROSOFT CORP MSFT - $51,962,122.08 607,176.00
AMAZON.COM INC AMZN - $36,619,629.48 31,431.00
FACEBOOK INC FB - $33,066,037.76 186,856.00
BERKSHIRE HATHAWAY INC BRK.B - $30,195,534.81 151,683.00
JOHNSON & JOHNSON JNJ - $30,171,593.20 211,582.00
JPMORGAN CHASE & CO JPM - $29,640,510.55 277,403.00
EXXON MOBIL CORP XOM - $27,644,157.28 334,028.00
ALPHABET INC CL C GOOG - $24,759,262.08 23,796.00
ALPHABET INC CL A GOOGL - $24,640,851.15 23,495.00
BANK OF AMERICA CORP BAC - $22,678,814.76 773,493.00
WELLS FARGO & CO WFC - $21,247,079.73 352,181.00
AT&T INC T - $18,441,238.20 484,022.00
PROCTER & GAMBLE CO PG - $18,061,647.00 201,020.00
CHEVRON CORP CVX - $17,878,396.80 149,385.00
PFIZER INC PFE - $17,209,097.58 470,451.00
VERIZON COMMUNICATIONS INC VZ - $17,104,893.39 321,581.00
UNITEDHEALTH GROUP INC UNH - $16,957,965.31 76,219.00
HOME DEPOT INC HD - $16,894,128.60 92,927.00
VISA INC V - $16,362,180.06 144,211.00
CITIGROUP INC C - $16,355,420.85 214,779.00
INTEL CORP INTC - $16,050,601.91 370,427.00
CISCO SYSTEMS INC CSCO - $14,942,567.69 394,159.00
COMCAST CORP CMCSA - $14,650,900.65 370,815.00
COCA-COLA CO/THE KO - $13,705,388.06 302,614.00
PEPSICO INC PEP - $13,220,414.00 112,610.00
PHILIP MORRIS INTL INC PM - $13,137,382.80 122,436.00
WALT DISNEY CO DIS - $13,071,437.82 121,674.00
DOWDUPONT INC DWDP - $13,020,475.49 183,931.00
BOEING CO BA - $12,699,372.00 43,800.00
MERCK & CO INC MRK - $12,305,205.12 215,616.00
GENERAL ELECTRIC CO GE - $12,223,843.65 682,515.00
ABBVIE INC ABBV - $12,101,443.20 125,664.00
ORACLE CORP ORCL - $11,995,440.28 238,052.00
MASTERCARD INC MA - $11,225,525.00 73,610.00
WAL-MART STORES INC WMT - $11,157,922.90 115,387.00
3M CO MMM - $11,129,669.52 47,044.00
MCDONALD'S CORP MCD - $10,997,402.19 63,853.00
ALTRIA GROUP INC MO - $10,847,147.96 151,243.00
INTL BUSINESS MACHINES CORP IBM - $10,708,947.02 68,323.00
AMGEN INC AMGN - $10,138,651.46 57,521.00
HONEYWELL INTL INC HON - $9,239,159.04 60,096.00
NVIDIA CORP NVDA - $9,026,541.16 47,299.00
MEDTRONIC INC MDT - $8,756,288.00 106,784.00
AVAGO TECHNOLOGIES LTD AVGO - $8,291,852.40 32,052.00
UNION PACIFIC CORP UNP - $8,246,516.50 63,095.00
BRISTOL-MYERS SQUIBB CO BMY - $8,180,648.56 129,277.00
GILEAD SCIENCES INC GILD - $7,833,237.23 102,947.00
TEXAS INSTRUMENTS INC TXN - $7,682,067.78 78,046.00
ABBOTT LABORATORIES ABT - $7,628,894.80 136,964.00
QUALCOMM INC QCOM - $7,554,114.48 116,468.00
ACCENTURE PLC ACN - $7,409,703.60 48,716.00
GOLDMAN SACHS GROUP INC GS - $7,308,577.84 28,363.00
UNITED TECHNOLOGIES CORP UTX - $7,230,988.80 58,560.00
SCHLUMBERGER NV SLB - $7,029,892.12 109,534.00
U.S. BANCORP USB - $6,952,651.50 125,273.00
STARBUCKS CORP SBUX - $6,746,348.48 113,824.00
CELGENE CORP CELG - $6,724,932.96 61,674.00
ADOBE SYSTEMS INC ADBE - $6,711,115.84 38,896.00
CATERPILLAR INC CAT - $6,681,507.54 46,587.00
PRICELINE COM INC PCLN - $6,665,625.24 3,867.00
ELI LILLY AND CO LLY - $6,622,649.67 76,377.00
PAYPAL HOLDINGS INC PYPL - $6,559,468.38 89,099.00
COSTCO WHOLESALE CORP COST - $6,510,472.50 34,575.00
NIKE INC NKE - $6,439,568.60 103,580.00
