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 9/16/19

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 700,626,792.45 - 293,116.17
S&P 500 INDEX SWAP SOCIETE GENERALE - 524,476,367.39 - 174,944.41
S&P 500 INDEX SWAP UBS AG - 425,138,114.36 - 141,809.13
S&P 500 INDEX SWAP BANK OF AMERICA NA - 373,760,311.04 - 124,671.54
S&P 500 INDEX SWAP CITIBANK NA - 354,929,251.88 - 118,390.25
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 337,247,229.83 - 112,492.23
S&P 500 INDEX SWAP BNP PARIBAS - 130,506,625.11 - 43,531.81
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 32,589,653.96 - 10,870.61
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 9,952,876.44 - 3,319.88
MICROSOFT CORP MSFT - $79,935,050.55 586,335.00
APPLE INC AAPL - $73,547,094.30 334,457.00
AMAZON.COM INC AMZN - $57,207,288.96 31,644.00
FACEBOOK INC FB - $34,233,753.70 183,835.00
BERKSHIRE HATHAWAY INC BRK.B - $31,186,680.75 148,275.00
JPMORGAN CHASE & CO JPM - $29,577,776.04 248,219.00
ALPHABET INC CL C GOOG - $28,873,985.00 23,450.00
ALPHABET INC CL A GOOGL - $28,219,106.56 22,912.00
JOHNSON & JOHNSON JNJ - $26,316,957.78 203,157.00
EXXON MOBIL CORP XOM - $23,870,087.50 323,750.00
VISA INC V - $23,433,548.82 133,062.00
PROCTER & GAMBLE CO PG - $22,983,617.50 191,930.00
AT&T INC T - $20,834,650.20 558,420.00
BANK OF AMERICA CORP BAC - $20,386,289.43 676,611.00
HOME DEPOT INC HD - $19,447,048.10 84,190.00
MASTERCARD INC MA - $18,849,029.76 68,772.00
VERIZON COMMUNICATIONS INC VZ - $18,828,834.50 316,451.00
WALT DISNEY CO DIS - $18,139,620.80 133,576.00
CHEVRON CORP CVX - $18,091,482.96 145,758.00
INTEL CORP INTC - $17,881,945.20 342,566.00
UNITEDHEALTH GROUP INC UNH - $17,047,046.31 72,717.00
CISCO SYSTEMS INC CSCO - $16,364,298.08 327,548.00
MERCK & CO INC MRK - $16,160,238.12 197,004.00
COMCAST CORP CMCSA - $16,035,886.44 346,572.00
COCA-COLA CO/THE KO - $15,852,746.52 293,787.00
PFIZER INC PFE - $15,645,641.81 424,807.00
BOEING CO BA - $15,168,017.45 40,037.00
WELLS FARGO & CO WFC - $15,159,505.92 309,504.00
PEPSICO INC PEP - $14,467,633.44 107,263.00
WAL-MART STORES INC WMT - $12,369,803.81 107,033.00
CITIGROUP INC C - $12,355,929.69 176,943.00
MCDONALD'S CORP MCD - $12,117,345.00 58,425.00
ABBOTT LABORATORIES ABT - $11,252,766.40 134,990.00
MEDTRONIC INC MDT - $11,187,003.30 102,586.00
ADOBE SYSTEMS INC ADBE - $10,563,474.48 37,336.00
SALESFORCE.COM INC CRM - $10,000,427.58 65,358.00
ORACLE CORP ORCL - $9,866,556.94 185,671.00
NETFLIX INC NFLX - $9,845,471.95 33,455.00
COSTCO WHOLESALE CORP COST - $9,714,707.19 33,651.00
INTL BUSINESS MACHINES CORP IBM - $9,666,270.64 67,843.00
PAYPAL HOLDINGS INC PYPL - $9,576,361.04 89,902.00
ACCENTURE PLC ACN - $9,475,978.80 48,805.00
HONEYWELL INTL INC HON - $9,255,403.85 55,685.00
TEXAS INSTRUMENTS INC TXN - $9,214,836.04 71,789.00
UNION PACIFIC CORP UNP - $9,150,669.90 54,162.00
AMGEN INC AMGN - $9,057,713.60 46,670.00
THERMO FISHER SCIENTIFIC INC TMO - $9,038,574.65 30,605.00
BROADCOM INC AVGO - $8,743,222.74 30,289.00
PHILIP MORRIS INTL INC PM - $8,642,667.00 119,045.00
UNITED TECHNOLOGIES CORP UTX - $8,569,935.20 62,065.00
NVIDIA CORP NVDA - $8,397,605.79 46,599.00
