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, holding periods of greater than one day can result in returns that are significantly different than the target return and 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. Investors should consult the prospectus for further details on the calculation of the returns and the risks associated with investing in this product.

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As of 4/8/20

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - - - 571,674,452.23 - 257,977.00
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - - - 374,737,024.62 - 136,269.00
S&P 500 INDEX SWAP BANK OF AMERICA NA - - - 352,636,939.60 - 128,232.54
S&P 500 INDEX SWAP CITIBANK NA - - - 232,634,558.10 - 84,595.00
S&P 500 INDEX SWAP SOCIETE GENERALE - - - 210,046,222.38 - 76,381.00
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 192,017,353.50 - 69,825.00
S&P500 EMINI 06/19/2020 (ESH0) - - - 173,210,125.00 - 1,265.00
S&P500 EMINI 06/19/2020 (ESH0) - - - 173,210,125.00 - 1,265.00
S&P 500 INDEX SWAP UBS AG - - - 162,339,940.59 - 59,033.13
S&P 500 INDEX SWAP BNP PARIBAS - - - 45,638,668.08 - 16,596.00
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 29,851,032.90 - 10,855.00
UNITED STATES TREASURY BILL - 0.000 6/25/20 - $199,937,616.00 200,000,000.00
MICROSOFT CORP MSFT - - - $66,296,227.27 401,479.00
APPLE INC AAPL - - - $58,535,133.93 219,999.00
UNITED STATES TREASURY BILL - 0.000 9/24/20 - $49,948,900.00 50,000,000.00
AMAZON.COM INC AMZN - - - $44,852,022.00 21,954.00
FACEBOOK INC FB - - - $22,087,724.36 126,737.00
JOHNSON & JOHNSON JNJ - - - $19,860,420.32 138,632.00
BERKSHIRE HATHAWAY INC BRK.B - - - $19,680,333.33 103,033.00
ALPHABET INC CL C GOOG - - - $19,081,274.48 15,766.00
ALPHABET INC CL A GOOGL - - - $19,048,874.00 15,782.00
VISA INC V - - - $15,775,214.50 90,175.00
JPMORGAN CHASE & CO JPM - - - $15,579,491.60 165,212.00
PROCTER & GAMBLE CO PG - - - $15,120,226.60 131,366.00
INTEL CORP INTC - - - $13,513,084.74 229,113.00
UNITEDHEALTH GROUP INC UNH - - - $13,365,252.66 49,902.00
MASTERCARD INC MA - - - $12,669,080.10 46,758.00
VERIZON COMMUNICATIONS INC VZ - - - $12,589,707.00 217,815.00
AT&T INC T - - - $11,504,302.32 384,888.00
HOME DEPOT INC HD - - - $11,192,993.46 57,453.00
MERCK & CO INC MRK - - - $10,946,221.44 134,112.00
PFIZER INC PFE - - - $10,085,346.40 291,484.00
BANK OF AMERICA CORP BAC - - - $9,999,197.25 426,405.00
EXXON MOBIL CORP XOM - - - $9,772,104.05 222,853.00
PEPSICO INC PEP - - - $9,737,950.13 73,433.00
COCA-COLA CO/THE KO - - - $9,713,485.32 203,126.00
WALT DISNEY CO DIS - - - $9,594,878.31 94,933.00
CISCO SYSTEMS INC CSCO - - - $9,326,302.12 223,438.00
WAL-MART STORES INC WMT - - - $9,099,864.08 74,687.00
COMCAST CORP CMCSA - - - $9,009,514.08 239,106.00
NVIDIA CORP NVDA - - - $8,603,798.50 32,230.00
CHEVRON CORP CVX - - - $8,563,436.04 99,598.00
NETFLIX INC NFLX - - - $8,562,109.52 23,071.00
ADOBE SYSTEMS INC ADBE - - - $8,087,772.82 25,499.00
ABBOTT LABORATORIES ABT - - - $7,907,655.70 93,086.00
BRISTOL-MYERS SQUIBB CO BMY - - - $7,191,370.25 123,457.00
COSTCO WHOLESALE CORP COST - - - $7,127,265.18 23,294.00
SALESFORCE.COM INC CRM - - - $7,059,721.92 46,716.00
MCDONALD'S CORP MCD - - - $7,041,560.77 39,673.00
MEDTRONIC INC MDT - - - $7,009,366.56 70,602.00
AMGEN INC AMGN - - - $6,858,016.72 31,288.00
ELI LILLY AND CO LLY - - - $6,507,667.32 44,506.00
PAYPAL HOLDINGS INC PYPL - - - $6,499,221.72 61,862.00