UNITED PARCEL SERVICE INC UPS - $6,415,615.36 54,296.00
NETFLIX INC NFLX - $6,321,320.55 34,035.00
LOCKHEED MARTIN CORP LMT - $6,239,143.39 19,751.00
MORGAN STANLEY MS - $6,003,198.00 111,480.00
THERMO FISHER SCIENTIFIC INC TMO - $5,978,220.01 31,549.00
CVS HEALTH CORP CVS - $5,837,980.45 80,137.00
NEXTERA ENERGY INC NEE - $5,796,825.42 36,906.00
AMERICAN EXPRESS CO AXP - $5,747,461.43 57,839.00
LOWE'S COS INC LOW - $5,656,169.49 66,551.00
SALESFORCE.COM INC CRM - $5,579,830.41 53,823.00
TIME WARNER INC TWX - $5,558,204.75 61,315.00
CHUBB LTD CB - $5,521,694.50 36,689.00
PNC FINANCIAL SERVICES GROUP INC PNC - $5,509,629.60 37,776.00
BIOGEN IDEC INC BIIB - $5,462,609.25 16,667.00
CHARTER COMMUNICATIONS INC CHTR - $5,232,651.43 15,857.00
MONDELEZ INTL INC MDLZ - $5,096,245.12 118,849.00
BLACKROCK INC BLK - $5,058,739.83 9,771.00
COLGATE-PALMOLIVE CO CL - $5,033,560.62 69,438.00
CONOCOPHILLIPS COP - $4,984,678.68 95,933.00
WALGREENS BOOTS ALLIANCE INC WBA - $4,928,508.42 68,442.00
AMERICAN TOWER CORP AMT - $4,855,230.32 33,832.00
CHARLES SCHWAB CORP SCHW - $4,844,165.12 93,952.00
DUKE ENERGY CORP DUK - $4,807,223.49 55,173.00
AETNA INC AET - $4,741,416.84 26,148.00
ANTHEM INC ANTM - $4,735,125.00 20,700.00
FEDEX CORP FDX - $4,659,472.50 19,455.00
EOG RESOURCES INC EOG - $4,564,845.88 45,521.00
ALLERGAN PLC AGN - $4,529,461.98 26,354.00
DANAHER CORP DHR - $4,516,554.24 48,192.00
METLIFE INC MET - $4,496,848.29 83,787.00
BANK OF NEW YORK MELLON CORP BK - $4,477,031.65 81,445.00
GENERAL DYNAMICS CORP GD - $4,306,935.72 21,954.00
GENERAL MOTORS CO GM - $4,293,620.58 103,386.00
RAYTHEON CO RTN - $4,276,230.09 22,881.00
AMERICAN INTL GROUP INC AIG - $4,267,974.88 71,216.00
APPLIED MATERIALS INC AMAT - $4,243,113.84 84,072.00
DOMINION RESOURCES INC D - $4,226,230.08 50,656.00
OCCIDENTAL PETROLEUM CORP OXY - $4,220,918.19 60,273.00
NORTHROP GRUMMAN CORP NOC - $4,218,339.84 13,728.00
CIGNA CORP CI - $4,137,911.04 19,848.00
CSX CORP CSX - $4,102,389.06 71,997.00
CME GROUP INC CME - $4,100,438.85 26,795.00
AUTOMATIC DATA PROCESSING INC ADP - $4,100,378.55 35,031.00
SIMON PROPERTY GROUP INC SPG - $4,076,074.05 24,503.00
MONSANTO CO MON - $4,074,801.12 34,632.00
SOUTHERN CO/THE SO - $4,033,260.10 78,790.00
ILLINOIS TOOL WORKS INC ITW - $4,001,457.96 24,417.00
BECTON DICKINSON AND CO BDX - $3,928,461.61 17,939.00
PRUDENTIAL FINANCIAL INC PRU - $3,917,803.79 33,661.00
STRYKER CORP SYK - $3,896,917.53 25,359.00
FORD MOTOR CO F - $3,884,819.40 308,319.00
ACTIVISION BLIZZARD INC ATVI - $3,832,508.40 59,511.00
DEERE & CO DE - $3,809,230.05 25,215.00
KRAFT HEINZ CO/THE KHC - $3,715,229.10 47,058.00
TJX COS INC TJX - $3,692,631.96 50,158.00
MICRON TECHNOLOGY INC MU - $3,676,270.78 87,823.00
CAPITAL ONE FINANCIAL CORP COF - $3,668,487.30 38,130.00
CROWN CASTLE INTL CORP CCI - $3,551,363.14 32,026.00
S&P GLOBAL INC SPGI - $3,496,268.20 20,260.00
MARSH & MCLENNAN COS INC MMC - $3,420,113.95 40,403.00
PRAXAIR INC PX - $3,412,868.34 22,551.00
EMERSON ELECTRIC CO EMR - $3,363,701.51 50,453.00