NIKE INC NKE - $8,391,970.47 96,161.00
STARBUCKS CORP SBUX - $8,287,177.34 92,677.00
NEXTERA ENERGY INC NEE - $8,000,406.57 36,647.00
ABBVIE INC ABBV - $7,983,797.86 113,117.00
LINDE PLC LIN - $7,829,424.12 41,531.00
3M CO MMM - $7,483,465.02 44,106.00
LOCKHEED MARTIN CORP LMT - $7,385,541.94 18,809.00
AMERICAN TOWER CORP AMT - $7,331,594.94 33,822.00
ELI LILLY AND CO LLY - $7,281,134.82 66,114.00
QUALCOMM INC QCOM - $7,259,436.88 93,022.00
BOOKING HOLDINGS INC BKNG - $6,865,610.40 3,312.00
DANAHER CORP DHR - $6,780,314.55 48,207.00
LOWE'S COS INC LOW - $6,747,212.78 59,906.00
UNITED PARCEL SERVICE INC UPS - $6,541,928.61 53,373.00
GILEAD SCIENCES INC GILD - $6,409,794.60 97,295.00
U.S. BANCORP USB - $6,396,528.60 114,510.00
CVS HEALTH CORP CVS - $6,305,068.86 99,402.00
GENERAL ELECTRIC CO GE - $6,259,170.82 667,289.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $6,239,848.70 46,895.00
BRISTOL-MYERS SQUIBB CO BMY - $6,191,714.67 125,161.00
AMERICAN EXPRESS CO AXP - $6,163,865.44 52,396.00
MONDELEZ INTL INC MDLZ - $5,957,282.90 110,218.00
ALTRIA GROUP INC MO - $5,928,131.37 143,157.00
CATERPILLAR INC CAT - $5,826,377.70 43,758.00
CME GROUP INC CME - $5,669,937.00 27,391.00
GOLDMAN SACHS GROUP INC GS - $5,654,888.26 26,033.00
CHARTER COMMUNICATIONS INC CHTR - $5,571,239.75 13,163.00
CHUBB LTD CB - $5,554,799.25 35,035.00
CONOCOPHILLIPS COP - $5,407,469.34 86,478.00
BECTON DICKINSON AND CO BDX - $5,339,928.47 20,639.00
CELGENE CORP CELG - $5,308,978.32 53,964.00
INTUIT INC INTU - $5,272,805.52 19,836.00
AUTOMATIC DATA PROCESSING INC ADP - $5,267,377.34 33,302.00
DUKE ENERGY CORP DUK - $5,187,528.96 55,708.00
TJX COS INC TJX - $5,143,349.70 92,790.00
STRYKER CORP SYK - $5,101,511.84 23,696.00
ANTHEM INC ANTM - $5,088,854.40 19,680.00
PNC FINANCIAL SERVICES GROUP INC PNC - $4,853,291.50 34,543.00
NORTHROP GRUMMAN CORP NOC - $4,825,989.99 12,993.00
DOMINION RESOURCES INC D - $4,818,815.06 61,394.00
CIGNA CORP CI - $4,805,292.50 29,035.00
SOUTHERN CO/THE SO - $4,767,310.26 79,641.00
S&P GLOBAL INC SPGI - $4,697,835.50 18,829.00
INTUITIVE SURGICAL INC ISRG - $4,625,835.76 8,834.00
COLGATE-PALMOLIVE CO CL - $4,560,926.13 65,691.00
FISERV INC FISV - $4,518,142.86 43,603.00
BOSTON SCIENTIFIC CORP BSX - $4,462,751.52 106,408.00
CROWN CASTLE INTL CORP CCI - $4,388,645.56 31,811.00
ZOETIS INC ZTS - $4,381,815.00 36,625.00
MORGAN STANLEY MS - $4,377,758.25 97,827.00
RAYTHEON CO RTN - $4,349,130.78 21,313.00
CSX CORP CSX - $4,257,907.41 58,819.00
MICRON TECHNOLOGY INC MU - $4,246,702.00 84,680.00
TARGET CORP TGT - $4,193,045.92 39,202.00
SCHLUMBERGER NV SLB - $4,166,270.35 105,985.00
DUPONT DE NEMOURS INC DD - $4,133,333.44 57,296.00
PROLOGIS INC PLD - $4,113,228.52 48,266.00
DEERE & CO DE - $3,992,295.04 24,256.00
GENERAL DYNAMICS CORP GD - $3,967,783.69 20,777.00
BLACKROCK INC BLK - $3,966,703.84 9,104.00
INTERCONTINENTAL EXCHANGE INC ICE - $3,964,162.60 43,145.00
CHARLES SCHWAB CORP SCHW - $3,963,850.40 90,914.00
MARSH & MCLENNAN COS INC MMC - $3,913,773.78 39,126.00
ALLERGAN PLC AGN - $3,903,408.12 23,577.00
EOG RESOURCES INC EOG - $3,802,844.20 44,405.00
GENERAL MOTORS CO GM - $3,755,754.14 100,934.00