THERMO FISHER SCIENTIFIC INC TMO - - - $6,487,929.45 21,123.00
WELLS FARGO & CO WFC - - - $6,138,634.12 202,729.00
PHILIP MORRIS INTL INC PM - - - $6,119,506.90 81,965.00
ABBVIE INC ABBV - - - $6,117,860.00 77,875.00
NEXTERA ENERGY INC NEE - - - $6,014,026.00 25,756.00
ORACLE CORP ORCL - - - $5,947,980.87 114,099.00
AMERICAN TOWER CORP AMT - - - $5,809,020.50 23,306.00
ACCENTURE PLC ACN - - - $5,746,085.80 33,460.00
NIKE INC NKE - - - $5,599,518.50 65,645.00
INTL BUSINESS MACHINES CORP IBM - - - $5,565,594.24 46,656.00
UNION PACIFIC CORP UNP - - - $5,471,004.92 36,566.00
BROADCOM INC AVGO - - - $5,456,728.90 20,899.00
TEXAS INSTRUMENTS INC TXN - - - $5,425,211.48 49,244.00
LINDE PLC LIN - - - $5,286,102.38 28,277.00
HONEYWELL INTL INC HON - - - $5,241,787.75 37,643.00
CITIGROUP INC C - - - $5,089,678.70 114,995.00
GILEAD SCIENCES INC GILD - - - $4,994,109.03 66,597.00
RAYTHEON TECHNOLOGIES CORP RTX - - - $4,894,012.69 78,154.15
DANAHER CORP DHR - - - $4,884,059.89 33,653.00
LOCKHEED MARTIN CORP LMT - - - $4,725,435.75 13,075.00
3M CO MMM - - - $4,509,927.30 30,270.00
STARBUCKS CORP SBUX - - - $4,452,083.42 62,206.00
QUALCOMM INC QCOM - - - $4,410,066.20 60,140.00
BOEING CO BA - - - $4,136,299.81 28,163.00
CVS HEALTH CORP CVS - - - $4,070,594.97 68,517.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $4,039,054.44 32,372.00
ALTRIA GROUP INC MO - - - $3,948,872.26 98,402.00
MONDELEZ INTL INC MDLZ - - - $3,927,701.81 75,839.00
CHARTER COMMUNICATIONS INC CHTR - - - $3,833,453.59 8,263.00
LOWE'S COS INC LOW - - - $3,807,211.20 40,352.00
CATERPILLAR INC CAT - - - $3,708,359.20 29,108.00
CIGNA CORP CI - - - $3,660,340.32 19,656.00
UNITED PARCEL SERVICE INC UPS - - - $3,646,042.53 36,907.00
BECTON DICKINSON AND CO BDX - - - $3,562,250.00 14,249.00
CROWN CASTLE INTL CORP CCI - - - $3,447,285.52 21,907.00
CME GROUP INC CME - - - $3,414,180.02 18,866.00
DOMINION RESOURCES INC D - - - $3,392,557.84 43,372.00
VERTEX PHARMACEUTICALS INC VRTX - - - $3,381,395.04 13,544.00
INTUIT INC INTU - - - $3,370,716.58 13,706.00
S&P GLOBAL INC SPGI - - - $3,363,541.62 12,862.00
GENERAL ELECTRIC CO GE - - - $3,357,985.40 459,998.00
PROLOGIS INC PLD - - - $3,351,023.12 38,884.00
ANTHEM INC ANTM - - - $3,297,222.96 13,348.00
DUKE ENERGY CORP DUK - - - $3,283,713.00 38,406.00
AMERICAN EXPRESS CO AXP - - - $3,254,751.76 35,347.00
SOUTHERN CO/THE SO - - - $3,213,979.56 55,242.00
ZOETIS INC ZTS - - - $3,193,084.25 25,093.00
COLGATE-PALMOLIVE CO CL - - - $3,170,081.90 45,145.00
AUTOMATIC DATA PROCESSING INC ADP - - - $3,154,743.69 22,773.00
TJX COS INC TJX - - - $3,137,294.13 63,883.00
ALLERGAN PLC AGN - - - $3,132,865.08 17,301.00
INTUITIVE SURGICAL INC ISRG - - - $3,115,071.00 6,102.00
BIOGEN IDEC INC BIIB - - - $3,012,292.80 9,504.00
BOOKING HOLDINGS INC BKNG - - - $3,008,927.58 2,193.00
ADVANCED MICRO DEVICES INC AMD - - - $3,006,537.38 61,622.00
EQUINIX INC EQIX - - - $2,991,827.04 4,504.00
STRYKER CORP SYK - - - $2,991,723.51 16,957.00
GOLDMAN SACHS GROUP INC GS - - - $2,972,220.16 16,796.00
FISERV INC FISV - - - $2,958,477.75 30,075.00
MICRON TECHNOLOGY INC MU - - - $2,815,983.06 58,314.00
BLACKROCK INC BLK - - - $2,803,680.49 6,217.00
TARGET CORP TGT - - - $2,791,737.66 26,682.00
CHUBB LTD CB - - - $2,736,199.14 23,874.00
SERVICENOW INC NOW - - - $2,723,782.95 9,939.00
NORTHROP GRUMMAN CORP NOC - - - $2,722,414.86 8,258.00
U.S. BANCORP USB - - - $2,668,331.20 74,848.00
CSX CORP CSX - - - $2,602,604.96 40,973.00
BOSTON SCIENTIFIC CORP BSX - - - $2,579,314.86 73,422.00