PHILLIPS 66 PSX - $3,355,599.97 33,871.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $3,326,640.55 46,559.00
INTERCONTINENTAL EXCHANGE INC ICE - $3,303,039.20 46,391.00
INTUITIVE SURGICAL INC ISRG - $3,266,610.33 8,817.00
KIMBERLY-CLARK CORP KMB - $3,241,856.40 27,851.00
NORFOLK SOUTHERN CORP NSC - $3,213,688.28 22,718.00
BB&T CORP BBT - $3,202,986.84 63,703.00
MARRIOTT INTL INC MAR - $3,175,350.36 24,661.00
EXPRESS SCRIPTS HOLDING CO ESRX - $3,121,468.24 45,529.00
EXELON CORP EXC - $3,103,841.85 75,685.00
HALLIBURTON CO HAL - $3,095,094.60 68,415.00
VALERO ENERGY CORP VLO - $3,026,989.98 34,817.00
INTUIT INC INTU - $2,990,449.80 19,188.00
CONSTELLATION BRANDS INC STZ - $2,981,355.51 13,551.00
ALLSTATE CORP ALL - $2,949,440.44 28,486.00
AMERICAN ELECTRIC POWER CO INC AEP - $2,947,447.44 38,772.00
EBAY INC EBAY - $2,937,841.92 78,468.00
TRAVELERS COS INC/THE TRV - $2,922,515.55 21,753.00
HUMANA INC HUM - $2,900,858.88 11,392.00
STATE STREET CORP STT - $2,894,248.22 29,479.00
TWENTY-FIRST CENTURY FOX INC FOXA - $2,829,379.30 82,973.00
DELTA AIR LINES INC DAL - $2,815,586.20 52,510.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $2,811,451.50 73,502.00
VERTEX PHARMACEUTICALS INC VRTX - $2,800,586.25 19,875.00
AIR PRODUCTS AND CHEMICALS INC APD - $2,798,775.98 17,182.00
ZOETIS INC ZTS - $2,794,578.70 38,690.00
AON PLC AON - $2,776,925.00 20,050.00
PROLOGIS INC PLD - $2,774,309.59 41,927.00
BOSTON SCIENTIFIC CORP BSX - $2,770,131.26 108,166.00
ECOLAB INC ECL - $2,768,605.35 20,531.00
AFLAC INC AFL - $2,765,406.56 31,156.00
EQUINIX INC EQIX - $2,765,189.82 6,142.00
HP INC HPQ - $2,762,394.64 131,668.00
SOUTHWEST AIRLINES CO LUV - $2,753,559.73 43,411.00
LYONDELLBASELL INDUSTRIES NV LYB - $2,737,339.15 25,585.00
EATON CORP PLC ETN - $2,726,576.64 35,064.00
WASTE MANAGEMENT INC WM - $2,701,116.32 31,913.00
KINDER MORGAN INC KMI - $2,686,427.00 151,348.00
TE CONNECTIVITY LTD TEL - $2,664,617.70 27,858.00
SHERWIN-WILLIAMS CO SHW - $2,637,489.60 6,480.00
TARGET CORP TGT - $2,627,277.12 43,056.00
ELECTRONIC ARTS INC EA - $2,620,121.42 24,337.00
MARATHON PETROLEUM CORP MPC - $2,573,731.41 39,909.00
MCKESSON CORP MCK - $2,561,666.25 16,575.00
GENERAL MILLS INC GIS - $2,550,337.58 45,493.00
BAXTER INTL INC BAX - $2,541,338.27 39,517.00
PROGRESSIVE CORP PGR - $2,529,840.80 45,872.00
PUBLIC STORAGE PSA - $2,497,449.12 11,796.00
SUNTRUST BANKS INC STI - $2,479,640.36 37,834.00
ANALOG DEVICES INC ADI - $2,477,552.32 28,984.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $2,469,464.96 26,204.00
ILLUMINA INC ILMN - $2,447,273.76 11,509.00
SYSCO CORP SYY - $2,367,482.56 38,284.00
ROSS STORES INC ROST - $2,344,258.80 30,680.00
PPG INDUSTRIES INC PPG - $2,343,179.91 20,219.00
LAM RESEARCH CORP LRCX - $2,325,185.42 12,806.00
CORNING INC GLW - $2,323,935.36 71,199.00
REGENERON PHARMACEUTICALS INC REGN - $2,311,696.32 6,056.00
SEMPRA ENERGY SRE - $2,270,059.17 19,793.00
YUM! BRANDS INC YUM - $2,228,406.21 27,179.00
ESTEE LAUDER COS INC EL - $2,205,117.60 17,648.00
DISCOVER FINANCIAL SERVICES DFS - $2,204,116.77 29,353.00
