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 6/18/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - - - 1,218,241,115.12 - 525,736.17
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - - - 323,083,151.92 - 110,730.23
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 291,450,788.37 - 99,888.88
S&P 500 INDEX SWAP SOCIETE GENERALE - - - 259,129,514.87 - 88,811.41
S&P 500 INDEX SWAP BNP PARIBAS - - - 236,217,567.88 - 80,958.81
S&P 500 INDEX SWAP CITIBANK NA - - - 216,229,363.94 - 74,108.25
S&P 500 INDEX SWAP UBS AG - - - 197,394,934.65 - 67,653.13
S&P 500 INDEX SWAP DEUTSCHE BANK AG - - - 149,103,251.48 - 51,102.13
S&P 500 INDEX SWAP BANK OF AMERICA NA - - - 143,038,454.26 - 49,023.54
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 31,717,722.33 - 10,870.61
MICROSOFT CORP MSFT - - - $72,026,088.20 532,895.00
APPLE INC AAPL - - - $61,745,137.65 311,137.00
AMAZON.COM INC AMZN - - - $54,491,362.83 28,659.00
FACEBOOK INC FB - - - $31,228,348.18 165,694.00
BERKSHIRE HATHAWAY INC BRK.B - - - $27,824,534.64 135,064.00
JOHNSON & JOHNSON JNJ - - - $25,939,044.25 184,975.00
JPMORGAN CHASE & CO JPM - - - $25,177,889.62 227,422.00
ALPHABET INC CL C GOOG - - - $23,561,860.00 21,350.00
ALPHABET INC CL A GOOGL - - - $22,981,255.32 20,793.00
EXXON MOBIL CORP XOM - - - $22,289,751.82 294,293.00
VISA INC V - - - $20,578,184.64 121,563.00
PROCTER & GAMBLE CO PG - - - $19,043,438.40 173,754.00
BANK OF AMERICA CORP BAC - - - $17,856,447.30 623,915.00
CISCO SYSTEMS INC CSCO - - - $17,137,567.75 305,755.00
WALT DISNEY CO DIS - - - $16,888,558.84 121,291.00
PFIZER INC PFE - - - $16,608,481.12 385,616.00
VERIZON COMMUNICATIONS INC VZ - - - $16,453,710.00 287,000.00
AT&T INC T - - - $16,413,731.68 505,972.00
UNITEDHEALTH GROUP INC UNH - - - $16,375,167.90 66,647.00
HOME DEPOT INC HD - - - $16,277,843.40 78,455.00
MASTERCARD INC MA - - - $16,226,869.38 62,698.00
CHEVRON CORP CVX - - - $16,223,563.82 131,974.00
MERCK & CO INC MRK - - - $15,147,874.14 179,286.00
INTEL CORP INTC - - - $14,796,114.24 312,352.00
BOEING CO BA - - - $13,648,044.16 36,496.00
COMCAST CORP CMCSA - - - $13,567,871.00 313,708.00
COCA-COLA CO/THE KO - - - $13,534,046.40 267,260.00
WELLS FARGO & CO WFC - - - $13,110,563.40 284,394.00
PEPSICO INC PEP - - - $12,884,698.02 97,567.00
CITIGROUP INC C - - - $11,103,241.38 163,331.00
MCDONALD'S CORP MCD - - - $10,871,138.07 53,157.00
WAL-MART STORES INC WMT - - - $10,841,972.70 98,878.00
NETFLIX INC NFLX - - - $10,830,021.12 30,326.00
ABBOTT LABORATORIES ABT - - - $10,176,489.22 121,991.00
PAYPAL HOLDINGS INC PYPL - - - $9,450,978.24 81,488.00
ADOBE SYSTEMS INC ADBE - - - $9,376,476.06 33,877.00
ORACLE CORP ORCL - - - $9,362,612.30 176,987.00
MEDTRONIC INC MDT - - - $9,125,365.84 93,154.00
HONEYWELL INTL INC HON - - - $8,900,155.75 50,641.00
INTL BUSINESS MACHINES CORP IBM - - - $8,429,375.04 61,808.00
PHILIP MORRIS INTL INC PM - - - $8,325,875.14 107,974.00
UNION PACIFIC CORP UNP - - - $8,311,597.86 50,209.00
ACCENTURE PLC ACN - - - $8,168,737.50 44,275.00
THERMO FISHER SCIENTIFIC INC TMO - - - $8,086,610.40 27,962.00
COSTCO WHOLESALE CORP COST - - - $8,038,793.04 30,596.00
ABBVIE INC ABBV - - - $8,017,260.25 102,457.00
SALESFORCE.COM INC CRM - - - $8,001,599.65 53,135.00
AMGEN INC AMGN - - - $7,849,547.42 43,222.00
LINDE PLC LIN - - - $7,809,069.52 38,276.00
BROADCOM INC AVGO - - - $7,649,711.60 27,512.00
NIKE INC NKE - - - $7,370,517.60 87,432.00