APPLIED MATERIALS INC AMAT - - - $2,503,837.76 48,656.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $2,501,315.40 29,310.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $2,499,579.60 11,585.00
MARSH & MCLENNAN COS INC MMC - - - $2,487,404.92 26,572.00
ACTIVISION BLIZZARD INC ATVI - - - $2,472,418.95 40,485.00
ILLINOIS TOOL WORKS INC ITW - - - $2,444,884.80 15,396.00
DEERE & CO DE - - - $2,433,593.37 16,581.00
MORGAN STANLEY MS - - - $2,415,743.20 61,360.00
PROGRESSIVE CORP PGR - - - $2,396,781.43 30,803.00
KIMBERLY-CLARK CORP KMB - - - $2,395,611.04 18,061.00
GLOBAL PAYMENTS INC GPN - - - $2,361,618.51 15,819.00
HUMANA INC HUM - - - $2,354,074.80 6,980.00
AON PLC AON - - - $2,314,539.44 12,314.00
TRUIST FINANCIAL CORP TFC - - - $2,309,895.30 70,639.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $2,295,763.50 23,073.00
EDWARDS LIFESCIENCES CORP EW - - - $2,274,030.15 10,983.00
BAXTER INTL INC BAX - - - $2,272,343.04 26,898.00
DOLLAR GENERAL CORP DG - - - $2,270,086.30 13,415.00
ECOLAB INC ECL - - - $2,257,766.58 13,218.00
CHARLES SCHWAB CORP SCHW - - - $2,197,172.37 60,213.00
NORFOLK SOUTHERN CORP NSC - - - $2,183,770.89 13,737.00
NEWMONT MINING CORP NEM - - - $2,182,643.35 43,195.00
ILLUMINA INC ILMN - - - $2,176,267.55 7,745.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $2,167,132.80 26,016.00
L3HARRIS TECHNOLOGIES INC LHX - - - $2,153,135.20 11,626.00
REGENERON PHARMACEUTICALS INC REGN - - - $2,151,786.00 4,200.00
SHERWIN-WILLIAMS CO SHW - - - $2,121,706.95 4,345.00
CONOCOPHILLIPS COP - - - $2,061,554.72 57,779.00
LAM RESEARCH CORP LRCX - - - $2,036,369.50 7,634.00
DIGITAL REALTY TRUST INC DLR - - - $2,021,801.46 13,866.00
CENTENE CORP CNC - - - $2,003,948.85 30,759.00
ANALOG DEVICES INC ADI - - - $1,967,160.00 19,400.00
WASTE MANAGEMENT INC WM - - - $1,965,851.58 20,559.00
ESTEE LAUDER COS INC EL - - - $1,941,692.68 11,716.00
MOODY'S CORP MCO - - - $1,939,464.24 8,562.00
EXELON CORP EXC - - - $1,924,420.05 51,195.00
AUTODESK INC ADSK - - - $1,843,014.96 11,576.00
SEMPRA ENERGY SRE - - - $1,809,391.25 14,825.00
SBA COMMUNICATIONS CORP SBAC - - - $1,786,382.84 5,914.00
GENERAL MILLS INC GIS - - - $1,775,167.69 31,853.00
EATON CORP PLC ETN - - - $1,744,647.80 21,770.00
T-MOBILE US INC TMUS - - - $1,740,821.40 20,044.00
ROPER TECHNOLOGIES INC ROP - - - $1,739,261.44 5,468.00
XCEL ENERGY INC XEL - - - $1,734,284.80 27,616.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $1,700,848.48 39,472.00
ROSS STORES INC ROST - - - $1,697,471.10 19,062.00
GENERAL DYNAMICS CORP GD - - - $1,694,018.70 12,330.00
EMERSON ELECTRIC CO EMR - - - $1,672,410.00 32,100.00
ALLSTATE CORP ALL - - - $1,661,224.50 17,082.00
ELECTRONIC ARTS INC EA - - - $1,641,088.80 15,366.00
FEDEX CORP FDX - - - $1,584,942.50 12,625.00
BANK OF NEW YORK MELLON CORP BK - - - $1,576,799.50 44,230.00
PUBLIC STORAGE PSA - - - $1,572,653.00 7,900.00
GENERAL MOTORS CO GM - - - $1,531,691.73 66,221.00
WEC ENERGY GROUP INC WEC - - - $1,531,257.60 16,608.00
KINDER MORGAN INC KMI - - - $1,521,498.68 102,596.00
DUPONT DE NEMOURS INC DD - - - $1,515,656.58 39,003.00
HCA HOLDINGS INC HCA - - - $1,507,220.88 13,948.00
PHILLIPS 66 PSX - - - $1,490,580.00 23,400.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $1,481,111.19 28,821.00
CONSOLIDATED EDISON INC ED - - - $1,468,366.28 17,516.00
AFLAC INC AFL - - - $1,460,528.13 38,669.00
TRAVELERS COS INC/THE TRV - - - $1,425,714.84 13,586.00
NORTHEAST UTILITIES SYSTEM ES - - - $1,423,284.60 17,076.00
