UltraPro S&P500 - UPRO UltraPro S&P500

ProShares UltraPro S&P500 seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the S&P 500®.

This leveraged ProShares ETF seeks a return that is 3x 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.

  • Read more about ProShares UltraPro and UltraPro Short ETFs.
  • Learn more about considerations for geared investing.

As of 6/14/19

Description Ticker Symbol Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
S&P 500 INDEX SWAP BANK OF AMERICA NA - - - 505,915,584.84 - 175,240.41
S&P 500 INDEX SWAP BNP PARIBAS - - - 431,865,041.52 - 149,590.59
S&P 500 INDEX SWAP SOCIETE GENERALE - - - 376,173,955.92 - 130,300.16
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - - 368,051,763.92 - 127,486.77
S&P 500 INDEX SWAP DEUTSCHE BANK AG - - - 327,708,681.01 - 113,512.62
S&P 500 INDEX SWAP UBS AG - - - 298,271,569.23 - 103,316.11
S&P 500 INDEX SWAP CITIBANK NA - - - 291,483,505.54 - 100,964.85
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - - - 291,159,063.84 - 100,852.47
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 22,160,568.19 - 7,676.03
SPDR S&P 500 (SPY) SWAP BANK OF AMERICA NA - - - 15,875,723.48 - 6,925.61
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - - - 11,908,503.83 - 5,194.95
SPDR S&P 500 (SPY) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - - 5,409,623.04 - 2,359.89
MICROSOFT CORP MSFT - - - $39,573,013.65 298,777.00
APPLE INC AAPL - - - $33,622,529.30 174,445.00
AMAZON.COM INC AMZN - - - $30,041,857.56 16,068.00
FACEBOOK INC FB - - - $16,845,557.00 92,900.00
BERKSHIRE HATHAWAY INC BRK.B - - - $15,535,946.16 75,726.00
JOHNSON & JOHNSON JNJ - - - $14,528,733.90 103,710.00
JPMORGAN CHASE & CO JPM - - - $14,003,038.38 127,509.00
ALPHABET INC CL C GOOG - - - $12,991,639.50 11,970.00
ALPHABET INC CL A GOOGL - - - $12,664,085.40 11,658.00
EXXON MOBIL CORP XOM - - - $12,267,824.35 165,001.00
VISA INC V - - - $11,563,516.62 68,157.00
PROCTER & GAMBLE CO PG - - - $10,832,881.60 97,418.00
BANK OF AMERICA CORP BAC - - - $9,808,644.36 349,809.00
WALT DISNEY CO DIS - - - $9,632,766.60 68,004.00
CISCO SYSTEMS INC CSCO - - - $9,385,628.25 171,427.00
VERIZON COMMUNICATIONS INC VZ - - - $9,377,951.36 160,912.00
PFIZER INC PFE - - - $9,244,840.28 216,203.00
AT&T INC T - - - $9,177,145.05 283,683.00
UNITEDHEALTH GROUP INC UNH - - - $9,168,495.42 37,366.00
MASTERCARD INC MA - - - $9,143,035.20 35,152.00
HOME DEPOT INC HD - - - $9,051,204.99 43,987.00
CHEVRON CORP CVX - - - $8,939,215.14 73,994.00
MERCK & CO INC MRK - - - $8,321,045.60 100,520.00
INTEL CORP INTC - - - $8,089,069.94 175,126.00
COCA-COLA CO/THE KO - - - $7,688,495.64 149,844.00
COMCAST CORP CMCSA - - - $7,441,736.66 175,886.00
WELLS FARGO & CO WFC - - - $7,269,371.09 159,451.00
PEPSICO INC PEP - - - $7,260,729.19 54,703.00
BOEING CO BA - - - $7,103,587.92 20,462.00
MCDONALD'S CORP MCD - - - $6,118,257.87 29,803.00
WAL-MART STORES INC WMT - - - $6,046,731.73 55,439.00
NETFLIX INC NFLX - - - $5,776,089.46 17,002.00
ABBOTT LABORATORIES ABT - - - $5,623,519.12 68,396.00
CITIGROUP INC C - - - $5,518,919.28 81,786.00
PAYPAL HOLDINGS INC PYPL - - - $5,307,458.79 45,687.00
ORACLE CORP ORCL - - - $5,287,027.68 99,231.00
ADOBE SYSTEMS INC ADBE - - - $5,209,674.32 18,994.00
MEDTRONIC INC MDT - - - $5,092,327.50 52,229.00
HONEYWELL INTL INC HON - - - $4,906,594.33 28,393.00