AMERICAN INTL GROUP INC AIG - $3,748,152.32 66,551.00
ECOLAB INC ECL - $3,728,662.99 19,409.00
NORFOLK SOUTHERN CORP NSC - $3,709,580.28 20,351.00
SIMON PROPERTY GROUP INC SPG - $3,650,242.77 23,643.00
APPLIED MATERIALS INC AMAT - $3,647,297.76 71,628.00
L3HARRIS TECHNOLOGIES INC LHX - $3,625,588.00 16,942.00
AIR PRODUCTS AND CHEMICALS INC APD - $3,625,502.56 16,844.00
ILLINOIS TOOL WORKS INC ITW - $3,595,665.07 22,933.00
EQUINIX INC EQIX - $3,537,699.69 6,433.00
EXELON CORP EXC - $3,520,049.72 74,294.00
AON PLC AON - $3,517,372.48 18,404.00
BIOGEN IDEC INC BIIB - $3,503,076.32 14,836.00
VERTEX PHARMACEUTICALS INC VRTX - $3,479,624.90 19,598.00
AMERICAN ELECTRIC POWER CO INC AEP - $3,462,602.76 37,756.00
METLIFE INC MET - $3,457,788.45 72,719.00
EDWARDS LIFESCIENCES CORP EW - $3,431,545.86 15,954.00
CAPITAL ONE FINANCIAL CORP COF - $3,389,824.88 35,932.00
KIMBERLY-CLARK CORP KMB - $3,387,686.68 26,306.00
ILLUMINA INC ILMN - $3,384,410.72 11,248.00
WASTE MANAGEMENT INC WM - $3,345,362.40 29,896.00
PHILLIPS 66 PSX - $3,324,798.80 31,960.00
WALGREENS BOOTS ALLIANCE INC WBA - $3,290,793.10 59,465.00
PROGRESSIVE CORP PGR - $3,279,879.00 44,685.00
SHERWIN-WILLIAMS CO SHW - $3,278,877.84 6,216.00
OCCIDENTAL PETROLEUM CORP OXY - $3,274,730.20 68,509.00
ACTIVISION BLIZZARD INC ATVI - $3,269,377.36 58,612.00
ANALOG DEVICES INC ADI - $3,261,051.18 28,293.00
ESTEE LAUDER COS INC EL - $3,230,603.90 16,778.00
FEDEX CORP FDX - $3,183,794.51 18,343.00
BAXTER INTL INC BAX - $3,155,543.68 36,304.00
BANK OF NEW YORK MELLON CORP BK - $3,151,183.75 67,405.00
BB&T CORP BBT - $3,101,429.52 58,606.00
EMERSON ELECTRIC CO EMR - $3,087,924.14 47,029.00
KINDER MORGAN INC KMI - $3,079,106.55 148,965.00
DOLLAR GENERAL CORP DG - $3,027,558.22 19,766.00
ROSS STORES INC ROST - $3,024,892.85 28,115.00
SEMPRA ENERGY SRE - $2,976,041.25 20,995.00
AFLAC INC AFL - $2,960,998.31 57,041.00
TRAVELERS COS INC/THE TRV - $2,932,653.60 20,040.00
HUMANA INC HUM - $2,875,188.96 10,332.00
PUBLIC STORAGE PSA - $2,840,567.40 11,484.00
ROPER TECHNOLOGIES INC ROP - $2,834,576.58 7,946.00
DOW INC DOW - $2,808,174.98 57,298.00
EATON CORP PLC ETN - $2,799,056.04 32,374.00
SYSCO CORP SYY - $2,792,888.58 36,182.00
FORD MOTOR CO F - $2,788,567.80 299,846.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $2,787,404.40 43,560.00
PRUDENTIAL FINANCIAL INC PRU - $2,767,980.60 31,066.00
MARRIOTT INTL INC MAR - $2,759,391.04 21,148.00
ALLSTATE CORP ALL - $2,711,413.44 25,488.00
LAM RESEARCH CORP LRCX - $2,695,231.68 11,472.00
WELLTOWER INC HCN - $2,693,526.05 30,985.00
MOODY'S CORP MCO - $2,692,651.26 12,622.00
DELTA AIR LINES INC DAL - $2,692,587.81 45,583.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $2,661,545.61 60,891.00
MARATHON PETROLEUM CORP MPC - $2,657,239.41 50,701.00
HCA HOLDINGS INC HCA - $2,634,448.50 20,430.00
VALERO ENERGY CORP VLO - $2,630,383.14 31,926.00
CONSTELLATION BRANDS INC STZ - $2,607,928.96 12,794.00
YUM! BRANDS INC YUM - $2,587,962.48 23,412.00
AUTODESK INC ADSK - $2,585,785.35 16,805.00
EBAY INC EBAY - $2,526,205.50 62,685.00
GENERAL MILLS INC GIS - $2,498,913.72 45,818.00
XCEL ENERGY INC XEL - $2,474,308.23 39,381.00