TEXAS INSTRUMENTS INC TXN - - - $7,238,142.40 65,185.00
STARBUCKS CORP SBUX - - - $7,162,463.76 86,378.00
UNITED TECHNOLOGIES CORP UTX - - - $7,128,959.24 56,302.00
ELI LILLY AND CO LLY - - - $6,877,738.85 59,989.00
3M CO MMM - - - $6,873,368.84 39,994.00
NEXTERA ENERGY INC NEE - - - $6,822,409.04 33,212.00
AMERICAN TOWER CORP AMT - - - $6,569,123.99 30,641.00
ALTRIA GROUP INC MO - - - $6,525,323.28 130,194.00
NVIDIA CORP NVDA - - - $6,434,872.08 42,091.00
UNITED STATES TREASURY BILL - 0.000 6/20/19 - $6,394,624.55 6,395,000.00
GENERAL ELECTRIC CO GE - - - $6,300,296.70 604,635.00
DANAHER CORP DHR - - - $6,153,676.40 43,640.00
QUALCOMM INC QCOM - - - $6,049,317.40 84,065.00
GILEAD SCIENCES INC GILD - - - $6,042,110.80 88,594.00
LOCKHEED MARTIN CORP LMT - - - $6,036,354.00 17,075.00
UNITED STATES TREASURY BILL - 0.000 7/18/19 - $6,035,954.81 6,046,000.00
AMERICAN EXPRESS CO AXP - - - $5,928,836.62 48,034.00
BOOKING HOLDINGS INC BKNG - - - $5,654,902.74 3,126.00
LOWE'S COS INC LOW - - - $5,525,211.16 55,636.00
MONDELEZ INTL INC MDLZ - - - $5,472,859.04 100,309.00
U.S. BANCORP USB - - - $5,454,115.95 104,505.00
BRISTOL-MYERS SQUIBB CO BMY - - - $5,419,481.58 113,402.00
CATERPILLAR INC CAT - - - $5,210,072.08 39,976.00
ANTHEM INC ANTM - - - $5,146,978.83 17,851.00
AUTOMATIC DATA PROCESSING INC ADP - - - $5,090,000.76 30,258.00
UNITED PARCEL SERVICE INC UPS - - - $4,938,135.30 48,342.00
CVS HEALTH CORP CVS - - - $4,924,428.72 90,092.00
CME GROUP INC CME - - - $4,866,322.82 24,851.00
CHARTER COMMUNICATIONS INC CHTR - - - $4,763,466.13 12,053.00
CELGENE CORP CELG - - - $4,739,365.60 48,784.00
CHUBB LTD CB - - - $4,715,844.56 31,838.00
CONOCOPHILLIPS COP - - - $4,714,185.19 78,793.00
INTUIT INC INTU - - - $4,646,668.90 17,995.00
GOLDMAN SACHS GROUP INC GS - - - $4,638,379.22 23,789.00
TJX COS INC TJX - - - $4,627,011.48 85,956.00
BECTON DICKINSON AND CO BDX - - - $4,420,833.28 18,688.00
DUKE ENERGY CORP DUK - - - $4,405,271.04 50,496.00
COLGATE-PALMOLIVE CO CL - - - $4,362,466.50 59,850.00
STRYKER CORP SYK - - - $4,257,699.12 21,484.00
DOMINION RESOURCES INC D - - - $4,243,240.74 55,518.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $4,235,486.01 31,507.00
CIGNA CORP CI - - - $4,219,456.32 26,398.00
CSX CORP CSX - - - $4,183,889.06 53,819.00
INTUITIVE SURGICAL INC ISRG - - - $4,113,410.56 7,952.00
SOUTHERN CO/THE SO - - - $3,970,928.34 71,859.00
BOSTON SCIENTIFIC CORP BSX - - - $3,941,130.04 96,266.00
CROWN CASTLE INTL CORP CCI - - - $3,926,658.56 28,864.00
MORGAN STANLEY MS - - - $3,909,441.36 90,204.00
S&P GLOBAL INC SPGI - - - $3,906,313.41 17,267.00
DUPONT DE NEMOURS INC DD - - - $3,876,072.75 52,203.00
BLACKROCK INC BLK - - - $3,797,568.12 8,452.00
ZOETIS INC ZTS - - - $3,770,338.52 33,254.00
NORTHROP GRUMMAN CORP NOC - - - $3,692,510.10 11,790.00
NORFOLK SOUTHERN CORP NSC - - - $3,593,534.88 18,577.00
SIMON PROPERTY GROUP INC SPG - - - $3,565,149.80 21,460.00
EOG RESOURCES INC EOG - - - $3,557,518.70 40,289.00
SCHLUMBERGER NV SLB - - - $3,555,140.31 96,267.00
ILLUMINA INC ILMN - - - $3,551,548.50 10,210.00
RAYTHEON CO RTN - - - $3,528,343.97 19,603.00
DEERE & CO DE - - - $3,525,804.36 22,122.00
PROLOGIS INC PLD - - - $3,523,655.84 43,783.00
MARSH & MCLENNAN COS INC MMC - - - $3,409,813.96 35,084.00
CHARLES SCHWAB CORP SCHW - - - $3,370,820.36 82,396.00
EXELON CORP EXC - - - $3,361,114.30 67,357.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $3,344,154.03 39,487.00