SYNCHRONY FINANCIAL SYF - $2,201,811.60 58,935.00
FISERV INC FISV - $2,176,739.20 16,591.00
PG&E CORP PCG - $2,159,961.18 40,426.00
AMPHENOL CORP APH - $2,159,163.93 24,079.00
CONSOLIDATED EDISON INC ED - $2,151,422.07 24,423.00
ANADARKO PETROLEUM CORP APC - $2,144,108.88 44,172.00
CARNIVAL CORP CCL - $2,139,515.95 32,149.00
PIONEER NATURAL RESOURCES CO PXD - $2,131,896.91 13,409.00
DXC TECHNOLOGY CO DXC - $2,126,992.81 22,439.00
WEYERHAEUSER CO WY - $2,114,818.65 59,355.00
CUMMINS INC CMI - $2,101,881.62 12,421.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $2,074,106.79 39,879.00
M&T BANK CORP MTB - $2,065,912.73 11,977.00
ROPER TECHNOLOGIES INC ROP - $2,058,174.36 8,058.00
MONSTER BEVERAGE CORP MNST - $2,056,905.36 32,696.00
XCEL ENERGY INC XEL - $2,022,964.58 40,027.00
PARKER HANNIFIN CORP PH - $2,013,570.70 10,495.00
STANLEY BLACK & DECKER INC SWK - $2,003,514.35 12,073.00
AVALONBAY COMMUNITIES INC AVB - $1,998,921.40 10,885.00
ALEXION PHARMACEUTICALS INC ALXN - $1,998,678.40 17,594.00
MOODY'S CORP MCO - $1,998,514.43 13,099.00
AMERIPRISE FINANCIAL INC AMP - $1,992,852.00 11,820.00
PACCAR INC PCAR - $1,991,835.09 27,699.00
DOLLAR TREE INC DLTR - $1,983,233.62 18,671.00
HCA HOLDINGS INC HCA - $1,969,503.90 22,782.00
T. ROWE PRICE GROUP INC TROW - $1,944,822.72 18,948.00
ROCKWELL AUTOMATION INC ROK - $1,930,199.25 10,119.00
EDWARDS LIFESCIENCES CORP EW - $1,923,778.22 16,646.00
WELLTOWER INC HCN - $1,922,703.48 29,079.00
EQUITY RESIDENTIAL EQR - $1,919,782.80 28,956.00
C R BARD INC BCR - $1,902,543.61 5,729.00
WESTERN DIGITAL CORP WDC - $1,900,743.65 23,245.00
WILLIAMS COS INC WMB - $1,895,027.28 65,166.00
TYSON FOODS INC TSN - $1,885,124.01 22,803.00
HEWLETT PACKARD ENTERPRISE CO HPE - $1,877,605.00 129,490.00
DOLLAR GENERAL CORP DG - $1,873,590.51 20,537.00
VF CORP VFC - $1,868,010.15 25,755.00
KROGER CO KR - $1,862,557.87 70,739.00
DIGITAL REALTY TRUST INC DLR - $1,853,337.00 16,130.00
ARCHER DANIELS MIDLAND CO ADM - $1,852,332.42 44,346.00
INTL PAPER CO IP - $1,843,249.87 32,549.00
AUTODESK INC ADSK - $1,837,276.07 17,279.00
PPL CORP PPL - $1,833,224.20 53,855.00
ZIMMER HOLDINGS INC ZBH - $1,809,714.06 15,939.00
APTIV PLC APTV - $1,802,154.12 21,036.00
VENTAS INC VTR - $1,791,810.32 28,076.00
FIFTH THIRD BANCORP FITB - $1,768,444.65 58,077.00
EDISON INTL EIX - $1,761,408.72 25,684.00
RED HAT INC RHT - $1,759,116.75 13,989.00
CERNER CORP CERN - $1,747,179.52 24,832.00
FORTIVE CORP FTV - $1,743,598.36 24,043.00
PAYCHEX INC PAYX - $1,732,522.65 25,215.00
INGERSOLL-RAND PLC IR - $1,727,340.86 19,997.00
AMERICAN AIRLINES GROUP INC AAL - $1,724,458.96 34,168.00
ROCKWELL COLLINS INC COL - $1,722,932.16 12,808.00
KEYCORP KEY - $1,714,640.00 85,732.00
O'REILLY AUTOMOTIVE INC ORLY - $1,712,714.68 6,938.00
AGILENT TECHNOLOGIES INC A - $1,698,696.86 25,331.00
WEC ENERGY GROUP INC WEC - $1,683,177.82 24,877.00
ROYAL CARIBBEAN CRUISES LTD RCL - $1,679,630.12 13,564.00
NORTHERN TRUST CORP NTRS - $1,668,550.05 16,931.00
FREEPORT-MCMORAN INC FCX - $1,666,359.70 106,070.00
CBS CORP CBS - $1,663,681.03 28,699.00