TE CONNECTIVITY LTD TEL - $2,451,297.60 25,776.00
NEWMONT MINING CORP NEM - $2,413,311.68 62,716.00
EQUITY RESIDENTIAL EQR - $2,410,912.35 28,347.00
ONEOK INC OKE - $2,394,938.89 31,583.00
TWITTER INC TWTR - $2,389,129.48 55,873.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $2,351,379.20 38,674.00
SUNTRUST BANKS INC STI - $2,320,826.40 33,960.00
WILLIAMS COS INC WMB - $2,317,097.79 92,721.00
INGERSOLL-RAND PLC IR - $2,286,880.29 18,453.00
O'REILLY AUTOMOTIVE INC ORLY - $2,278,835.60 5,990.00
CONSOLIDATED EDISON INC ED - $2,250,857.97 25,029.00
ELECTRONIC ARTS INC EA - $2,249,924.88 22,699.00
AVALONBAY COMMUNITIES INC AVB - $2,239,003.30 10,667.00
WEC ENERGY GROUP INC WEC - $2,203,858.16 24,136.00
VF CORP VFC - $2,203,337.98 24,919.00
HP INC HPQ - $2,174,899.59 115,257.00
AMPHENOL CORP APH - $2,172,652.90 22,858.00
ZIMMER HOLDINGS INC ZBH - $2,157,269.86 15,671.00
SBA COMMUNICATIONS CORP SBAC - $2,134,349.14 8,666.00
AUTOZONE INC AZO - $2,122,248.82 1,877.00
T. ROWE PRICE GROUP INC TROW - $2,114,283.90 18,094.00
MCKESSON CORP MCK - $2,095,365.60 14,535.00
MOTOROLA SOLUTIONS INC MSI - $2,093,472.27 12,609.00
ADVANCED MICRO DEVICES INC AMD - $2,092,247.12 67,864.00
SOUTHWEST AIRLINES CO LUV - $2,087,182.38 37,398.00
HILTON WORLDWIDE HLDGS - W/I HLT - $2,085,901.86 22,271.00
PPG INDUSTRIES INC PPG - $2,084,093.76 18,066.00
DISCOVER FINANCIAL SERVICES DFS - $2,070,607.89 24,771.00
XILINX INC XLNX - $2,028,193.31 19,429.00
NORTHEAST UTILITIES SYSTEM ES - $2,025,550.80 24,570.00
DIGITAL REALTY TRUST INC DLR - $2,014,277.43 15,937.00
VENTAS INC VTR - $2,002,928.76 28,266.00
DOLLAR TREE INC DLTR - $1,991,691.24 18,179.00
GLOBAL PAYMENTS INC GPN - $1,991,133.12 11,989.00
PAYCHEX INC PAYX - $1,983,943.50 24,475.00
FLEETCOR TECHNOLOGIES INC FLT - $1,964,386.70 6,595.00
TRANSDIGM GROUP INC TDG - $1,960,133.76 3,744.00
VERISK ANALYTICS INC VRSK - $1,960,099.96 12,523.00
TYSON FOODS INC TSN - $1,947,571.38 22,557.00
EDISON INTL EIX - $1,935,178.04 27,073.00
WILLIS TOWERS WATSON PLC WLTW - $1,928,453.89 9,889.00
T-MOBILE US INC TMUS - $1,924,238.16 24,186.00
IHS MARKIT LTD INFO - $1,896,955.25 27,835.00
LYONDELLBASELL INDUSTRIES NV LYB - $1,885,849.77 21,031.00
PACCAR INC PCAR - $1,880,813.55 26,509.00
KLA-TENCOR CORP KLAC - $1,869,766.73 12,367.00
AGILENT TECHNOLOGIES INC A - $1,865,409.85 24,179.00
ALEXION PHARMACEUTICALS INC ALXN - $1,862,329.32 17,158.00
PIONEER NATURAL RESOURCES CO PXD - $1,858,820.88 12,887.00
BALL CORP BLL - $1,849,330.80 25,614.00
FIRSTENERGY CORP FE - $1,837,290.36 38,631.00
DTE ENERGY CO DTE - $1,823,170.95 14,019.00
IQVIA HOLDINGS INC IQV - $1,821,242.16 12,074.00
CUMMINS INC CMI - $1,814,941.90 11,087.00
CORNING INC GLW - $1,804,412.35 60,047.00
ARCHER DANIELS MIDLAND CO ADM - $1,798,489.52 42,862.00
REALTY INCOME CORP O - $1,781,863.33 24,089.00
MONSTER BEVERAGE CORP MNST - $1,773,760.81 29,947.00
APTIV PLC APTV - $1,767,521.11 19,729.00
PARKER HANNIFIN CORP PH - $1,758,830.88 9,816.00
IDEXX LABORATORIES INC IDXX - $1,748,176.84 6,581.00
STATE STREET CORP STT - $1,727,742.03 28,553.00
REGENERON PHARMACEUTICALS INC REGN - $1,720,200.13 6,017.00