CONSTELLATION BRANDS INC STZ - - - $1,392,004.71 8,823.00
CAPITAL ONE FINANCIAL CORP COF - - - $1,390,887.84 24,522.00
EOG RESOURCES INC EOG - - - $1,388,727.27 30,663.00
METLIFE INC MET - - - $1,377,625.20 41,160.00
IHS MARKIT LTD INFO - - - $1,359,687.51 21,123.00
DOW INC DOW - - - $1,358,966.98 39,062.00
O'REILLY AUTOMOTIVE INC ORLY - - - $1,357,739.79 3,993.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $1,354,554.38 26,633.00
MOTOROLA SOLUTIONS INC MSI - - - $1,334,806.41 9,033.00
EBAY INC EBAY - - - $1,329,312.70 40,270.00
MSCI INC MSCI - - - $1,325,422.80 4,460.00
KROGER CO KR - - - $1,310,191.74 42,237.00
T. ROWE PRICE GROUP INC TROW - - - $1,297,878.51 12,301.00
WILLIS TOWERS WATSON PLC WLTW - - - $1,287,778.80 6,776.00
VERISK ANALYTICS INC VRSK - - - $1,282,240.10 8,623.00
SYSCO CORP SYY - - - $1,269,796.50 26,874.00
KLA-TENCOR CORP KLAC - - - $1,267,413.66 8,318.00
SCHLUMBERGER NV SLB - - - $1,259,971.20 72,915.00
AGILENT TECHNOLOGIES INC A - - - $1,251,350.73 16,317.00
AMPHENOL CORP APH - - - $1,242,151.62 15,601.00
FIRSTENERGY CORP FE - - - $1,230,152.88 28,456.00
HP INC HPQ - - - $1,227,276.12 78,071.00
TE CONNECTIVITY LTD TEL - - - $1,216,906.26 17,621.00
IQVIA HOLDINGS INC IQV - - - $1,215,915.83 9,509.00
MONSTER BEVERAGE CORP MNST - - - $1,213,515.88 20,138.00
PACCAR INC PCAR - - - $1,211,432.88 18,228.00
CUMMINS INC CMI - - - $1,206,650.08 8,068.00
ZIMMER HOLDINGS INC ZBH - - - $1,204,160.88 10,821.00
EQUITY RESIDENTIAL EQR - - - $1,200,078.00 18,392.00
YUM! BRANDS INC YUM - - - $1,200,041.14 15,922.00
CLOROX CO CLX - - - $1,197,398.56 6,614.00
AMERICAN WATER WORKS CO INC AWK - - - $1,193,457.35 9,521.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $1,190,572.20 40,620.00
AVALONBAY COMMUNITIES INC AVB - - - $1,179,276.01 7,337.00
MARRIOTT INTL INC MAR - - - $1,178,858.52 14,284.00
RESMED INC RMD - - - $1,176,733.44 7,584.00
PRUDENTIAL FINANCIAL INC PRU - - - $1,166,038.86 21,193.00
BALL CORP BLL - - - $1,164,710.88 17,232.00
PPG INDUSTRIES INC PPG - - - $1,162,487.55 12,453.00
AUTOZONE INC AZO - - - $1,160,498.96 1,268.00
IDEXX LABORATORIES INC IDXX - - - $1,154,945.82 4,534.00
ALEXION PHARMACEUTICALS INC ALXN - - - $1,147,928.32 11,647.00
TWITTER INC TWTR - - - $1,139,251.12 40,892.00
MCKESSON CORP MCK - - - $1,124,443.32 8,547.00
STATE STREET CORP STT - - - $1,121,658.24 19,154.00
XILINX INC XLNX - - - $1,119,371.50 13,247.00
VALERO ENERGY CORP VLO - - - $1,116,933.60 21,646.00
HERSHEY CO HSY - - - $1,116,563.04 7,824.00
TRANE TECHNOLOGIES PLC TT - - - $1,108,919.40 12,620.00
ANSYS INC ANSS - - - $1,106,018.62 4,526.00
AMERICAN INTL GROUP INC AIG - - - $1,105,491.82 45,814.00
WELLTOWER INC HCN - - - $1,103,252.15 21,385.00
SYNOPSYS INC SNPS - - - $1,100,386.25 7,925.00
CERNER CORP CERN - - - $1,100,280.88 16,568.00
PAYCHEX INC PAYX - - - $1,092,227.28 16,788.00
EDISON INTL EIX - - - $1,087,209.45 18,885.00
ARCHER DANIELS MIDLAND CO ADM - - - $1,068,827.52 29,299.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $1,064,022.24 14,811.00
ENTERGY CORP ETR - - - $1,055,661.04 10,502.00
DTE ENERGY CO DTE - - - $1,051,172.32 10,123.00
VERISIGN INC VRSN - - - $1,049,655.60 5,433.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $1,040,415.96 14,844.00
FORD MOTOR CO F - - - $1,031,693.24 205,108.00
CORTEVA INC CTVA - - - $1,026,917.05 39,421.00
ROCKWELL AUTOMATION INC ROK - - - $1,024,251.20 6,104.00
SIMON PROPERTY GROUP INC SPG - - - $1,015,556.13 16,143.00