GENERAL MOTORS CO GM - - - $3,341,388.20 91,046.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $3,339,624.60 15,255.00
ECOLAB INC ECL - - - $3,324,914.12 17,594.00
PROGRESSIVE CORP PGR - - - $3,298,419.48 40,556.00
GENERAL DYNAMICS CORP GD - - - $3,266,790.21 18,819.00
KIMBERLY-CLARK CORP KMB - - - $3,255,441.84 23,923.00
METLIFE INC MET - - - $3,238,727.90 66,490.00
AMERICAN INTL GROUP INC AIG - - - $3,221,913.20 60,392.00
BIOGEN IDEC INC BIIB - - - $3,183,615.63 13,663.00
AON PLC AON - - - $3,169,467.10 16,670.00
VERTEX PHARMACEUTICALS INC VRTX - - - $3,159,858.52 17,758.00
TARGET CORP TGT - - - $3,134,105.15 36,245.00
ILLINOIS TOOL WORKS INC ITW - - - $3,128,336.86 20,966.00
WASTE MANAGEMENT INC WM - - - $3,084,412.00 27,080.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $3,076,132.14 34,263.00
CAPITAL ONE FINANCIAL CORP COF - - - $2,966,742.42 32,498.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $2,940,960.00 55,700.00
EQUINIX INC EQIX - - - $2,912,192.01 5,787.00
AFLAC INC AFL - - - $2,862,210.72 52,116.00
PRUDENTIAL FINANCIAL INC PRU - - - $2,826,411.41 28,409.00
KINDER MORGAN INC KMI - - - $2,812,513.60 135,217.00
ANALOG DEVICES INC ADI - - - $2,812,485.08 25,582.00
APPLIED MATERIALS INC AMAT - - - $2,790,006.02 65,942.00
FEDEX CORP FDX - - - $2,774,717.54 16,681.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $2,750,366.60 22,430.00
TRAVELERS COS INC/THE TRV - - - $2,750,287.35 18,295.00
FORD MOTOR CO F - - - $2,741,352.10 271,421.00
EDWARDS LIFESCIENCES CORP EW - - - $2,731,932.61 14,431.00
EMERSON ELECTRIC CO EMR - - - $2,730,516.36 42,691.00
ESTEE LAUDER COS INC EL - - - $2,715,583.26 15,159.00
MICRON TECHNOLOGY INC MU - - - $2,670,025.14 77,866.00
BAXTER INTL INC BAX - - - $2,667,180.48 33,108.00
MARRIOTT INTL INC MAR - - - $2,642,786.72 19,582.00
ROSS STORES INC ROST - - - $2,641,181.40 25,740.00
BANK OF NEW YORK MELLON CORP BK - - - $2,638,288.60 61,015.00
SHERWIN-WILLIAMS CO SHW - - - $2,634,316.36 5,668.00
ROPER TECHNOLOGIES INC ROP - - - $2,631,865.04 7,196.00
OCCIDENTAL PETROLEUM CORP OXY - - - $2,621,321.70 52,062.00
ALLERGAN PLC AGN - - - $2,619,818.24 21,716.00
BB&T CORP BBT - - - $2,618,634.17 53,041.00
SEMPRA ENERGY SRE - - - $2,612,416.50 19,034.00
DOW INC DOW - - - $2,589,790.83 52,203.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $2,545,295.40 39,945.00
PHILLIPS 66 PSX - - - $2,529,265.20 29,139.00
PUBLIC STORAGE PSA - - - $2,517,050.27 10,423.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $2,514,245.70 63,395.00
DOLLAR GENERAL CORP DG - - - $2,502,533.00 18,260.00
AUTODESK INC ADSK - - - $2,462,660.90 15,211.00
HUMANA INC HUM - - - $2,428,951.36 9,416.00
ACTIVISION BLIZZARD INC ATVI - - - $2,428,281.58 53,054.00
ANADARKO PETROLEUM CORP APC - - - $2,425,877.00 34,700.00
FISERV INC FISV - - - $2,423,430.90 27,199.00
DELTA AIR LINES INC DAL - - - $2,404,471.42 42,914.00
HCA HOLDINGS INC HCA - - - $2,393,933.94 18,549.00
EBAY INC EBAY - - - $2,369,608.11 59,733.00
SYSCO CORP SYY - - - $2,351,892.48 32,811.00
ALLSTATE CORP ALL - - - $2,348,816.59 23,057.00
EATON CORP PLC ETN - - - $2,338,166.34 29,422.00
MARATHON PETROLEUM CORP MPC - - - $2,322,605.96 46,789.00
YUM! BRANDS INC YUM - - - $2,313,674.93 21,283.00
WILLIAMS COS INC WMB - - - $2,292,893.12 84,112.00
RED HAT INC RHT - - - $2,289,233.10 12,278.00
VALERO ENERGY CORP VLO - - - $2,256,744.60 29,007.00
MOODY'S CORP MCO - - - $2,239,609.68 11,542.00
WELLTOWER INC HCN - - - $2,228,461.44 26,836.00