MICROCHIP TECHNOLOGY INC MCHP - $1,719,462.25 18,205.00
PPL CORP PPL - $1,719,154.25 55,225.00
CERNER CORP CERN - $1,687,224.00 24,900.00
CORTEVA INC CTVA - $1,684,531.80 57,297.00
TOTAL SYSTEM SERVICES INC TSS - $1,676,348.48 12,458.00
AMERICAN WATER WORKS CO INC AWK - $1,671,096.74 13,813.00
M&T BANK CORP MTB - $1,668,562.94 10,454.00
STANLEY BLACK & DECKER INC SWK - $1,665,389.85 11,595.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $1,660,489.83 27,661.00
ENTERGY CORP ETR - $1,649,931.49 14,533.00
SYNCHRONY FINANCIAL SYF - $1,644,512.25 48,525.00
NORTHERN TRUST CORP NTRS - $1,632,454.56 16,656.00
ESSEX PROPERTY TRUST INC ESS - $1,630,580.40 5,028.00
CINTAS CORP CTAS - $1,603,788.26 6,481.00
KROGER CO KR - $1,603,615.50 61,725.00
FIFTH THIRD BANCORP FITB - $1,586,267.89 55,639.00
AMETEK INC AME - $1,584,053.24 17,434.00
HERSHEY CO HSY - $1,577,810.32 10,658.00
WEYERHAEUSER CO WY - $1,572,326.51 56,989.00
FORTIVE CORP FTV - $1,568,198.00 22,564.00
BOSTON PROPERTIES INC BXP - $1,560,990.69 11,823.00
HEWLETT PACKARD ENTERPRISE CO HPE - $1,549,316.16 102,468.00
SYNOPSYS INC SNPS - $1,528,262.80 11,470.00
VERISIGN INC VRSN - $1,521,138.75 8,025.00
AMERIPRISE FINANCIAL INC AMP - $1,510,567.78 10,246.00
HALLIBURTON CO HAL - $1,503,996.26 66,874.00
ROCKWELL AUTOMATION INC ROK - $1,501,650.60 9,057.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,501,109.12 16,912.00
CARNIVAL CORP CCL - $1,498,810.96 30,638.00
CLOROX CO CLX - $1,498,642.42 9,746.00
ROYAL CARIBBEAN CRUISES LTD RCL - $1,498,635.22 13,154.00
CHIPOTLE MEXICAN GRILL INC CMG - $1,492,557.42 1,866.00
MSCI INC MSCI - $1,490,170.00 6,479.00
MCCORMICK & CO INC MKC - $1,483,083.60 9,370.00
VULCAN MATERIALS CO VMC - $1,471,882.41 10,107.00
FASTENAL CO FAST - $1,465,280.32 43,792.00
CENTENE CORP CNC - $1,458,775.60 31,630.00
AMEREN CORP AEE - $1,450,178.64 18,792.00
RESMED INC RMD - $1,434,150.12 10,972.00
KEYSIGHT TECHNOLOGIES INC KEYS - $1,425,114.04 14,398.00
KEYCORP KEY - $1,414,949.34 77,151.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,413,457.92 21,504.00
WESTERN DIGITAL CORP WDC - $1,412,172.81 22,419.00
KRAFT HEINZ CO/THE KHC - $1,410,089.72 47,606.00
REPUBLIC SERVICES INC RSG - $1,399,581.43 16,487.00
EXPEDIA INC EXPE - $1,390,780.32 10,594.00
HESS CORP HES - $1,370,865.87 19,503.00
CHURCH & DWIGHT CO INC CHD - $1,363,639.20 18,840.00
ANSYS INC ANSS - $1,362,298.86 6,422.00
METTLER-TOLEDO INTL INC MTD - $1,350,711.70 1,898.00
CMS ENERGY CORP CMS - $1,334,419.52 21,712.00
OMNICOM GROUP INC OMC - $1,330,407.59 16,847.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $1,323,608.72 8,642.00
CINCINNATI FINANCIAL CORP CINF - $1,309,150.24 11,608.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $1,302,016.75 7,537.00
CITIZENS FINANCIAL GROUP INC CFG - $1,296,261.12 35,072.00
CBRE GROUP INC CBG - $1,295,091.60 23,930.00
EQUIFAX INC EFX - $1,294,115.10 9,245.00
INTL PAPER CO IP - $1,291,519.44 30,403.00
REGIONS FINANCIAL CORP RF - $1,274,576.76 77,529.00
D.R. HORTON INC DHI - $1,273,995.52 25,984.00
COPART INC CPRT - $1,267,790.86 15,427.00
MARTIN MARIETTA MATERIALS INC MLM - $1,258,311.39 4,781.00
HCP INC HCP - $1,247,173.40 36,574.00