FLEETCOR TECHNOLOGIES INC FLT - - - $1,009,019.80 4,580.00
VF CORP VFC - - - $1,000,559.46 17,254.00
MICROCHIP TECHNOLOGY INC MCHP - - - $1,000,361.60 12,580.00
DOLLAR TREE INC DLTR - - - $988,031.84 12,472.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $984,712.96 1,358.00
AMEREN CORP AEE - - - $984,709.55 12,955.00
FASTENAL CO FAST - - - $981,977.76 30,224.00
WILLIAMS COS INC WMB - - - $979,244.24 63,836.00
MCCORMICK & CO INC MKC - - - $969,448.20 6,502.00
PPL CORP PPL - - - $967,797.57 37,497.00
CITRIX SYSTEMS INC CTXS - - - $964,020.12 6,566.00
METTLER-TOLEDO INTL INC MTD - - - $957,359.08 1,292.00
PARKER HANNIFIN CORP PH - - - $957,351.69 6,771.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $954,231.68 6,472.00
FORTIVE CORP FTV - - - $944,468.00 15,575.00
OTIS WORLDWIDE CORP OTIS - - - $941,916.72 21,363.50
NORTHERN TRUST CORP NTRS - - - $930,854.32 11,164.00
AMETEK INC AME - - - $930,775.96 12,052.00
STANLEY BLACK & DECKER INC SWK - - - $916,641.32 8,014.00
TYSON FOODS INC TSN - - - $908,509.14 15,554.00
CMS ENERGY CORP CMS - - - $907,416.96 14,964.00
REALTY INCOME CORP O - - - $905,388.33 17,041.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $897,988.00 9,868.00
KRAFT HEINZ CO/THE KHC - - - $896,014.04 32,797.00
CHURCH & DWIGHT CO INC CHD - - - $885,686.49 12,909.00
REPUBLIC SERVICES INC RSG - - - $866,586.24 11,076.00
TRANSDIGM GROUP INC TDG - - - $856,404.25 2,609.00
SOUTHWEST AIRLINES CO LUV - - - $855,167.60 24,932.00
CINTAS CORP CTAS - - - $843,525.44 4,384.00
ARTHUR J. GALLAGHER & CO. AJG - - - $836,198.32 9,833.00
SKYWORKS SOLUTIONS INC SWKS - - - $834,768.00 8,976.00
CORNING INC GLW - - - $833,311.27 40,511.00
MARATHON PETROLEUM CORP MPC - - - $831,183.21 34,191.00
AKAMAI TECHNOLOGIES INC AKAM - - - $829,981.88 8,524.00
FIRST REPUBLIC BANK FRC - - - $828,644.80 8,872.00
LAS VEGAS SANDS CORP LVS - - - $828,496.90 17,798.00
INCYTE CORP INCY - - - $825,288.75 9,405.00
FORTINET INC FTNT - - - $817,103.12 7,484.00
ESSEX PROPERTY TRUST INC ESS - - - $813,567.00 3,475.00
APTIV PLC APTV - - - $809,088.00 13,440.00
KELLOGG CO K - - - $805,310.38 13,103.00
CONAGRA FOODS INC CAG - - - $803,038.88 25,648.00
CBRE GROUP INC CBG - - - $797,933.80 17,630.00
VULCAN MATERIALS CO VMC - - - $787,852.78 6,974.00
MARKETAXESS HOLDINGS INC MKTX - - - $782,931.98 1,979.00
EQUIFAX INC EFX - - - $782,085.00 6,375.00
COOPER COS INC COO - - - $781,348.61 2,627.00
TELEFLEX INC TFX - - - $780,153.08 2,426.00
COPART INC CPRT - - - $776,160.34 10,783.00
CDW CORP CDW - - - $775,922.49 7,587.00
BEST BUY CO INC BBY - - - $774,108.95 12,011.00
WEYERHAEUSER CO WY - - - $763,746.62 39,247.00
CARDINAL HEALTH INC CAH - - - $760,513.00 15,395.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $760,396.52 14,261.00
BOSTON PROPERTIES INC BXP - - - $757,717.44 7,584.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $750,509.10 13,530.00
M&T BANK CORP MTB - - - $747,990.36 6,949.00
AMERIPRISE FINANCIAL INC AMP - - - $744,190.47 6,663.00
TIFFANY & CO TIF - - - $735,080.34 5,682.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $734,990.40 18,992.00
OCCIDENTAL PETROLEUM CORP OXY - - - $731,973.52 47,042.00
EVERGY INC EVRG - - - $731,476.34 12,019.00
KANSAS CITY SOUTHERN KSU - - - $728,237.25 5,211.00
AMCOR PLC AMCR - - - $726,132.77 85,327.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $720,057.16 5,101.00
WESTERN DIGITAL CORP WDC - - - $709,253.62 15,643.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $709,121.40 5,954.00