MYLAN INC MYL - $1,661,024.04 42,276.00
CITIZENS FINANCIAL GROUP INC CFG - $1,654,498.56 39,468.00
WILLIS TOWERS WATSON PLC WLTW - $1,642,947.20 10,586.00
CONCHO RESOURCES INC CXO - $1,635,358.50 11,723.00
REGIONS FINANCIAL CORP RF - $1,630,757.79 94,209.00
DTE ENERGY CO DTE - $1,612,215.41 14,141.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,609,069.54 28,718.00
NORTHEAST UTILITIES SYSTEM ES - $1,603,965.80 24,980.00
ONEOK INC OKE - $1,599,223.20 29,948.00
DEVON ENERGY CORP DVN - $1,591,748.81 41,441.00
MICROCHIP TECHNOLOGY INC MCHP - $1,574,820.64 18,346.00
SBA COMMUNICATIONS CORP SBAC - $1,571,876.96 9,488.00
AUTOZONE INC AZO - $1,571,420.50 2,210.00
NUCOR CORP NUE - $1,559,962.95 25,181.00
BOSTON PROPERTIES INC BXP - $1,534,979.70 12,165.00
CARDINAL HEALTH INC CAH - $1,503,245.96 24,946.00
PRINCIPAL FINANCIAL GROUP INC PFG - $1,499,474.30 21,185.00
CLOROX CO CLX - $1,476,901.25 10,175.00
NEWMONT MINING CORP NEM - $1,453,990.65 42,035.00
SYMANTEC CORP SYMC - $1,401,029.40 48,445.00
SKYWORKS SOLUTIONS INC SWKS - $1,397,271.48 14,484.00
MOHAWK INDUSTRIES INC MHK - $1,371,468.54 4,981.00
CENTENE CORP CNC - $1,371,292.56 13,596.00
OMNICOM GROUP INC OMC - $1,355,411.41 18,191.00
LINCOLN NATIONAL CORP LNC - $1,354,604.91 17,463.00
DR PEPPER SNAPPLE GROUP INC DPS - $1,348,936.16 14,326.00
D.R. HORTON INC DHI - $1,342,500.00 26,850.00
HARRIS CORP HRS - $1,335,146.22 9,441.00
MGM RESORTS INTL MGM - $1,334,862.39 40,809.00
ALIGN TECHNOLOGY INC ALGN - $1,332,862.19 5,687.00
BEST BUY CO INC BBY - $1,328,520.80 20,915.00
XILINX INC XLNX - $1,326,392.64 19,598.00
AMETEK INC AME - $1,312,333.22 18,194.00
ESSEX PROPERTY TRUST INC ESS - $1,296,078.30 5,202.00
IHS MARKIT LTD INFO - $1,294,392.40 28,637.00
KELLOGG CO K - $1,291,894.55 19,589.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,291,593.60 20,385.00
INCYTE CORP INCY - $1,283,988.60 13,459.00
WESTROCK CO WRK - $1,280,270.62 20,023.00
KLA-TENCOR CORP KLAC - $1,274,233.84 12,364.00
HUNTINGTON BANCSHARES INC HBAN - $1,272,578.87 85,927.00
VULCAN MATERIALS CO VMC - $1,266,984.77 10,427.00
METTLER-TOLEDO INTL INC MTD - $1,264,395.23 2,023.00
HERSHEY CO HSY - $1,263,162.60 11,139.00
ANDEAVOR ANDV - $1,256,241.60 11,379.00
AMERICAN WATER WORKS CO INC AWK - $1,255,303.28 14,054.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $1,252,060.50 8,025.00
WATERS CORP WAT - $1,242,867.50 6,293.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,239,854.00 16,102.00
CONAGRA FOODS INC CAG - $1,230,363.30 32,766.00
NETAPP INC NTAP - $1,229,117.00 21,265.00
IQVIA HOLDINGS INC IQV - $1,214,514.20 11,948.00
REALTY INCOME CORP O - $1,204,318.44 21,606.00
NEWELL RUBBERMAID INC NWL - $1,203,866.60 38,635.00
GLOBAL PAYMENTS INC GPN - $1,203,682.80 12,020.00
CENTURYLINK INC CTL - $1,202,557.20 76,596.00
FASTENAL CO FAST - $1,202,297.92 22,702.00
L3 TECHNOLOGIES INC LLL - $1,198,608.74 6,166.00
MOTOROLA SOLUTIONS INC MSI - $1,197,190.14 12,822.00
APACHE CORP APA - $1,192,751.88 30,029.00
DOVER CORP DOV - $1,192,715.68 12,272.00