HP INC HPQ - - - $2,185,646.76 106,513.00
TE CONNECTIVITY LTD TEL - - - $2,182,022.56 23,536.00
GENERAL MILLS INC GIS - - - $2,174,000.05 41,449.00
XCEL ENERGY INC XEL - - - $2,145,817.28 35,716.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $2,127,133.13 35,107.00
CONSTELLATION BRANDS INC STZ - - - $2,105,028.96 11,568.00
O'REILLY AUTOMOTIVE INC ORLY - - - $2,097,736.52 5,444.00
INGERSOLL-RAND PLC IR - - - $2,073,233.20 16,820.00
NEWMONT MINING CORP NEM - - - $2,043,999.62 56,762.00
AVALONBAY COMMUNITIES INC AVB - - - $2,006,924.40 9,620.00
EQUITY RESIDENTIAL EQR - - - $2,005,494.75 25,695.00
VF CORP VFC - - - $1,989,575.60 22,532.00
XILINX INC XLNX - - - $1,965,539.52 17,584.00
CONSOLIDATED EDISON INC ED - - - $1,964,049.07 22,301.00
AUTOZONE INC AZO - - - $1,951,358.00 1,733.00
SUNTRUST BANKS INC STI - - - $1,951,280.06 30,787.00
AMPHENOL CORP APH - - - $1,948,246.40 20,704.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $1,934,334.00 20,340.00
PAYCHEX INC PAYX - - - $1,928,118.28 22,198.00
ELECTRONIC ARTS INC EA - - - $1,915,052.27 20,809.00
LAM RESEARCH CORP LRCX - - - $1,912,483.56 10,599.00
ALEXION PHARMACEUTICALS INC ALXN - - - $1,899,427.14 15,522.00
MOTOROLA SOLUTIONS INC MSI - - - $1,879,054.38 11,382.00
PPG INDUSTRIES INC PPG - - - $1,879,031.80 16,385.00
ONEOK INC OKE - - - $1,877,439.63 28,589.00
ADVANCED MICRO DEVICES INC AMD - - - $1,863,326.85 61,193.00
TWITTER INC TWTR - - - $1,854,416.70 50,598.00
WEC ENERGY GROUP INC WEC - - - $1,846,001.75 21,911.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $1,829,580.45 21,139.00
DOLLAR TREE INC DLTR - - - $1,809,429.63 16,529.00
SBA COMMUNICATIONS CORP SBAC - - - $1,795,310.55 7,821.00
SOUTHWEST AIRLINES CO LUV - - - $1,786,235.00 34,550.00
MCKESSON CORP MCK - - - $1,778,354.28 13,324.00
CORNING INC GLW - - - $1,777,087.92 54,646.00
DISCOVER FINANCIAL SERVICES DFS - - - $1,774,996.38 22,809.00
DIGITAL REALTY TRUST INC DLR - - - $1,767,277.05 14,435.00
T. ROWE PRICE GROUP INC TROW - - - $1,762,541.40 16,411.00
PIONEER NATURAL RESOURCES CO PXD - - - $1,751,794.05 11,695.00
GLOBAL PAYMENTS INC GPN - - - $1,738,274.13 10,947.00
PACCAR INC PCAR - - - $1,709,581.18 24,082.00
VENTAS INC VTR - - - $1,697,164.00 24,740.00
MONSTER BEVERAGE CORP MNST - - - $1,687,365.56 27,163.00
WILLIS TOWERS WATSON PLC WLTW - - - $1,686,782.37 8,967.00
NORTHEAST UTILITIES SYSTEM ES - - - $1,679,676.93 22,017.00
CUMMINS INC CMI - - - $1,677,409.36 10,054.00
ZIMMER HOLDINGS INC ZBH - - - $1,677,304.00 14,200.00
REGENERON PHARMACEUTICALS INC REGN - - - $1,669,293.72 5,444.00
VERISK ANALYTICS INC VRSK - - - $1,641,200.07 11,357.00
FLEETCOR TECHNOLOGIES INC FLT - - - $1,630,020.84 5,964.00
DTE ENERGY CO DTE - - - $1,629,664.92 12,636.00
TRANSDIGM GROUP INC TDG - - - $1,625,306.80 3,380.00
IDEXX LABORATORIES INC IDXX - - - $1,611,307.28 5,974.00
HARRIS CORP HRS - - - $1,608,859.41 8,193.00
M&T BANK CORP MTB - - - $1,606,777.78 9,622.00
ARCHER DANIELS MIDLAND CO ADM - - - $1,602,803.60 38,903.00
FORTIVE CORP FTV - - - $1,602,366.36 20,454.00
IQVIA HOLDINGS INC IQV - - - $1,600,949.06 10,991.00
CERNER CORP CERN - - - $1,592,124.43 22,529.00
AGILENT TECHNOLOGIES INC A - - - $1,586,334.60 22,060.00
CENTENE CORP CNC - - - $1,585,851.48 28,698.00
TYSON FOODS INC TSN - - - $1,582,807.44 20,508.00
SYNCHRONY FINANCIAL SYF - - - $1,562,232.84 45,361.00
PPL CORP PPL - - - $1,556,331.00 50,075.00
BALL CORP BLL - - - $1,543,168.35 23,223.00