DIAMONDBACK ENERGY INC FANG - $1,244,093.76 11,844.00
ARTHUR J. GALLAGHER & CO. AJG - $1,241,163.00 14,175.00
NUCOR CORP NUE - $1,239,744.36 23,321.00
WATERS CORP WAT - $1,230,760.32 5,316.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $1,229,855.00 20,845.00
BEST BUY CO INC BBY - $1,225,013.07 17,777.00
FIRST REPUBLIC BANK FRC - $1,213,111.89 12,609.00
KELLOGG CO K - $1,213,031.82 19,019.00
CELANESE CORP CE - $1,205,671.60 9,688.00
AMCOR PLC AMCR - $1,200,946.31 124,193.00
EVERGY INC EVRG - $1,198,006.92 18,678.00
DARDEN RESTAURANTS INC DRI - $1,194,223.10 9,410.00
CBS CORP CBS - $1,186,266.50 26,930.00
HUNTINGTON BANCSHARES INC HBAN - $1,170,623.40 80,070.00
CONCHO RESOURCES INC CXO - $1,168,826.35 15,349.00
CENTERPOINT ENERGY INC CNP - $1,165,814.50 38,425.00
LENNAR CORP LEN - $1,164,945.60 21,840.00
TELEFLEX INC TFX - $1,162,487.16 3,532.00
FREEPORT-MCMORAN INC FCX - $1,162,149.06 110,998.00
MGM RESORTS INTL MGM - $1,159,394.50 39,050.00
COOPER COS INC COO - $1,147,801.83 3,787.00
SYMANTEC CORP SYMC - $1,147,546.52 47,302.00
EXTRA SPACE STORAGE INC EXR - $1,142,154.24 9,752.00
CONAGRA FOODS INC CAG - $1,131,789.64 37,181.00
PRINCIPAL FINANCIAL GROUP INC PFG - $1,128,268.24 19,822.00
AKAMAI TECHNOLOGIES INC AKAM - $1,122,883.08 12,556.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $1,117,067.38 8,723.00
CARDINAL HEALTH INC CAH - $1,115,490.37 22,807.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $1,109,630.82 8,887.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,107,632.93 8,611.00
DOVER CORP DOV - $1,103,660.00 11,120.00
GENUINE PARTS CO GPC - $1,094,018.64 11,176.00
QUEST DIAGNOSTICS INC DGX - $1,086,498.94 10,282.00
SKYWORKS SOLUTIONS INC SWKS - $1,083,283.72 13,214.00
XYLEM INC XYL - $1,074,730.08 13,768.00
NETAPP INC NTAP - $1,074,162.32 18,898.00
SEAGATE TECHNOLOGY PLC STX - $1,073,728.90 19,277.00
CARMAX INC KMX - $1,071,450.16 12,716.00
INCYTE CORP INCY - $1,066,912.46 13,619.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $1,061,326.70 13,930.00
HASBRO INC HAS - $1,054,960.20 8,860.00
LOEWS CORP L - $1,047,235.30 20,530.00
UDR INC UDR - $1,038,641.54 21,562.00
WELLCARE HEALTH PLANS INC WCG - $1,035,650.00 3,850.00
KANSAS CITY SOUTHERN KSU - $1,021,776.75 7,697.00
W W GRAINGER INC GWW - $1,016,403.16 3,436.00
HOLOGIC INC HOLX - $1,014,219.50 20,510.00
ALIGN TECHNOLOGY INC ALGN - $999,270.27 5,571.00
AMERISOURCEBERGEN CORP ABC - $997,184.79 11,901.00
IDEX CORP IEX - $993,673.29 5,793.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $992,207.79 13,161.00
ARISTA NETWORKS INC ANET - $987,748.55 4,045.00
HOST HOTELS & RESORTS INC HST - $986,990.31 56,691.00
ATMOS ENERGY CORP ATO - $985,704.72 8,952.00
UNIVERSAL HEALTH SERVICES INC UHS - $975,970.38 6,342.00
MARKETAXESS HOLDINGS INC MKTX - $964,265.40 2,884.00
MASCO CORP MAS - $959,533.92 22,461.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $957,937.05 4,249.00
GARTNER INC IT - $955,852.31 6,893.00
LEIDOS HOLDINGS INC LDOS - $952,320.50 11,035.00
CBOE HOLDINGS INC CBOE - $948,828.00 8,548.00
LINCOLN NATIONAL CORP LNC - $948,333.75 15,483.00
INTL FLAVORS & FRAGRANCES INC IFF - $946,342.65 7,755.00