INVESCO LTD IVZ - $1,192,153.41 32,073.00
COMERICA INC CMA - $1,190,759.29 13,867.00
ENTERGY CORP ETR - $1,178,295.52 14,152.00
DENTSPLY SIRONA INC XRAY - $1,175,799.08 18,092.00
AMEREN CORP AEE - $1,173,632.72 19,127.00
GGP INC GGP - $1,169,911.86 49,218.00
REPUBLIC SERVICES INC RSG - $1,169,769.60 18,052.00
MOLSON COORS BREWING CO TAP - $1,166,984.00 14,560.00
TWENTY-FIRST CENTURY FOX INC FOX - $1,163,299.20 34,622.00
VERISK ANALYTICS INC VRSK - $1,159,039.20 12,252.00
HOST HOTELS & RESORTS INC HST - $1,158,029.15 58,339.00
L BRANDS INC LB - $1,147,329.36 19,673.00
FRANKLIN RESOURCES INC BEN - $1,145,206.85 25,939.00
FIRSTENERGY CORP FE - $1,143,916.50 35,025.00
EXPEDIA INC EXPE - $1,143,103.39 9,631.00
TEXTRON INC TXT - $1,138,766.76 20,868.00
ALBEMARLE CORP ALB - $1,135,305.24 8,709.00
CBOE HOLDINGS INC CBOE - $1,134,541.80 8,890.00
AMERISOURCEBERGEN CORP ABC - $1,122,515.24 12,782.00
EQUIFAX INC EFX - $1,121,789.58 9,489.00
IDEXX LABORATORIES INC IDXX - $1,095,777.60 6,880.00
LOEWS CORP L - $1,094,862.56 21,758.00
CMS ENERGY CORP CMS - $1,093,098.27 22,231.00
UNITED RENTALS INC URI - $1,090,236.30 6,662.00
E*TRADE FINANCIAL CORP ETFC - $1,080,680.72 21,683.00
BALL CORP BLL - $1,078,497.48 27,732.00
GENUINE PARTS CO GPC - $1,073,349.75 11,575.00
EASTMAN CHEMICAL CO EMN - $1,062,381.42 11,421.00
MASCO CORP MAS - $1,059,601.85 25,115.00
EQT CORP EQT - $1,058,434.96 18,904.00
CINTAS CORP CTAS - $1,058,203.08 6,732.00
VORNADO REALTY TRUST VNO - $1,056,234.32 13,592.00
J M SMUCKER CO SJM - $1,056,124.30 8,954.00
BAKER HUGHES A GE CO BHGE - $1,044,314.90 33,742.00
QUEST DIAGNOSTICS INC DGX - $1,043,148.53 10,753.00
SYNOPSYS INC SNPS - $1,037,209.94 11,843.00
NOBLE ENERGY INC NBL - $1,029,831.75 38,355.00
TRANSDIGM GROUP INC TDG - $1,027,620.00 3,806.00
CBRE GROUP INC CBG - $1,027,310.97 23,709.00
MARTIN MARIETTA MATERIALS INC MLM - $1,026,716.50 4,954.00
WYNN RESORTS LTD WYNN - $1,023,689.17 6,307.00
TOTAL SYSTEM SERVICES INC TSS - $1,017,709.00 13,217.00
MARATHON OIL CORP MRO - $1,017,151.08 67,006.00
BROWN-FORMAN CORP BF.B - $1,010,351.65 15,437.00
CABOT OIL & GAS CORP COG - $1,006,268.40 36,459.00
NIELSEN HOLDINGS PLC NLSN - $1,004,234.68 26,476.00
UNUM GROUP UNM - $1,003,412.40 17,791.00
HCP INC HCP - $1,003,338.66 36,969.00
TECHNIPFMC PLC FTI - $996,074.94 34,622.00
NATIONAL OILWELL VARCO INC NOV - $992,841.26 29,959.00
CITRIX SYSTEMS INC CTXS - $989,685.34 11,347.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $988,616.87 4,601.00
LKQ CORP LKQ - $988,285.32 24,348.00
LENNAR CORP LEN - $983,985.74 16,018.00
C.H. ROBINSON WORLDWIDE INC CHRW - $973,456.00 11,062.00
ANSYS INC ANSS - $971,095.06 6,682.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $969,863.40 7,381.00
HESS CORP HES - $967,323.82 21,302.00
CARMAX INC KMX - $965,859.56 14,446.00
CENTERPOINT ENERGY INC CNP - $964,295.64 33,978.00
HOLOGIC INC HOLX - $963,332.70 22,110.00
RESMED INC RMD - $962,266.40 11,210.00
WHIRLPOOL CORP WHR - $957,932.03 5,753.00
CADENCE DESIGN SYSTEMS INC CDNS - $956,232.81 22,089.00
XYLEM INC XYL - $956,096.24 14,156.00