REALTY INCOME CORP O - - - $1,531,932.60 21,101.00
FIRSTENERGY CORP FE - - - $1,522,066.82 34,982.00
STANLEY BLACK & DECKER INC SWK - - - $1,519,759.28 10,513.00
VERISIGN INC VRSN - - - $1,506,995.74 7,318.00
PARKER HANNIFIN CORP PH - - - $1,496,708.16 8,986.00
IHS MARKIT LTD INFO - - - $1,491,474.60 25,245.00
FIFTH THIRD BANCORP FITB - - - $1,490,604.20 53,465.00
ALIGN TECHNOLOGY INC ALGN - - - $1,466,253.30 5,055.00
AMERICAN WATER WORKS CO INC AWK - - - $1,464,415.20 12,555.00
BOSTON PROPERTIES INC BXP - - - $1,463,308.20 10,732.00
CONCHO RESOURCES INC CXO - - - $1,461,571.70 13,933.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $1,461,013.82 11,914.00
CARNIVAL CORP CCL - - - $1,456,740.18 27,811.00
STATE STREET CORP STT - - - $1,453,393.26 26,301.00
TOTAL SYSTEM SERVICES INC TSS - - - $1,438,448.20 11,305.00
CORTEVA INC CTVA - - - $1,425,141.90 52,203.00
AMERIPRISE FINANCIAL INC AMP - - - $1,412,026.44 9,411.00
L3 TECHNOLOGIES INC LLL - - - $1,400,993.79 5,509.00
MICROCHIP TECHNOLOGY INC MCHP - - - $1,399,015.00 16,459.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $1,395,402.19 95,641.00
APTIV PLC APTV - - - $1,387,161.60 18,062.00
METTLER-TOLEDO INTL INC MTD - - - $1,384,488.00 1,722.00
ESSEX PROPERTY TRUST INC ESS - - - $1,373,964.93 4,563.00
EDISON INTL EIX - - - $1,373,249.08 22,631.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $1,372,740.64 24,968.00
MSCI INC MSCI - - - $1,368,136.63 5,857.00
CLOROX CO CLX - - - $1,367,703.28 8,902.00
AMETEK INC AME - - - $1,364,868.27 15,777.00
CINTAS CORP CTAS - - - $1,361,098.64 5,881.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $1,360,118.80 15,562.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $1,358,632.73 3,913.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,347,864.75 19,475.00
WEYERHAEUSER CO WY - - - $1,347,114.96 51,852.00
HALLIBURTON CO HAL - - - $1,346,643.10 60,605.00
HERSHEY CO HSY - - - $1,335,080.25 9,657.00
ENTERGY CORP ETR - - - $1,333,918.40 13,168.00
KROGER CO KR - - - $1,326,491.46 55,409.00
ROCKWELL AUTOMATION INC ROK - - - $1,318,267.31 8,303.00
NORTHERN TRUST CORP NTRS - - - $1,310,688.00 15,170.00
SYNOPSYS INC SNPS - - - $1,308,440.56 10,396.00
MCCORMICK & CO INC MKC - - - $1,308,398.24 8,516.00
KRAFT HEINZ CO/THE KHC - - - $1,307,542.92 43,196.00
CHURCH & DWIGHT CO INC CHD - - - $1,303,640.07 17,079.00
AMEREN CORP AEE - - - $1,298,698.56 16,992.00
REPUBLIC SERVICES INC RSG - - - $1,291,801.77 14,967.00
KLA-TENCOR CORP KLAC - - - $1,280,724.75 11,475.00
FASTENAL CO FAST - - - $1,276,436.72 39,752.00
OMNICOM GROUP INC OMC - - - $1,245,135.18 15,537.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $1,237,992.60 1,690.00
AMCOR PLC AMCR - - - $1,216,899.72 112,675.90
VULCAN MATERIALS CO VMC - - - $1,212,254.40 9,156.00
KEYCORP KEY - - - $1,205,169.60 70,068.00
RESMED INC RMD - - - $1,190,677.39 9,953.00
CBS CORP CBS - - - $1,188,372.29 24,149.00
INTL PAPER CO IP - - - $1,186,461.32 27,799.00
ANSYS INC ANSS - - - $1,174,596.02 5,818.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $1,164,634.20 7,830.00
CMS ENERGY CORP CMS - - - $1,144,092.20 19,685.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $1,137,550.41 6,849.00
CITIZENS FINANCIAL GROUP INC CFG - - - $1,128,503.62 31,978.00
DIAMONDBACK ENERGY INC FANG - - - $1,121,923.28 10,732.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $1,121,526.00 13,041.00
FREEPORT-MCMORAN INC FCX - - - $1,120,201.11 100,647.00