CENTURYLINK INC CTL - $945,598.08 73,416.00
ALLIANT ENERGY CORP LNT - $938,946.33 18,081.00
BAKER HUGHES A GE CO BHGE - $938,090.19 39,399.00
TEXTRON INC TXT - $936,806.00 17,810.00
J M SMUCKER CO SJM - $932,894.72 8,704.00
CITRIX SYSTEMS INC CTXS - $924,844.80 9,570.00
NOBLE ENERGY INC NBL - $923,241.39 36,593.00
DENTSPLY SIRONA INC XRAY - $920,572.26 17,903.00
FMC CORP FMC - $917,640.66 10,074.00
FOX CORP - CLASS A FOXA - $911,030.40 27,114.00
DUKE REALTY CORP DRE - $905,640.86 27,502.00
DEVON ENERGY CORP DVN - $893,372.40 31,770.00
HORMEL FOODS CORP HRL - $892,277.39 20,833.00
C.H. ROBINSON WORLDWIDE INC CHRW - $891,195.21 10,449.00
MARATHON OIL CORP MRO - $887,523.78 62,634.00
SVB FINANCIAL GROUP SIVB - $886,325.44 4,004.00
FORTINET INC FTNT - $884,815.02 11,106.00
TRACTOR SUPPLY CO TSCO - $883,037.46 9,231.00
NASDAQ OMX GROUP INC NDAQ - $881,110.00 8,875.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $879,096.54 16,481.00
REGENCY CENTERS CORP REG - $872,457.01 12,787.00
CF INDUSTRIES HOLDINGS INC CF - $868,467.44 16,916.00
WYNN RESORTS LTD WYNN - $864,472.40 7,414.00
JACK HENRY & ASSOCIATES INC JKHY - $863,071.77 5,907.00
MYLAN INC MYL - $859,835.60 39,442.00
E*TRADE FINANCIAL CORP ETFC - $858,545.06 18,721.00
ADVANCE AUTO PARTS INC AAP - $856,668.23 5,489.00
VORNADO REALTY TRUST VNO - $848,916.53 13,283.00
RAYMOND JAMES FINANCIAL INC RJF - $845,897.40 9,684.00
AMERICAN AIRLINES GROUP INC AAL - $841,236.61 30,293.00
ARCONIC INC ARNC - $831,014.40 30,552.00
TECHNIPFMC PLC FTI - $830,167.52 32,227.00
NISOURCE INC NI - $829,062.96 28,549.00
MOLSON COORS BREWING CO TAP - $826,935.95 14,369.00
LAMB WESTON HOLDING INC LW - $819,142.48 11,192.00
APACHE CORP APA - $818,335.80 28,764.00
BROWN-FORMAN CORP BF.B - $816,883.04 12,728.00
VARIAN MEDICAL SYSTEMS INC VAR - $815,664.39 6,959.00
JACOBS ENGINEERING GROUP INC JEC - $813,642.60 8,780.00
AES CORP AES - $812,576.00 50,786.00
PINNACLE WEST CAPITAL CORP PNW - $803,172.59 8,591.00
TIFFANY & CO TIF - $797,035.20 8,268.00
EVEREST RE GROUP LTD RE - $794,679.15 3,117.00
GARMIN LTD GRMN - $789,279.46 9,278.00
EASTMAN CHEMICAL CO EMN - $787,771.16 10,604.00
COMERICA INC CMA - $784,434.00 11,796.00
UNITED RENTALS INC URI - $772,153.60 6,016.00
FEDERAL REIT FRT - $771,641.84 5,732.00
LKQ CORP LKQ - $770,273.56 24,026.00
PACKAGING CORP OF AMERICA PKG - $765,440.10 7,230.00
J B HUNT TRANSPORT SERVICES INC JBHT - $765,440.00 6,656.00
NRG ENERGY INC NRG - $755,542.74 19,358.00
WESTERN UNION CO WU - $750,101.32 32,957.00
WESTROCK CO WRK - $745,810.56 19,668.00
HENRY SCHEIN INC HSIC - $742,823.84 11,407.00
ALLEGION PLC ALLE - $734,110.44 7,188.00
PERKINELMER INC PKI - $731,834.01 8,487.00
AVERY DENNISON CORP AVY - $729,479.46 6,459.00
DISCOVERY COMMUNICATIONS INC DISCK - $726,116.16 27,588.00
GLOBE LIFE INC GL - $725,299.08 7,739.00
WHIRLPOOL CORP WHR - $721,088.19 4,847.00
IRON MOUNTAIN INC IRM - $708,578.28 21,951.00
VIACOM INC VIAB - $708,160.20 27,060.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $707,836.14 3,179.00
QORVO INC QRVO - $703,860.30 9,115.00
NATIONAL OILWELL VARCO INC NOV - $690,683.31 29,529.00
CAMPBELL SOUP CO CPB - $689,321.52 14,748.00