SEAGATE TECHNOLOGY PLC STX - $955,702.80 22,690.00
FMC CORP FMC - $953,155.95 10,573.00
CHURCH & DWIGHT CO INC CHD - $951,782.91 19,669.00
INTL FLAVORS & FRAGRANCES INC IFF - $947,818.50 6,225.00
MCCORMICK & CO INC MKC - $947,430.18 9,374.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $930,349.28 8,956.00
TAPESTRY INC TPR - $924,676.76 22,276.00
W W GRAINGER INC GWW - $920,472.21 4,139.00
ARTHUR J. GALLAGHER & CO. AJG - $920,212.37 14,203.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $916,858.80 14,248.00
KANSAS CITY SOUTHERN KSU - $916,593.00 8,310.00
WYNDHAM WORLDWIDE CORP WYN - $907,373.94 8,103.00
PENTAIR PLC PNR - $907,163.92 13,019.00
ALLIANCE DATA SYSTEMS CORP ADS - $906,883.70 3,805.00
RAYMOND JAMES FINANCIAL INC RJF - $905,685.48 10,116.00
PERRIGO CO PLC PRGO - $898,293.60 10,455.00
DISH NETWORK CORP DISH - $890,759.24 17,948.00
COOPER COS INC COO - $884,420.66 3,851.00
CINCINNATI FINANCIAL CORP CINF - $876,578.76 11,763.00
EXTRA SPACE STORAGE INC EXR - $872,098.36 9,926.00
PACKAGING CORP OF AMERICA PKG - $869,948.48 7,438.00
AFFILIATED MANAGERS GROUP INC AMG - $867,864.25 4,411.00
JUNIPER NETWORKS INC JNPR - $867,021.60 29,980.00
GARTNER INC IT - $861,682.30 7,142.00
DARDEN RESTAURANTS INC DRI - $861,117.48 9,882.00
CIMAREX ENERGY CO XEC - $853,024.27 7,511.00
DAVITA HEALTHCARE PARTNERS INC DVA - $848,883.20 12,058.00
HENRY SCHEIN INC HSIC - $848,099.67 12,507.00
BORGWARNER INC BWA - $834,863.20 15,640.00
CA INC CA - $834,135.43 24,907.00
UDR INC UDR - $830,431.41 21,093.00
HASBRO INC HAS - $825,695.46 8,973.00
VIACOM INC VIAB - $822,749.95 27,805.00
ARCONIC INC ARNC - $821,190.10 33,314.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $816,239.43 12,141.00
PVH CORP PVH - $811,332.82 6,103.00
VARIAN MEDICAL SYSTEMS INC VAR - $806,563.65 7,237.00
ZIONS BANCORP ZION - $804,181.02 15,937.00
SL GREEN REALTY CORP SLG - $803,762.04 7,802.00
ALLIANT ENERGY CORP LNT - $801,642.15 18,215.00
REGENCY CENTERS CORP REG - $800,033.76 11,664.00
AVERY DENNISON CORP AVY - $797,557.28 6,968.00
IRON MOUNTAIN INC IRM - $787,827.60 20,842.00
HORMEL FOODS CORP HRL - $786,037.50 21,250.00
PINNACLE WEST CAPITAL CORP PNW - $784,256.00 8,800.00
UNIVERSAL HEALTH SERVICES INC UHS - $783,369.48 6,967.00
DUKE REALTY CORP DRE - $779,875.83 28,043.00
SNAP-ON INC SNA - $775,170.42 4,539.00
VERISIGN INC VRSN - $774,742.38 6,774.00
AKAMAI TECHNOLOGIES INC AKAM - $770,511.26 13,513.00
TIFFANY & CO TIF - $768,679.50 8,049.00
TORCHMARK CORP TMK - $765,558.56 8,528.00
CAMPBELL SOUP CO CPB - $760,830.40 15,290.00
XL GROUP LTD XL - $752,968.02 20,334.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $752,655.85 14,029.00
J B HUNT TRANSPORT SERVICES INC JBHT - $748,533.96 6,729.00
CF INDUSTRIES HOLDINGS INC CF - $746,512.20 18,387.00
FEDERAL REIT FRT - $743,328.00 5,696.00
PULTEGROUP INC PHM - $737,170.89 21,881.00
MICHAEL KORS HOLDINGS LTD KORS - $730,506.24 11,952.00
NASDAQ OMX GROUP INC NDAQ - $729,601.08 9,204.00
WESTERN UNION CO WU - $713,251.50 36,577.00
EVEREST RE GROUP LTD RE - $711,777.16 3,238.00