UNION PACIFIC CORP UNP - - - $4,701,102.48 28,152.00
INTL BUSINESS MACHINES CORP IBM - - - $4,683,488.10 34,654.00
PHILIP MORRIS INTL INC PM - - - $4,673,533.60 60,538.00
ACCENTURE PLC ACN - - - $4,591,695.28 24,824.00
ABBVIE INC ABBV - - - $4,520,268.36 57,444.00
THERMO FISHER SCIENTIFIC INC TMO - - - $4,472,306.28 15,678.00
SALESFORCE.COM INC CRM - - - $4,468,947.91 29,791.00
COSTCO WHOLESALE CORP COST - - - $4,462,613.10 17,154.00
LINDE PLC LIN - - - $4,350,156.60 21,460.00
AMGEN INC AMGN - - - $4,266,770.56 24,232.00
BROADCOM INC AVGO - - - $4,102,236.18 15,426.00
NIKE INC NKE - - - $4,090,145.36 49,019.00
STARBUCKS CORP SBUX - - - $4,079,658.96 48,429.00
UNITED TECHNOLOGIES CORP UTX - - - $3,955,219.80 31,566.00
TEXAS INSTRUMENTS INC TXN - - - $3,921,965.88 36,548.00
NEXTERA ENERGY INC NEE - - - $3,854,009.12 18,622.00
ELI LILLY AND CO LLY - - - $3,758,374.90 33,635.00
3M CO MMM - - - $3,737,523.18 22,422.00
ALTRIA GROUP INC MO - - - $3,712,525.70 72,995.00
AMERICAN TOWER CORP AMT - - - $3,628,720.17 17,179.00
GENERAL ELECTRIC CO GE - - - $3,467,980.23 339,001.00
DANAHER CORP DHR - - - $3,416,466.84 24,468.00
NVIDIA CORP NVDA - - - $3,413,359.36 23,599.00
UNITED STATES TREASURY BILL - 0.000 6/20/19 - $3,354,418.48 3,355,000.00
LOCKHEED MARTIN CORP LMT - - - $3,352,240.36 9,574.00
GILEAD SCIENCES INC GILD - - - $3,296,300.28 49,673.00
AMERICAN EXPRESS CO AXP - - - $3,285,582.00 26,931.00
QUALCOMM INC QCOM - - - $3,239,048.48 47,134.00
UNITED STATES TREASURY BILL - 0.000 7/18/19 - $3,166,342.48 3,172,000.00
BOOKING HOLDINGS INC BKNG - - - $3,112,451.50 1,753.00
LOWE'S COS INC LOW - - - $3,107,758.59 31,193.00
MONDELEZ INTL INC MDLZ - - - $3,095,956.95 56,239.00
U.S. BANCORP USB - - - $3,083,163.66 58,593.00
BRISTOL-MYERS SQUIBB CO BMY - - - $3,023,864.80 63,580.00
ANTHEM INC ANTM - - - $2,856,053.20 10,010.00
CATERPILLAR INC CAT - - - $2,851,478.76 22,412.00
AUTOMATIC DATA PROCESSING INC ADP - - - $2,808,220.56 16,964.00
UNITED PARCEL SERVICE INC UPS - - - $2,754,410.10 27,105.00
CME GROUP INC CME - - - $2,746,194.30 13,933.00
CVS HEALTH CORP CVS - - - $2,736,235.04 50,512.00
CHUBB LTD CB - - - $2,682,291.26 17,851.00
CHARTER COMMUNICATIONS INC CHTR - - - $2,649,284.56 6,757.00
CELGENE CORP CELG - - - $2,639,741.52 27,352.00
CONOCOPHILLIPS COP - - - $2,598,549.96 44,178.00
TJX COS INC TJX - - - $2,570,667.96 48,194.00
INTUIT INC INTU - - - $2,563,663.44 10,088.00
GOLDMAN SACHS GROUP INC GS - - - $2,556,169.42 13,337.00
DUKE ENERGY CORP DUK - - - $2,487,687.57 28,311.00
COLGATE-PALMOLIVE CO CL - - - $2,461,332.60 33,556.00
BECTON DICKINSON AND CO BDX - - - $2,453,528.48 10,478.00
PNC FINANCIAL SERVICES GROUP INC PNC - - - $2,388,349.44 17,664.00
DOMINION RESOURCES INC D - - - $2,386,195.82 31,127.00
STRYKER CORP SYK - - - $2,354,631.62 12,046.00
CIGNA CORP CI - - - $2,344,468.00 14,800.00
CSX CORP CSX - - - $2,328,604.75 30,175.00
SOUTHERN CO/THE SO - - - $2,242,027.20 40,288.00
INTUITIVE SURGICAL INC ISRG - - - $2,214,071.86 4,459.00
DUPONT DE NEMOURS INC DD - - - $2,197,516.52 29,269.00
BOSTON SCIENTIFIC CORP BSX - - - $2,181,629.08 53,974.00
S&P GLOBAL INC SPGI - - - $2,177,032.00 9,680.00
MORGAN STANLEY MS - - - $2,165,578.68 50,574.00
CROWN CASTLE INTL CORP CCI - - - $2,157,489.04 16,184.00
BLACKROCK INC BLK - - - $2,118,190.83 4,739.00