BEST BUY CO INC BBY - - - $1,116,317.65 16,261.00
NUCOR CORP NUE - - - $1,116,122.82 21,211.00
EQUIFAX INC EFX - - - $1,113,059.84 8,384.00
COOPER COS INC COO - - - $1,110,674.94 3,426.00
ARTHUR J. GALLAGHER & CO. AJG - - - $1,100,021.40 12,785.00
FIRST REPUBLIC BANK FRC - - - $1,097,900.32 11,446.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $1,096,804.64 18,989.00
CINCINNATI FINANCIAL CORP CINF - - - $1,093,547.50 10,525.00
CBRE GROUP INC CBG - - - $1,089,639.39 21,693.00
D.R. HORTON INC DHI - - - $1,081,961.52 23,603.00
HCP INC HCP - - - $1,070,216.25 33,185.00
EVERGY INC EVRG - - - $1,067,703.82 17,686.00
TELEFLEX INC TFX - - - $1,060,125.20 3,197.00
NETAPP INC NTAP - - - $1,054,174.75 17,155.00
REGIONS FINANCIAL CORP RF - - - $1,051,145.43 70,689.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $1,044,871.40 8,035.00
GENUINE PARTS CO GPC - - - $1,043,300.04 10,137.00
LENNAR CORP LEN - - - $1,042,503.89 19,861.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $1,040,279.71 7,037.00
INCYTE CORP INCY - - - $1,040,015.20 12,340.00
HESS CORP HES - - - $1,037,992.80 17,680.00
EXPEDIA INC EXPE - - - $1,036,158.39 8,121.00
WATERS CORP WAT - - - $1,033,334.68 4,967.00
CENTERPOINT ENERGY INC CNP - - - $1,028,346.48 34,812.00
WELLCARE HEALTH PLANS INC WCG - - - $1,027,000.83 3,473.00
COPART INC CPRT - - - $1,023,438.13 13,949.00
LOEWS CORP L - - - $1,015,851.53 19,027.00
XYLEM INC XYL - - - $1,012,520.49 12,471.00
DARDEN RESTAURANTS INC DRI - - - $1,011,603.54 8,578.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $1,006,588.22 17,978.00
MGM RESORTS INTL MGM - - - $999,778.16 35,428.00
GARTNER INC IT - - - $993,408.33 6,231.00
DXC TECHNOLOGY CO DXC - - - $993,005.86 18,634.00
CARMAX INC KMX - - - $988,477.38 11,814.00
CONAGRA FOODS INC CAG - - - $977,495.40 33,730.00
HUNTINGTON BANCSHARES INC HBAN - - - $972,119.33 72,709.00
DOVER CORP DOV - - - $970,152.48 10,068.00
KELLOGG CO K - - - $967,753.50 17,437.00
MARTIN MARIETTA MATERIALS INC MLM - - - $959,994.95 4,337.00
HOST HOTELS & RESORTS INC HST - - - $959,206.80 51,432.00
EXTRA SPACE STORAGE INC EXR - - - $958,030.70 8,842.00
J M SMUCKER CO SJM - - - $952,981.20 7,902.00
QUEST DIAGNOSTICS INC DGX - - - $937,915.82 9,326.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $931,836.69 7,911.00
CELANESE CORP CE - - - $931,693.84 8,897.00
AMERISOURCEBERGEN CORP ABC - - - $927,132.50 10,850.00
DENTSPLY SIRONA INC XRAY - - - $923,706.84 16,251.00
CARDINAL HEALTH INC CAH - - - $921,933.46 20,699.00
SKYWORKS SOLUTIONS INC SWKS - - - $915,454.80 12,090.00
AMERICAN AIRLINES GROUP INC AAL - - - $902,722.68 27,759.00
LINCOLN NATIONAL CORP LNC - - - $899,646.00 14,190.00
HOLOGIC INC HOLX - - - $898,380.00 18,600.00
AKAMAI TECHNOLOGIES INC AKAM - - - $886,928.64 11,336.00
FOX CORP - CLASS A FOXA - - - $886,835.95 24,505.00
UDR INC UDR - - - $886,750.08 19,144.00
SYMANTEC CORP SYMC - - - $886,648.03 44,399.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $886,117.36 11,923.00
TRACTOR SUPPLY CO TSCO - - - $885,109.68 8,424.00
ARISTA NETWORKS INC ANET - - - $878,435.74 3,629.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $872,617.20 7,860.00
HASBRO INC HAS - - - $867,463.08 8,041.00
W W GRAINGER INC GWW - - - $851,496.84 3,132.00
ATMOS ENERGY CORP ATO - - - $849,896.92 8,119.00
CITRIX SYSTEMS INC CTXS - - - $849,208.40 8,692.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $846,446.25 6,305.00
TEXTRON INC TXT - - - $830,811.00 16,300.00