A. O. SMITH CORP AOS - $704,815.58 11,543.00
COTY INC COTY - $692,328.84 37,182.00
MOSAIC CO MOS - $686,794.22 27,671.00
HARLEY-DAVIDSON INC HOG - $686,116.96 13,448.00
NRG ENERGY INC NRG - $680,190.00 23,700.00
ALASKA AIR GROUP INC ALK - $679,712.40 9,738.00
QORVO INC QRVO - $679,133.77 10,033.00
F5 NETWORKS INC FFIV - $678,669.41 5,009.00
SEALED AIR CORP SEE - $678,436.20 14,220.00
NISOURCE INC NI - $677,932.71 25,689.00
TRACTOR SUPPLY CO TSCO - $677,585.92 9,988.00
KOHL'S CORP KSS - $668,303.81 13,289.00
LEUCADIA NATIONAL CORP LUK - $651,731.71 24,961.00
JACOBS ENGINEERING GROUP INC JEC - $648,679.15 9,485.00
INTERPUBLIC GROUP OF COS INC IPG - $634,610.94 31,002.00
CHIPOTLE MEXICAN GRILL INC CMG - $629,755.64 1,978.00
ADVANCED MICRO DEVICES INC AMD - $628,056.00 63,440.00
GOODYEAR TIRE & RUBBER CO/THE GT - $626,569.79 19,847.00
PERKINELMER INC PKI - $617,890.56 8,688.00
SCRIPPS NETWORKS INTER-CL A SNI - $617,757.90 7,565.00
KIMCO REALTY CORP KIM - $617,747.55 33,555.00
MACY'S INC M - $616,791.21 24,009.00
ALLEGION PLC ALLE - $615,139.20 7,488.00
HANESBRANDS INC HBI - $601,935.40 28,732.00
ADVANCE AUTO PARTS INC AAP - $599,943.69 5,823.00
GAP INC GPS - $587,915.52 17,312.00
ACUITY BRANDS INC AYI - $578,095.14 3,318.00
MACERICH CO MAC - $570,578.48 8,584.00
AES CORP AES - $557,965.28 52,049.00
FLUOR CORP FLR - $556,142.04 11,028.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $543,146.64 12,378.00
ROBERT HALF RHI - $540,718.92 9,947.00
GARMIN LTD GRMN - $534,765.24 8,748.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $508,697.30 27,145.00
FLIR SYSTEMS INC FLIR - $507,223.50 10,815.00
HELMERICH & PAYNE INC HP - $503,413.60 8,560.00
XEROX CORP XRX - $500,494.46 16,829.00
NEWS CORP NWSA - $488,676.16 30,128.00
LEGGETT & PLATT INC LEG - $483,129.24 10,428.00
SCANA CORP SCG - $482,072.14 11,266.00
NEWFIELD EXPLORATION CO NFX - $474,858.72 15,703.00
QUANTA SERVICES INC PWR - $466,232.16 11,918.00
H & R BLOCK INC HRB - $453,859.20 16,480.00
BRIGHTHOUSE FINANCIAL INC BHF - $453,028.94 7,553.00
STERICYCLE INC SRCL - $452,727.10 6,727.00
RALPH LAUREN CORP RL - $437,211.24 4,366.00
FOOT LOCKER INC FL - $435,671.75 9,775.00
ASSURANT INC AIZ - $426,074.40 4,248.00
FLOWSERVE CORP FLS - $424,792.50 10,298.00
NORDSTROM INC JWN - $419,573.02 9,173.00
MATTEL INC MAT - $394,988.54 27,017.00
CSRA INC CSRA - $375,913.79 12,887.00
ENVISION HEALTHCARE CORP EVHC - $318,135.00 9,525.00
TRIPADVISOR INC TRIP - $299,718.90 8,539.00
DISCOVERY COMMUNICATIONS INC DISCK - $293,486.40 16,020.00
RANGE RESOURCES CORP RRC - $291,030.00 17,800.00
NAVIANT CORP NAVI - $280,039.68 21,608.00
CHESAPEAKE ENERGY CORP CHK - $272,735.04 71,584.00
SIGNET JEWELERS LTD SIG - $252,693.32 4,766.00
DISCOVERY COMMUNICATIONS INC DISCA - $238,452.75 12,135.00
PATTERSON COS INC PDCO - $232,384.47 6,493.00
UNDER ARMOUR INC UAA - $198,142.20 14,580.00
UNDER ARMOUR INC-CLASS C UA - $181,651.74 14,673.00
NEWS CORP NWS - $158,880.00 9,600.00
DELPHI TECHNOLOGIES PLC DLPH - $135.11 2.67
NET OTHER ASSETS / CASH - - $446,373,242.47 446,373,242.47