ZOETIS INC ZTS - - - $2,065,679.55 18,645.00
NORTHROP GRUMMAN CORP NOC - - - $2,045,332.30 6,610.00
NORFOLK SOUTHERN CORP NSC - - - $2,028,217.10 10,415.00
ILLUMINA INC ILMN - - - $1,969,056.00 5,724.00
PROLOGIS INC PLD - - - $1,962,858.08 24,548.00
ECOLAB INC ECL - - - $1,961,852.55 9,865.00
SIMON PROPERTY GROUP INC SPG - - - $1,960,253.44 12,032.00
RAYTHEON CO RTN - - - $1,949,431.20 10,992.00
SCHLUMBERGER NV SLB - - - $1,939,285.82 53,974.00
MARSH & MCLENNAN COS INC MMC - - - $1,931,200.60 19,670.00
EOG RESOURCES INC EOG - - - $1,923,905.13 22,589.00
EXELON CORP EXC - - - $1,918,411.20 37,764.00
CHARLES SCHWAB CORP SCHW - - - $1,894,538.97 46,197.00
INTERCONTINENTAL EXCHANGE INC ICE - - - $1,880,265.27 22,139.00
DEERE & CO DE - - - $1,879,178.53 12,403.00
AIR PRODUCTS AND CHEMICALS INC APD - - - $1,875,464.50 8,554.00
PROGRESSIVE CORP PGR - - - $1,863,688.44 22,739.00
KIMBERLY-CLARK CORP KMB - - - $1,846,299.45 13,413.00
GENERAL MOTORS CO GM - - - $1,820,336.02 51,047.00
METLIFE INC MET - - - $1,819,636.80 37,280.00
GENERAL DYNAMICS CORP GD - - - $1,806,858.75 10,551.00
AMERICAN INTL GROUP INC AIG - - - $1,805,076.60 33,860.00
TARGET CORP TGT - - - $1,783,980.59 20,321.00
AON PLC AON - - - $1,782,842.96 9,346.00
ILLINOIS TOOL WORKS INC ITW - - - $1,752,231.80 11,756.00
BIOGEN IDEC INC BIIB - - - $1,743,952.20 7,660.00
AMERICAN ELECTRIC POWER CO INC AEP - - - $1,740,041.80 19,210.00
WASTE MANAGEMENT INC WM - - - $1,739,553.56 15,182.00
VERTEX PHARMACEUTICALS INC VRTX - - - $1,694,880.54 9,957.00
EQUINIX INC EQIX - - - $1,654,180.48 3,244.00
CAPITAL ONE FINANCIAL CORP COF - - - $1,650,275.97 18,221.00
WALGREENS BOOTS ALLIANCE INC WBA - - - $1,641,708.53 31,229.00
AFLAC INC AFL - - - $1,608,323.84 29,221.00
PRUDENTIAL FINANCIAL INC PRU - - - $1,580,436.21 15,927.00
KINDER MORGAN INC KMI - - - $1,556,420.36 75,812.00
TRAVELERS COS INC/THE TRV - - - $1,539,828.38 10,258.00
FEDEX CORP FDX - - - $1,538,871.60 9,352.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - - - $1,526,605.00 12,575.00
APPLIED MATERIALS INC AMAT - - - $1,524,314.33 36,971.00
BANK OF NEW YORK MELLON CORP BK - - - $1,521,958.41 34,209.00
FORD MOTOR CO F - - - $1,518,726.46 152,177.00
SHERWIN-WILLIAMS CO SHW - - - $1,504,786.05 3,177.00
ESTEE LAUDER COS INC EL - - - $1,503,480.00 8,500.00
EMERSON ELECTRIC CO EMR - - - $1,502,399.95 23,935.00
DOW INC DOW - - - $1,497,160.50 29,270.00
ANALOG DEVICES INC ADI - - - $1,492,062.88 14,344.00
BB&T CORP BBT - - - $1,488,684.28 29,738.00
EDWARDS LIFESCIENCES CORP EW - - - $1,488,177.63 8,091.00
ROPER TECHNOLOGIES INC ROP - - - $1,471,241.70 4,035.00
SEMPRA ENERGY SRE - - - $1,470,174.72 10,672.00
MARRIOTT INTL INC MAR - - - $1,467,672.72 10,979.00
ROSS STORES INC ROST - - - $1,457,098.07 14,431.00
BAXTER INTL INC BAX - - - $1,446,536.66 18,562.00
OCCIDENTAL PETROLEUM CORP OXY - - - $1,439,358.90 29,190.00
MICRON TECHNOLOGY INC MU - - - $1,425,837.62 43,657.00
PUBLIC STORAGE PSA - - - $1,421,903.64 5,844.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - - - $1,419,942.85 35,543.00
ALLERGAN PLC AGN - - - $1,411,557.84 12,177.00
PHILLIPS 66 PSX - - - $1,398,283.83 16,337.00
DOLLAR GENERAL CORP DG - - - $1,389,194.22 10,238.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - - - $1,380,427.80 22,395.00
FISERV INC FISV - - - $1,360,210.80 15,249.00
ANADARKO PETROLEUM CORP APC - - - $1,358,612.48 19,456.00