DELTA AIR LINES INC DAL - - - $703,915.46 30,302.00
OLD DOMINION FREIGHT LINE INC ODFL - - - $701,872.50 5,075.00
PIONEER NATURAL RESOURCES CO PXD - - - $701,172.57 8,733.00
D.R. HORTON INC DHI - - - $700,258.65 17,661.00
AMERISOURCEBERGEN CORP ABC - - - $699,926.92 7,924.00
ALIGN TECHNOLOGY INC ALGN - - - $698,176.26 3,786.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $697,031.28 68,136.00
HEALTHPEAK PROPERTIES INC PEAK - - - $695,520.92 26,069.00
HORMEL FOODS CORP HRL - - - $694,017.87 14,651.00
J M SMUCKER CO SJM - - - $685,807.17 6,009.00
JACK HENRY & ASSOCIATES INC JKHY - - - $685,480.86 4,047.00
DOVER CORP DOV - - - $685,350.40 7,649.00
INTL PAPER CO IP - - - $683,928.00 20,650.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $680,940.00 5,616.00
EXTRA SPACE STORAGE INC EXR - - - $671,717.79 6,841.00
LEIDOS HOLDINGS INC LDOS - - - $670,084.24 7,021.00
STERIS PLC STE - - - $666,699.75 4,467.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $666,689.30 6,010.00
WATERS CORP WAT - - - $663,142.56 3,382.00
XYLEM INC XYL - - - $655,318.65 9,485.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $649,838.49 8,967.00
CINCINNATI FINANCIAL CORP CINF - - - $649,612.96 8,012.00
ALLIANT ENERGY CORP LNT - - - $647,854.58 12,646.00
MARTIN MARIETTA MATERIALS INC MLM - - - $647,570.07 3,291.00
DUKE REALTY CORP DRE - - - $647,111.46 19,363.00
ATMOS ENERGY CORP ATO - - - $645,360.55 6,287.00
LENNAR CORP LEN - - - $639,386.56 14,746.00
NASDAQ OMX GROUP INC NDAQ - - - $632,798.01 6,077.00
OMNICOM GROUP INC OMC - - - $627,830.28 11,484.00
W W GRAINGER INC GWW - - - $626,516.80 2,317.00
NUCOR CORP NUE - - - $624,292.35 15,987.00
FIFTH THIRD BANCORP FITB - - - $623,955.65 37,385.00
QUEST DIAGNOSTICS INC DGX - - - $621,819.36 7,079.00
SEAGATE TECHNOLOGY PLC STX - - - $621,137.16 12,172.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $619,747.00 6,070.00
ARISTA NETWORKS INC ANET - - - $616,087.89 2,871.00
DISCOVER FINANCIAL SERVICES DFS - - - $615,283.82 16,531.00
FREEPORT-MCMORAN INC FCX - - - $613,668.66 76,422.00
CARRIER GLOBAL CORP CARR - - - $609,187.20 42,720.00
IDEX CORP IEX - - - $604,151.00 4,001.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $600,707.15 2,995.00
UDR INC UDR - - - $597,335.66 15,451.00
MASCO CORP MAS - - - $592,230.12 14,978.00
VENTAS INC VTR - - - $591,844.50 19,630.00
NORTONLIFELOCK INC NLOK - - - $591,531.38 30,211.00
KEYCORP KEY - - - $587,721.09 51,873.00
GARMIN LTD GRMN - - - $587,007.68 7,588.00
BROWN-FORMAN CORP BF.B - - - $586,548.82 9,581.00
JACOBS ENGINEERING GROUP INC JEC - - - $577,506.90 7,135.00
ONEOK INC OKE - - - $575,472.65 21,757.00
FMC CORP FMC - - - $566,167.84 6,832.00
TRACTOR SUPPLY CO TSCO - - - $565,968.00 6,240.00
ZEBRA TECHNOLOGIES CORP ZBRA - - - $562,419.00 2,860.00
CBOE HOLDINGS INC CBOE - - - $560,323.50 5,855.00
GENUINE PARTS CO GPC - - - $560,289.25 7,649.00
HOLOGIC INC HOLX - - - $556,163.74 14,123.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $552,412.62 4,794.00
CONCHO RESOURCES INC CXO - - - $550,180.02 10,554.00
CARMAX INC KMX - - - $547,105.88 8,654.00
HESS CORP HES - - - $534,924.54 13,653.00
SYNCHRONY FINANCIAL SYF - - - $533,547.22 31,721.00
QORVO INC QRVO - - - $531,083.06 6,103.00
PAYCOM SOFTWARE INC PAYC - - - $526,910.58 2,601.00
CELANESE CORP CE - - - $521,392.80 6,360.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $518,187.12 7,116.00
REGIONS FINANCIAL CORP RF - - - $513,466.68 50,788.00
LOEWS CORP L - - - $511,266.05 13,465.00