CBOE HOLDINGS INC CBOE - - - $828,707.62 7,793.00
BAKER HUGHES A GE CO BHGE - - - $823,366.31 35,659.00
WYNN RESORTS LTD WYNN - - - $820,938.00 6,729.00
KANSAS CITY SOUTHERN KSU - - - $816,547.40 7,012.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $812,538.75 15,117.00
SEAGATE TECHNOLOGY PLC STX - - - $810,798.24 17,808.00
SVB FINANCIAL GROUP SIVB - - - $807,024.00 3,655.00
ALLIANT ENERGY CORP LNT - - - $806,568.43 16,397.00
REGENCY CENTERS CORP REG - - - $804,956.46 11,634.00
VORNADO REALTY TRUST VNO - - - $804,111.11 12,043.00
ABIOMED INC ABMD - - - $803,007.57 3,131.00
DUKE REALTY CORP DRE - - - $800,210.64 24,952.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $793,751.00 9,506.00
E*TRADE FINANCIAL CORP ETFC - - - $787,823.40 17,108.00
COMERICA INC CMA - - - $778,712.44 11,044.00
MARATHON OIL CORP MRO - - - $777,153.17 56,851.00
DEVON ENERGY CORP DVN - - - $775,849.80 28,842.00
AES CORP AES - - - $774,673.68 46,002.00
MASCO CORP MAS - - - $774,221.75 20,455.00
HORMEL FOODS CORP HRL - - - $773,955.19 18,937.00
NASDAQ OMX GROUP INC NDAQ - - - $771,308.22 8,042.00
ADVANCE AUTO PARTS INC AAP - - - $770,743.74 4,978.00
WESTERN DIGITAL CORP WDC - - - $769,898.22 20,202.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $769,397.75 11,015.00
HENRY SCHEIN INC HSIC - - - $757,572.64 10,516.00
CENTURYLINK INC CTL - - - $756,306.85 66,053.00
FORTINET INC FTNT - - - $755,046.30 10,074.00
FMC CORP FMC - - - $754,600.04 9,353.00
PINNACLE WEST CAPITAL CORP PNW - - - $754,208.87 7,789.00
NISOURCE INC NI - - - $750,029.28 25,872.00
APACHE CORP APA - - - $746,788.00 26,075.00
JACK HENRY & ASSOCIATES INC JKHY - - - $736,279.74 5,361.00
RAYMOND JAMES FINANCIAL INC RJF - - - $732,785.92 8,816.00
VIACOM INC VIAB - - - $732,252.84 24,564.00
CF INDUSTRIES HOLDINGS INC CF - - - $731,012.82 15,481.00
PERKINELMER INC PKI - - - $727,195.04 7,696.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $718,917.93 5,801.00
EASTMAN CHEMICAL CO EMN - - - $717,129.96 9,708.00
EVEREST RE GROUP LTD RE - - - $706,645.50 2,825.00
UNITED RENTALS INC URI - - - $706,257.28 5,528.00
MOLSON COORS BREWING CO TAP - - - $705,323.85 13,035.00
CABOT OIL & GAS CORP COG - - - $702,215.28 29,406.00
TECHNIPFMC PLC FTI - - - $702,179.28 29,553.00
ALLEGION PLC ALLE - - - $696,450.15 6,561.00
FEDERAL REIT FRT - - - $694,692.50 5,165.00
TIFFANY & CO TIF - - - $693,521.40 7,535.00
FRANKLIN RESOURCES INC BEN - - - $688,031.52 20,526.00
NOBLE ENERGY INC NBL - - - $683,515.80 33,588.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $682,203.75 25,035.00
GARMIN LTD GRMN - - - $680,918.70 8,422.00
NRG ENERGY INC NRG - - - $676,264.05 19,517.00
ARCONIC INC ARNC - - - $659,028.24 28,008.00
JACOBS ENGINEERING GROUP INC JEC - - - $650,060.40 8,140.00
JUNIPER NETWORKS INC JNPR - - - $649,098.76 24,166.00
AVERY DENNISON CORP AVY - - - $644,779.82 5,833.00
MOHAWK INDUSTRIES INC MHK - - - $643,318.20 4,270.00
IRON MOUNTAIN INC IRM - - - $642,280.39 19,891.00
SNAP-ON INC SNA - - - $640,871.70 3,863.00
WESTROCK CO WRK - - - $638,213.24 17,738.00
MYLAN INC MYL - - - $635,716.25 35,815.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $632,276.60 2,885.00
WHIRLPOOL CORP WHR - - - $626,570.01 4,419.00
BROWN-FORMAN CORP BF.B - - - $626,241.00 11,550.00
TORCHMARK CORP TMK - - - $625,525.55 7,045.00
PACKAGING CORP OF AMERICA PKG - - - $623,514.36 6,564.00
DISH NETWORK CORP DISH - - - $623,136.70 15,937.00
TAPESTRY INC TPR - - - $610,473.71 20,141.00