ACTIVISION BLIZZARD INC ATVI - - - $1,356,966.90 29,745.00
AUTODESK INC ADSK - - - $1,349,104.80 8,530.00
DELTA AIR LINES INC DAL - - - $1,347,175.39 24,061.00
HUMANA INC HUM - - - $1,329,158.74 5,278.00
SYSCO CORP SYY - - - $1,329,038.75 18,395.00
ALLSTATE CORP ALL - - - $1,320,363.78 12,927.00
HCA HOLDINGS INC HCA - - - $1,316,825.37 10,399.00
YUM! BRANDS INC YUM - - - $1,310,014.28 11,932.00
EBAY INC EBAY - - - $1,303,095.90 33,490.00
EATON CORP PLC ETN - - - $1,292,869.89 16,497.00
RED HAT INC RHT - - - $1,274,731.60 6,883.00
WILLIAMS COS INC WMB - - - $1,272,794.42 47,158.00
MARATHON PETROLEUM CORP MPC - - - $1,258,134.68 26,233.00
VALERO ENERGY CORP VLO - - - $1,248,271.12 16,262.00
MOODY'S CORP MCO - - - $1,244,373.30 6,471.00
GENERAL MILLS INC GIS - - - $1,241,194.99 23,239.00
WELLTOWER INC HCN - - - $1,238,067.16 15,047.00
CONSTELLATION BRANDS INC STZ - - - $1,216,780.55 6,485.00
XCEL ENERGY INC XEL - - - $1,202,100.75 20,025.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - - - $1,199,936.64 19,684.00
TE CONNECTIVITY LTD TEL - - - $1,196,349.36 13,196.00
HP INC HPQ - - - $1,189,005.29 59,719.00
O'REILLY AUTOMOTIVE INC ORLY - - - $1,184,441.88 3,053.00
INGERSOLL-RAND PLC IR - - - $1,175,857.08 9,431.00
NEWMONT MINING CORP NEM - - - $1,143,472.25 31,825.00
EQUITY RESIDENTIAL EQR - - - $1,127,335.30 14,405.00
AVALONBAY COMMUNITIES INC AVB - - - $1,122,437.46 5,394.00
SUNTRUST BANKS INC STI - - - $1,114,607.34 17,262.00
CONSOLIDATED EDISON INC ED - - - $1,107,104.16 12,504.00
VF CORP VFC - - - $1,102,268.32 12,632.00
AMPHENOL CORP APH - - - $1,094,634.40 11,608.00
AUTOZONE INC AZO - - - $1,087,393.77 971.00
ELECTRONIC ARTS INC EA - - - $1,081,880.91 11,667.00
PAYCHEX INC PAYX - - - $1,078,819.28 12,446.00
PPG INDUSTRIES INC PPG - - - $1,070,744.85 9,187.00
HILTON WORLDWIDE HLDGS - W/I HLT - - - $1,065,455.10 11,405.00
LAM RESEARCH CORP LRCX - - - $1,050,722.40 5,943.00
ADVANCED MICRO DEVICES INC AMD - - - $1,041,651.60 34,310.00
XILINX INC XLNX - - - $1,039,335.78 9,859.00
WEC ENERGY GROUP INC WEC - - - $1,035,664.04 12,284.00
ONEOK INC OKE - - - $1,033,229.34 16,029.00
ALEXION PHARMACEUTICALS INC ALXN - - - $1,026,226.86 8,702.00
TWITTER INC TWTR - - - $1,025,539.35 28,369.00
LYONDELLBASELL INDUSTRIES NV LYB - - - $1,025,111.50 11,851.00
MOTOROLA SOLUTIONS INC MSI - - - $1,023,193.35 6,381.00
DOLLAR TREE INC DLTR - - - $1,022,357.49 9,268.04
SOUTHWEST AIRLINES CO LUV - - - $1,003,805.22 19,371.00
MCKESSON CORP MCK - - - $994,347.97 7,469.00
SBA COMMUNICATIONS CORP SBAC - - - $993,202.50 4,385.00
DISCOVER FINANCIAL SERVICES DFS - - - $990,508.05 12,789.00
T. ROWE PRICE GROUP INC TROW - - - $974,753.94 9,201.00
GLOBAL PAYMENTS INC GPN - - - $974,616.97 6,137.00
DIGITAL REALTY TRUST INC DLR - - - $969,337.44 8,094.00
WILLIS TOWERS WATSON PLC WLTW - - - $956,788.91 5,027.00
NORTHEAST UTILITIES SYSTEM ES - - - $955,549.04 12,344.00
CORNING INC GLW - - - $947,051.49 30,639.00
PACCAR INC PCAR - - - $945,410.04 13,502.00
TYSON FOODS INC TSN - - - $941,719.27 11,497.00
ZIMMER HOLDINGS INC ZBH - - - $935,019.45 7,961.00
MONSTER BEVERAGE CORP MNST - - - $933,994.57 15,229.00
REGENERON PHARMACEUTICALS INC REGN - - - $931,897.72 3,053.00
VERISK ANALYTICS INC VRSK - - - $928,791.27 6,369.00
PIONEER NATURAL RESOURCES CO PXD - - - $928,340.06 6,557.00