SNAP-ON INC SNA - $686,929.95 4,239.00
PULTEGROUP INC PHM - $686,716.80 19,509.00
DXC TECHNOLOGY CO DXC - $682,522.75 20,527.00
FRANKLIN RESOURCES INC BEN - $669,668.25 22,525.00
DISH NETWORK CORP DISH - $664,196.72 18,409.00
KOHL'S CORP KSS - $658,705.74 12,398.00
ABIOMED INC ABMD - $657,934.62 3,453.00
HOLLYFRONTIER CORP HFC - $646,489.38 12,021.00
KIMCO REALTY CORP KIM - $646,182.93 32,293.00
JUNIPER NETWORKS INC JNPR - $642,339.86 26,347.00
F5 NETWORKS INC FFIV - $642,306.48 4,568.00
INTERPUBLIC GROUP OF COS INC IPG - $634,057.15 29,615.00
ZIONS BANCORP ZION - $631,119.42 13,969.00
BORGWARNER INC BWA - $626,271.91 15,859.00
MOSAIC CO MOS - $623,819.26 27,158.00
NIELSEN HOLDINGS PLC NLSN - $616,102.65 27,201.00
ALASKA AIR GROUP INC ALK - $611,037.00 9,450.00
ASSURANT INC AIZ - $590,822.40 4,704.00
CABOT OIL & GAS CORP COG - $587,860.35 32,389.00
APARTMENT INVT & MGMT CO -A AIV - $587,279.16 11,388.00
MOHAWK INDUSTRIES INC MHK - $576,739.50 4,710.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $572,075.35 10,703.00
TAPESTRY INC TPR - $566,322.00 22,200.00
ALBEMARLE CORP ALB - $558,154.72 8,108.00
FLIR SYSTEMS INC FLIR - $546,491.88 10,362.00
NEWELL RUBBERMAID INC NWL - $544,451.52 29,784.00
PERRIGO CO PLC PRGO - $542,789.10 9,573.00
SL GREEN REALTY CORP SLG - $528,934.96 6,452.00
INVESCO LTD IVZ - $528,116.73 30,651.00
A. O. SMITH CORP AOS - $526,451.25 10,799.00
PVH CORP PVH - $519,433.84 5,732.00
ROBERT HALF RHI - $517,792.80 9,065.00
DAVITA HEALTHCARE PARTNERS INC DVA - $509,024.32 8,044.00
FLOWSERVE CORP FLS - $496,683.00 10,034.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $491,868.80 30,176.00
UNUM GROUP UNM - $481,982.76 16,212.00
SEALED AIR CORP SEE - $480,491.62 11,914.00
XEROX HOLDINGS CORP XRX - $464,440.18 14,953.00
PENTAIR PLC PNR - $455,686.00 12,100.00
HARLEY-DAVIDSON INC HOG - $439,896.08 12,172.00
HANESBRANDS INC HBI - $432,310.17 27,659.00
QUANTA SERVICES INC PWR - $423,138.24 10,872.00
LEGGETT & PLATT INC LEG - $420,542.28 10,044.00
CIMAREX ENERGY CO XEC - $417,308.97 7,761.00
FOX CORP- CLASS B FOX - $416,079.76 12,424.00
NEWS CORP NWSA - $415,360.00 29,500.00
RALPH LAUREN CORP RL - $411,981.10 3,994.00
MACY'S INC M - $411,704.28 23,634.00
ALLIANCE DATA SYSTEMS CORP ADS - $402,705.55 3,029.00
HELMERICH & PAYNE INC HP - $400,814.40 8,456.00
IPG PHOTONICS CORP IPGP - $396,233.04 2,724.00
JEFFERIES FINANCIAL GROUP IN JEF - $391,831.48 19,388.00
ROLLINS INC ROL - $390,669.92 11,278.00
H & R BLOCK INC HRB - $374,253.30 15,555.00
CAPRI HOLDINGS LTD CPRI - $372,570.74 11,549.00
AFFILIATED MANAGERS GROUP INC AMG - $346,351.20 3,918.00
L BRANDS INC LB - $341,172.00 17,550.00
DISCOVERY COMMUNICATIONS INC DISCA - $337,821.66 12,078.00
TRIPADVISOR INC TRIP - $325,908.00 7,920.00
UNDER ARMOUR INC UAA - $303,688.46 14,386.00
GAP INC GPS - $300,435.80 16,196.00
NORDSTROM INC JWN - $286,125.08 8,044.00
NEKTAR THERAPEUTICS NKTR - $283,011.14 13,337.00
UNDER ARMOUR INC-CLASS C UA - $282,732.30 14,865.00
MACERICH CO MAC - $270,306.30 8,110.00
COTY INC COTY - $249,528.30 22,998.00
NEWS CORP NWS - $137,140.08 9,471.00
NET OTHER ASSETS / CASH - - $489,902,699.42 489,902,699.42