LAMB WESTON HOLDING INC LW - - - $600,019.75 10,175.00
BORGWARNER INC BWA - - - $598,143.42 14,427.00
INTERPUBLIC GROUP OF COS INC IPG - - - $594,051.70 26,735.00
MOSAIC CO MOS - - - $592,645.92 24,632.00
WESTERN UNION CO WU - - - $592,501.32 30,276.00
PULTEGROUP INC PHM - - - $582,659.00 17,710.00
ZIONS BANCORP ZION - - - $582,367.20 12,930.00
F5 NETWORKS INC FFIV - - - $582,230.29 4,129.00
NIELSEN HOLDINGS PLC NLSN - - - $578,216.38 24,689.00
LKQ CORP LKQ - - - $575,679.12 21,864.00
INVESCO LTD IVZ - - - $561,253.00 27,580.00
KIMCO REALTY CORP KIM - - - $555,818.31 29,269.00
QORVO INC QRVO - - - $555,152.61 8,529.00
APARTMENT INVT & MGMT CO -A AIV - - - $551,135.80 10,796.00
NATIONAL OILWELL VARCO INC NOV - - - $549,684.48 26,632.00
CAMPBELL SOUP CO CPB - - - $546,788.52 13,382.00
KOHL'S CORP KSS - - - $543,907.40 11,470.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $543,054.96 6,042.00
ALASKA AIR GROUP INC ALK - - - $538,199.94 8,551.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $533,645.58 9,763.00
ALBEMARLE CORP ALB - - - $519,876.42 7,346.00
SL GREEN REALTY CORP SLG - - - $496,461.04 5,812.00
UNUM GROUP UNM - - - $493,123.56 14,907.00
FLIR SYSTEMS INC FLIR - - - $490,585.26 9,409.00
XEROX CORP XRX - - - $484,342.98 13,882.00
SEALED AIR CORP SEE - - - $476,721.00 10,810.00
PVH CORP PVH - - - $471,506.40 5,260.00
ROBERT HALF RHI - - - $471,281.58 8,271.00
MACY'S INC M - - - $467,740.20 21,358.00
ASSURANT INC AIZ - - - $460,273.54 4,286.00
FLOWSERVE CORP FLS - - - $453,444.32 9,098.00
HOLLYFRONTIER CORP HFC - - - $451,975.04 10,912.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $451,723.94 27,311.00
A. O. SMITH CORP AOS - - - $445,667.25 9,849.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $436,916.16 8,784.00
HANESBRANDS INC HBI - - - $435,554.40 25,104.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $435,356.66 3,166.00
NEKTAR THERAPEUTICS NKTR - - - $425,310.81 12,093.00
RALPH LAUREN CORP RL - - - $415,310.94 3,663.00
H & R BLOCK INC HRB - - - $406,409.25 14,275.00
FOX CORP- CLASS B FOX - - - $404,054.91 11,277.00
NEWELL RUBBERMAID INC NWL - - - $399,581.43 27,017.00
CIMAREX ENERGY CO XEC - - - $398,719.26 7,047.00
PENTAIR PLC PNR - - - $395,952.00 10,950.00
HARLEY-DAVIDSON INC HOG - - - $387,613.38 11,081.00
ROLLINS INC ROL - - - $385,832.53 10,237.00
PERRIGO CO PLC PRGO - - - $380,923.21 8,683.00
QUANTA SERVICES INC PWR - - - $377,207.56 9,818.00
HELMERICH & PAYNE INC HP - - - $376,302.48 7,599.00
CAPRI HOLDINGS LTD CPRI - - - $367,677.36 10,602.00
L BRANDS INC LB - - - $362,582.46 15,861.00
UNDER ARMOUR INC UAA - - - $355,709.88 13,044.00
LEGGETT & PLATT INC LEG - - - $345,496.80 9,104.00
NEWS CORP NWSA - - - $344,987.96 26,764.00
IPG PHOTONICS CORP IPGP - - - $341,156.00 2,465.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $332,824.74 18,267.00
TRIPADVISOR INC TRIP - - - $330,607.09 7,139.00
FOOT LOCKER INC FL - - - $328,893.48 7,842.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $323,392.55 10,907.00
UNDER ARMOUR INC-CLASS C UA - - - $320,952.00 13,373.00
AFFILIATED MANAGERS GROUP INC AMG - - - $316,565.55 3,615.00
COTY INC COTY - - - $286,572.56 20,872.00
GAP INC GPS - - - $267,196.36 14,836.00
MACERICH CO MAC - - - $258,346.02 7,354.00
NORDSTROM INC JWN - - - $239,175.72 7,444.00
NEWS CORP NWS - - - $113,467.20 8,596.00
KONTOOR BRANDS INC KTB - - - $27.37 1.00
NET OTHER ASSETS / CASH - - - - $687,897,947.45 687,897,947.45