VENTAS INC VTR - - - $926,027.96 13,871.00
CUMMINS INC CMI - - - $923,842.68 5,638.00
DTE ENERGY CO DTE - - - $917,920.44 7,086.00
CERNER CORP CERN - - - $912,337.13 12,631.00
FLEETCOR TECHNOLOGIES INC FLT - - - $911,775.04 3,344.00
M&T BANK CORP MTB - - - $905,652.60 5,394.00
IDEXX LABORATORIES INC IDXX - - - $896,929.00 3,350.00
TRANSDIGM GROUP INC TDG - - - $896,542.56 1,896.00
ARCHER DANIELS MIDLAND CO ADM - - - $889,670.69 21,811.00
FORTIVE CORP FTV - - - $886,743.11 11,467.00
PPL CORP PPL - - - $882,990.20 28,076.00
HARRIS CORP HRS - - - $875,425.80 4,593.00
IQVIA HOLDINGS INC IQV - - - $870,690.60 6,162.00
REALTY INCOME CORP O - - - $866,784.10 11,830.00
ALIGN TECHNOLOGY INC ALGN - - - $866,353.80 2,834.00
AGILENT TECHNOLOGIES INC A - - - $865,458.93 12,369.00
SYNCHRONY FINANCIAL SYF - - - $863,416.40 25,432.00
FIRSTENERGY CORP FE - - - $862,383.61 19,613.00
CENTENE CORP CNC - - - $861,619.50 16,090.00
BALL CORP BLL - - - $851,638.20 13,020.00
VERISIGN INC VRSN - - - $841,935.60 4,103.00
IHS MARKIT LTD INFO - - - $839,615.28 14,154.00
STANLEY BLACK & DECKER INC SWK - - - $834,201.45 5,895.00
AMERICAN WATER WORKS CO INC AWK - - - $832,620.80 7,040.00
ROYAL CARIBBEAN CRUISES LTD RCL - - - $829,312.53 6,681.00
CARNIVAL CORP CCL - - - $828,300.16 15,593.00
PARKER HANNIFIN CORP PH - - - $827,289.98 5,038.00
FIFTH THIRD BANCORP FITB - - - $821,070.03 29,977.00
STATE STREET CORP STT - - - $816,283.20 14,745.00
BOSTON PROPERTIES INC BXP - - - $813,363.20 6,016.00
AMERIPRISE FINANCIAL INC AMP - - - $810,331.34 5,278.00
TOTAL SYSTEM SERVICES INC TSS - - - $806,764.53 6,339.00
CLOROX CO CLX - - - $782,831.20 4,990.00
CINTAS CORP CTAS - - - $779,548.26 3,298.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - - - $778,036.28 2,194.00
MSCI INC MSCI - - - $774,301.52 3,284.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - - - $769,300.00 14,000.00
CONCHO RESOURCES INC CXO - - - $768,486.68 7,813.00
MICROCHIP TECHNOLOGY INC MCHP - - - $767,760.51 9,229.00
ESSEX PROPERTY TRUST INC ESS - - - $765,328.02 2,558.00
METTLER-TOLEDO INTL INC MTD - - - $763,372.90 965.00
APTIV PLC APTV - - - $762,791.58 10,126.00
L3 TECHNOLOGIES INC LLL - - - $762,488.40 3,090.00
UNITED CONTINENTAL HOLDINGS INC UAL - - - $760,122.00 8,725.00
HEWLETT PACKARD ENTERPRISE CO HPE - - - $758,765.45 53,623.00
EDISON INTL EIX - - - $754,174.72 12,688.00
KROGER CO KR - - - $753,685.42 31,067.00
ENTERGY CORP ETR - - - $753,361.32 7,383.00
AMETEK INC AME - - - $751,821.54 8,846.00
HERSHEY CO HSY - - - $748,864.48 5,414.00
MCCORMICK & CO INC MKC - - - $747,765.00 4,775.00
WEYERHAEUSER CO WY - - - $747,415.41 29,071.00
NORTHERN TRUST CORP NTRS - - - $741,468.02 8,506.00
CADENCE DESIGN SYSTEMS INC CDNS - - - $739,434.68 10,919.00
CHURCH & DWIGHT CO INC CHD - - - $738,961.32 9,577.00
CORTEVA INC CTVA - - - $737,286.11 29,269.00
KRAFT HEINZ CO/THE KHC - - - $734,047.58 24,218.00
AMEREN CORP AEE - - - $730,816.17 9,527.00
REPUBLIC SERVICES INC RSG - - - $730,020.08 8,392.00
ROCKWELL AUTOMATION INC ROK - - - $728,647.15 4,655.00
SYNOPSYS INC SNPS - - - $727,459.20 5,829.00
HALLIBURTON CO HAL - - - $726,492.40 33,980.00
KLA-TENCOR CORP KLAC - - - $705,700.10 6,433.00
FASTENAL CO FAST - - - $705,415.20 22,288.00
CHIPOTLE MEXICAN GRILL INC CMG - - - $701,338.73 947.00
OMNICOM GROUP INC OMC - - - $691,304.96 8,711.00