CENTURYLINK INC CTL - - - $508,378.11 51,717.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $502,922.22 9,574.00
NISOURCE INC NI - - - $500,663.79 19,657.00
NVR INC NVR - - - $495,955.85 169.00
HASBRO INC HAS - - - $495,915.20 6,688.00
GARTNER INC IT - - - $495,668.34 4,722.00
AES CORP AES - - - $493,984.80 34,960.00
NETAPP INC NTAP - - - $493,153.32 12,034.00
FOX CORP - CLASS A FOXA - - - $491,336.60 18,682.00
AVERY DENNISON CORP AVY - - - $483,050.43 4,383.00
HUNTINGTON BANCSHARES INC HBAN - - - $479,352.10 54,410.00
E*TRADE FINANCIAL CORP ETFC - - - $474,808.48 11,894.00
CITIZENS FINANCIAL GROUP INC CFG - - - $469,972.76 22,892.00
INGERSOLL-RAND PLC IR - - - $467,842.80 18,204.00
PINNACLE WEST CAPITAL CORP PNW - - - $465,333.00 5,900.00
DENTSPLY SIRONA INC XRAY - - - $463,917.18 11,721.00
ALLEGION PLC ALLE - - - $462,270.60 4,884.00
SVB FINANCIAL GROUP SIVB - - - $458,031.86 2,717.00
PERKINELMER INC PKI - - - $456,766.20 5,865.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $452,246.73 4,227.00
MOLSON COORS BREWING CO TAP - - - $451,455.52 9,896.00
VIACOMCBS INC - CLASS B VIAC - - - $449,541.50 28,461.00
WESTERN UNION CO WU - - - $446,935.60 22,060.00
CENTERPOINT ENERGY INC CNP - - - $444,872.18 26,449.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $444,833.83 4,501.00
LAMB WESTON HOLDING INC LW - - - $444,559.50 7,698.00
EXPEDIA INC EXPE - - - $444,558.10 7,342.00
UNITED RENTALS INC URI - - - $443,545.72 3,973.00
BAKER HUGHES A GE CO BHGE - - - $441,605.70 34,233.00
PACKAGING CORP OF AMERICA PKG - - - $439,024.32 4,998.00
RAYMOND JAMES FINANCIAL INC RJF - - - $432,433.80 6,493.00
EVEREST RE GROUP LTD RE - - - $425,863.40 2,153.00
HOST HOTELS & RESORTS INC HST - - - $425,256.42 37,767.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $422,345.84 2,161.00
W. R. BERKLEY CORP WRB - - - $421,549.48 7,634.00
WESTROCK CO WRK - - - $416,770.20 13,580.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $413,831.80 13,595.00
CABOT OIL & GAS CORP COG - - - $412,162.82 21,478.00
MYLAN INC MYL - - - $411,762.58 27,197.00
DARDEN RESTAURANTS INC DRI - - - $411,425.04 6,472.00
CAMPBELL SOUP CO CPB - - - $410,454.72 8,892.00
MGM RESORTS INTL MGM - - - $407,010.00 27,134.00
HENRY SCHEIN INC HSIC - - - $405,029.58 7,734.00
EASTMAN CHEMICAL CO EMN - - - $404,996.02 7,163.00
HALLIBURTON CO HAL - - - $404,538.75 46,233.00
GLOBE LIFE INC GL - - - $395,078.13 5,253.00
JUNIPER NETWORKS INC JNPR - - - $392,223.00 17,628.00
IRON MOUNTAIN INC IRM - - - $391,793.10 15,098.00
NRG ENERGY INC NRG - - - $390,300.85 13,253.00
F5 NETWORKS INC FFIV - - - $385,791.90 3,191.00
ADVANCE AUTO PARTS INC AAP - - - $373,890.44 3,647.00
ABIOMED INC ABMD - - - $370,516.17 2,371.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $364,559.52 4,737.00
REGENCY CENTERS CORP REG - - - $360,976.92 8,828.00
LKQ CORP LKQ - - - $354,794.00 16,127.00
WYNN RESORTS LTD WYNN - - - $351,704.44 5,092.00
PERRIGO CO PLC PRGO - - - $350,010.25 7,165.00
ALBEMARLE CORP ALB - - - $346,933.84 5,612.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $346,304.67 7,323.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $343,250.38 17,666.00
PULTEGROUP INC PHM - - - $342,401.84 13,417.00
CF INDUSTRIES HOLDINGS INC CF - - - $342,384.16 11,474.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $340,706.76 9,071.00
LINCOLN NATIONAL CORP LNC - - - $340,056.64 10,444.00
ASSURANT INC AIZ - - - $339,156.16 3,178.00
VORNADO REALTY TRUST VNO - - - $337,603.20 8,340.00