AMCOR PLC AMCR - - - $689,978.11 63,127.00
VULCAN MATERIALS CO VMC - - - $680,717.06 5,134.00
KEYCORP KEY - - - $673,737.75 39,285.00
INTL PAPER CO IP - - - $670,042.14 15,586.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - - - $664,207.00 4,390.00
CBS CORP CBS - - - $663,324.60 13,540.00
RESMED INC RMD - - - $659,060.29 5,581.00
CMS ENERGY CORP CMS - - - $648,423.75 11,037.00
ANSYS INC ANSS - - - $643,038.06 3,262.00
LABORATORY CORP OF AMERICA HOLDINGS LH - - - $638,771.21 3,839.00
ARTHUR J. GALLAGHER & CO. AJG - - - $628,545.90 7,167.00
CITIZENS FINANCIAL GROUP INC CFG - - - $626,977.13 17,929.00
COOPER COS INC COO - - - $620,998.20 1,922.00
EQUIFAX INC EFX - - - $620,588.00 4,700.00
FIRST REPUBLIC BANK FRC - - - $618,181.60 6,416.00
NUCOR CORP NUE - - - $614,816.40 11,892.00
KEYSIGHT TECHNOLOGIES INC KEYS - - - $612,964.96 7,312.00
CINCINNATI FINANCIAL CORP CINF - - - $611,093.08 5,902.00
D.R. HORTON INC DHI - - - $608,234.64 13,234.00
CBRE GROUP INC CBG - - - $602,847.84 12,164.00
BEST BUY CO INC BBY - - - $601,995.51 9,117.00
EVERGY INC EVRG - - - $601,603.72 9,916.00
FREEPORT-MCMORAN INC FCX - - - $600,968.85 56,429.00
HCP INC HCP - - - $597,624.72 18,606.00
MAXIM INTEGRATED PRODUCTS INC MXIM - - - $596,764.35 10,647.00
LENNAR CORP LEN - - - $596,279.25 11,135.00
DIAMONDBACK ENERGY INC FANG - - - $595,283.20 6,016.00
INTL FLAVORS & FRAGRANCES INC IFF - - - $586,976.55 3,945.00
NETAPP INC NTAP - - - $586,566.62 9,619.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - - - $586,455.90 4,506.00
GENUINE PARTS CO GPC - - - $584,951.19 5,683.00
REGIONS FINANCIAL CORP RF - - - $578,245.47 39,633.00
CENTERPOINT ENERGY INC CNP - - - $578,093.54 19,517.00
COPART INC CPRT - - - $577,341.82 7,822.00
EXPEDIA INC EXPE - - - $577,239.12 4,552.00
DARDEN RESTAURANTS INC DRI - - - $575,660.80 4,810.00
TELEFLEX INC TFX - - - $573,870.08 1,792.00
LOEWS CORP L - - - $571,218.26 10,669.00
HESS CORP HES - - - $567,519.25 9,913.00
XYLEM INC XYL - - - $566,992.44 6,993.00
WATERS CORP WAT - - - $565,708.80 2,784.00
CONAGRA FOODS INC CAG - - - $565,060.68 18,911.00
PRINCIPAL FINANCIAL GROUP INC PFG - - - $563,516.89 10,079.00
WELLCARE HEALTH PLANS INC WCG - - - $559,270.80 1,948.00
GARTNER INC IT - - - $553,919.94 3,493.00
KELLOGG CO K - - - $553,614.88 9,776.00
CARMAX INC KMX - - - $553,368.96 6,624.00
MGM RESORTS INTL MGM - - - $549,410.58 19,863.00
J M SMUCKER CO SJM - - - $546,263.30 4,430.00
HUNTINGTON BANCSHARES INC HBAN - - - $544,633.76 40,766.00
MARTIN MARIETTA MATERIALS INC MLM - - - $544,495.38 2,431.00
DOVER CORP DOV - - - $542,123.01 5,643.00
DXC TECHNOLOGY CO DXC - - - $540,318.84 10,447.00
INCYTE CORP INCY - - - $537,675.49 6,919.00
EXTRA SPACE STORAGE INC EXR - - - $535,653.42 4,957.00
QUEST DIAGNOSTICS INC DGX - - - $528,285.87 5,229.00
HOST HOTELS & RESORTS INC HST - - - $528,005.47 28,837.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - - - $522,398.65 4,435.00
CELANESE CORP CE - - - $519,699.72 4,988.00
AMERISOURCEBERGEN CORP ABC - - - $517,359.15 6,083.00
DENTSPLY SIRONA INC XRAY - - - $517,288.24 9,112.00
CARDINAL HEALTH INC CAH - - - $512,476.80 11,605.00
AMERICAN AIRLINES GROUP INC AAL - - - $508,598.84 15,563.00
LINCOLN NATIONAL CORP LNC - - - $504,983.40 7,955.00
TRACTOR SUPPLY CO TSCO - - - $501,299.22 4,723.00
AKAMAI TECHNOLOGIES INC AKAM - - - $499,787.34 6,357.00