SNAP-ON INC SNA - - - $336,453.80 2,890.00
TEXTRON INC TXT - - - $335,711.93 12,037.00
WHIRLPOOL CORP WHR - - - $332,034.08 3,331.00
INTERPUBLIC GROUP OF COS INC IPG - - - $324,519.00 20,410.00
DIAMONDBACK ENERGY INC FANG - - - $318,654.96 8,502.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $315,649.74 11,474.00
FEDERAL REIT FRT - - - $296,838.46 3,698.00
DISH NETWORK CORP DISH - - - $293,507.28 13,476.00
A. O. SMITH CORP AOS - - - $290,589.50 7,225.00
PENTAIR PLC PNR - - - $289,044.98 8,842.00
APARTMENT INVT & MGMT CO -A AIV - - - $286,473.60 7,840.00
LIVE NATION ENTERTAINMENT INC LYV - - - $280,556.80 7,430.00
NIELSEN HOLDINGS PLC NLSN - - - $279,360.10 18,749.00
BORGWARNER INC BWA - - - $277,587.69 10,873.00
HOWMET AEROSPACE INC HWM - - - $271,697.76 20,772.00
NEWELL RUBBERMAID INC NWL - - - $270,127.38 20,054.00
ROLLINS INC ROL - - - $266,559.93 7,423.00
MOHAWK INDUSTRIES INC MHK - - - $266,331.70 3,130.00
ZIONS BANCORP ZION - - - $264,430.08 8,982.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $261,867.20 23,381.00
ROBERT HALF RHI - - - $256,224.60 6,189.00
QUANTA SERVICES INC PWR - - - $253,060.60 7,487.00
FRANKLIN RESOURCES INC BEN - - - $252,624.24 14,696.00
CARNIVAL CORP CCL - - - $250,650.95 20,905.00
COMERICA INC CMA - - - $250,621.80 7,590.00
FLIR SYSTEMS INC FLIR - - - $246,389.50 7,070.00
NATIONAL OILWELL VARCO INC NOV - - - $237,314.24 20,318.00
AMERICAN AIRLINES GROUP INC AAL - - - $232,706.87 20,539.00
SEALED AIR CORP SEE - - - $232,065.03 8,117.00
FOX CORP- CLASS B FOX - - - $220,941.74 8,557.00
IPG PHOTONICS CORP IPGP - - - $218,196.60 1,860.00
MOSAIC CO MOS - - - $217,450.40 18,428.00
TAPESTRY INC TPR - - - $217,439.25 14,525.00
KIMCO REALTY CORP KIM - - - $214,190.46 22,242.00
DXC TECHNOLOGY CO DXC - - - $212,905.00 13,475.00
SL GREEN REALTY CORP SLG - - - $209,690.88 4,304.00
HOLLYFRONTIER CORP HFC - - - $208,353.12 7,824.00
LEGGETT & PLATT INC LEG - - - $199,203.48 6,924.00
RALPH LAUREN CORP RL - - - $198,549.12 2,607.00
FLOWSERVE CORP FLS - - - $197,759.94 6,881.00
TECHNIPFMC PLC FTI - - - $194,921.25 22,125.00
DEVON ENERGY CORP DVN - - - $191,869.90 20,390.00
ALASKA AIR GROUP INC ALK - - - $188,594.08 6,472.00
XEROX HOLDINGS CORP XRX - - - $188,343.54 9,779.00
PVH CORP PVH - - - $187,010.45 3,905.00
INVESCO LTD IVZ - - - $185,498.36 19,588.00
NEWS CORP NWSA - - - $183,072.25 20,455.00
NOBLE ENERGY INC NBL - - - $181,936.78 25,199.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $179,826.14 8,333.00
L BRANDS INC LB - - - $178,561.26 12,247.00
HANESBRANDS INC HBI - - - $175,468.92 19,052.00
MARATHON OIL CORP MRO - - - $166,397.70 42,126.00
UNUM GROUP UNM - - - $164,922.03 10,843.00
HARLEY-DAVIDSON INC HOG - - - $152,703.85 8,101.00
APACHE CORP APA - - - $150,023.36 19,792.00
H & R BLOCK INC HRB - - - $149,778.72 10,287.00
KOHL'S CORP KSS - - - $144,399.84 8,242.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $131,404.64 11,212.00
CAPRI HOLDINGS LTD CPRI - - - $110,237.26 7,994.00
NORDSTROM INC JWN - - - $107,065.00 5,635.00
HELMERICH & PAYNE INC HP - - - $106,876.38 5,694.00
UNDER ARMOUR INC UAA - - - $96,710.25 9,919.00
COTY INC COTY - - - $91,463.40 15,555.00
UNDER ARMOUR INC-CLASS C UA - - - $88,560.00 10,250.00
GAP INC GPS - - - $88,014.20 11,212.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $87,119.40 2,140.00
NEWS CORP NWS - - - $58,605.68 6,412.00
ARCONIC CORP ARNC - - - $7.52 0.75
NET OTHER ASSETS / CASH - - - - $572,723,969.09 572,723,969.09