HOLOGIC INC HOLX - - - $498,875.52 10,428.00
UDR INC UDR - - - $498,486.96 10,734.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - - - $494,563.42 6,686.00
SKYWORKS SOLUTIONS INC SWKS - - - $486,660.40 6,778.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - - - $486,356.52 4,407.00
HASBRO INC HAS - - - $484,537.14 4,509.00
FOX CORP - CLASS A FOXA - - - $484,162.36 13,739.00
SYMANTEC CORP SYMC - - - $481,947.84 24,894.00
ARISTA NETWORKS INC ANET - - - $480,186.72 2,034.00
W W GRAINGER INC GWW - - - $478,264.16 1,756.00
ATMOS ENERGY CORP ATO - - - $477,809.49 4,551.00
CITRIX SYSTEMS INC CTXS - - - $471,754.46 4,874.00
CBOE HOLDINGS INC CBOE - - - $470,716.06 4,369.00
VARIAN MEDICAL SYSTEMS INC VAR - - - $462,660.80 3,535.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - - - $460,131.56 8,477.00
ALLIANT ENERGY CORP LNT - - - $459,700.00 9,194.00
KANSAS CITY SOUTHERN KSU - - - $459,573.21 3,931.00
TEXTRON INC TXT - - - $451,923.55 9,139.00
REGENCY CENTERS CORP REG - - - $449,239.01 6,523.00
SVB FINANCIAL GROUP SIVB - - - $447,050.82 2,049.00
VORNADO REALTY TRUST VNO - - - $446,916.20 6,751.00
C.H. ROBINSON WORLDWIDE INC CHRW - - - $446,037.30 5,329.00
DUKE REALTY CORP DRE - - - $444,214.25 13,991.00
BAKER HUGHES A GE CO BHGE - - - $442,844.95 19,993.00
SEAGATE TECHNOLOGY PLC STX - - - $441,936.10 9,985.00
AES CORP AES - - - $440,768.19 25,791.00
ABIOMED INC ABMD - - - $440,434.80 1,755.00
HORMEL FOODS CORP HRL - - - $439,903.74 10,618.00
MASCO CORP MAS - - - $439,071.43 11,467.00
WYNN RESORTS LTD WYNN - - - $436,196.53 3,773.00
COMERICA INC CMA - - - $434,740.32 6,192.00
E*TRADE FINANCIAL CORP ETFC - - - $434,658.83 9,593.00
NASDAQ OMX GROUP INC NDAQ - - - $431,652.10 4,510.00
FORTINET INC FTNT - - - $427,534.37 5,647.00
PINNACLE WEST CAPITAL CORP PNW - - - $425,695.16 4,367.00
ADVANCE AUTO PARTS INC AAP - - - $423,522.00 2,790.00
HENRY SCHEIN INC HSIC - - - $420,266.88 5,896.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - - - $419,968.00 6,176.00
FMC CORP FMC - - - $419,127.95 5,245.00
NISOURCE INC NI - - - $417,047.50 14,506.00
DEVON ENERGY CORP DVN - - - $416,752.44 16,172.00
JACK HENRY & ASSOCIATES INC JKHY - - - $414,256.86 3,006.00
MARATHON OIL CORP MRO - - - $413,724.52 31,874.00
WESTERN DIGITAL CORP WDC - - - $411,509.91 11,327.00
CENTURYLINK INC CTL - - - $411,066.30 37,033.00
RAYMOND JAMES FINANCIAL INC RJF - - - $408,011.52 4,942.00
VIACOM INC VIAB - - - $404,729.69 13,771.00
APACHE CORP APA - - - $401,903.80 14,620.00
PERKINELMER INC PKI - - - $401,036.10 4,315.00
UNIVERSAL HEALTH SERVICES INC UHS - - - $399,305.75 3,253.00
CF INDUSTRIES HOLDINGS INC CF - - - $399,280.00 8,680.00
EVEREST RE GROUP LTD RE - - - $397,914.25 1,585.00
MOLSON COORS BREWING CO TAP - - - $394,632.00 7,308.00
EASTMAN CHEMICAL CO EMN - - - $392,385.87 5,443.00
CABOT OIL & GAS CORP COG - - - $391,919.76 16,488.00
ALLEGION PLC ALLE - - - $390,047.58 3,679.00
FEDERAL REIT FRT - - - $385,573.44 2,896.00
TIFFANY & CO TIF - - - $384,468.48 4,224.00
FRANKLIN RESOURCES INC BEN - - - $383,873.52 11,507.00
UNITED RENTALS INC URI - - - $380,774.13 3,099.00
NRG ENERGY INC NRG - - - $380,597.54 10,943.00
GARMIN LTD GRMN - - - $376,768.38 4,722.00
TECHNIPFMC PLC FTI - - - $376,756.32 16,568.00
DISCOVERY COMMUNICATIONS INC DISCK - - - $376,726.24 14,036.00
NOBLE ENERGY INC NBL - - - $371,555.36 18,832.00
MOHAWK INDUSTRIES INC MHK - - - $364,429.97 2,393.00
BROWN-FORMAN CORP BF.B - - - $364,283.50 6,475.00
AVERY DENNISON CORP AVY - - - $360,975.30 3,270.00
JUNIPER NETWORKS INC JNPR - - - $360,972.00 13,550.00
ARCONIC INC ARNC - - - $360,877.92 15,704.00
WESTROCK CO WRK - - - $358,553.30 9,946.00
JACOBS ENGINEERING GROUP INC JEC - - - $357,282.90 4,563.00
SNAP-ON INC SNA - - - $355,418.94 2,166.00
IRON MOUNTAIN INC IRM - - - $353,821.23 11,151.00
TORCHMARK CORP TMK - - - $352,132.33 3,949.00
LAMB WESTON HOLDING INC LW - - - $351,993.84 5,704.00
PACKAGING CORP OF AMERICA PKG - - - $350,777.60 3,680.00
HUNTINGTON INGALLS INDUSTRIES INC HII - - - $347,530.22 1,618.00
MYLAN INC MYL - - - $341,761.60 20,080.00
WESTERN UNION CO WU - - - $341,007.66 16,974.00
WHIRLPOOL CORP WHR - - - $336,079.36 2,477.00
DISH NETWORK CORP DISH - - - $335,382.36 8,934.00
TAPESTRY INC TPR - - - $333,595.22 11,293.00
BORGWARNER INC BWA - - - $331,244.55 8,089.00
INTERPUBLIC GROUP OF COS INC IPG - - - $330,829.30 14,990.00
PULTEGROUP INC PHM - - - $326,200.50 9,930.00
ZIONS BANCORP ZION - - - $325,335.12 7,249.00
LKQ CORP LKQ - - - $321,649.92 12,258.00
NIELSEN HOLDINGS PLC NLSN - - - $319,196.52 13,842.00
INVESCO LTD IVZ - - - $319,176.96 15,464.00
F5 NETWORKS INC FFIV - - - $317,129.88 2,316.00
CAMPBELL SOUP CO CPB - - - $317,034.52 7,502.00
APARTMENT INVT & MGMT CO -A AIV - - - $309,438.76 6,052.00
MOSAIC CO MOS - - - $308,791.60 13,810.00
J B HUNT TRANSPORT SERVICES INC JBHT - - - $307,799.80 3,388.00
KIMCO REALTY CORP KIM - - - $307,359.30 16,410.00
KOHL'S CORP KSS - - - $307,161.10 6,430.00
ALASKA AIR GROUP INC ALK - - - $302,660.40 4,795.00
NATIONAL OILWELL VARCO INC NOV - - - $298,640.00 14,932.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - - - $295,596.73 5,473.00
QORVO INC QRVO - - - $294,093.00 4,782.00
ALBEMARLE CORP ALB - - - $291,954.72 4,119.00
SL GREEN REALTY CORP SLG - - - $285,292.86 3,259.00
UNUM GROUP UNM - - - $276,231.90 8,358.00
FLIR SYSTEMS INC FLIR - - - $269,709.12 5,276.00
SEALED AIR CORP SEE - - - $268,579.20 6,060.00
XEROX CORP XRX - - - $267,925.28 7,784.00
ROBERT HALF RHI - - - $260,831.25 4,637.00
PVH CORP PVH - - - $259,747.50 2,950.00
MACY'S INC M - - - $258,181.00 11,975.00
ASSURANT INC AIZ - - - $254,900.24 2,402.00
A. O. SMITH CORP AOS - - - $251,462.19 5,523.00
PEOPLE'S UNITED FINANCIAL INC PBCT - - - $250,198.08 15,312.00
FLOWSERVE CORP FLS - - - $248,724.76 5,101.00
ALLIANCE DATA SYSTEMS CORP ADS - - - $248,145.00 1,775.00
HOLLYFRONTIER CORP HFC - - - $246,555.40 6,118.00
DAVITA HEALTHCARE PARTNERS INC DVA - - - $240,685.12 4,924.00
HANESBRANDS INC HBI - - - $233,487.66 14,074.00
RALPH LAUREN CORP RL - - - $230,202.89 2,053.00
H & R BLOCK INC HRB - - - $229,634.76 8,004.00
NEKTAR THERAPEUTICS NKTR - - - $226,418.60 6,779.00
FOX CORP- CLASS B FOX - - - $221,087.04 6,324.00
NEWELL RUBBERMAID INC NWL - - - $219,631.50 15,147.00
PENTAIR PLC PNR - - - $218,671.18 6,139.00
ROLLINS INC ROL - - - $216,073.35 5,739.00
CIMAREX ENERGY CO XEC - - - $215,724.60 3,951.00
HARLEY-DAVIDSON INC HOG - - - $215,218.32 6,213.00
PERRIGO CO PLC PRGO - - - $210,243.42 4,869.00
QUANTA SERVICES INC PWR - - - $207,978.90 5,505.00
HELMERICH & PAYNE INC HP - - - $206,184.00 4,260.00
L BRANDS INC LB - - - $200,203.94 8,894.00
CAPRI HOLDINGS LTD CPRI - - - $199,183.44 5,944.00
UNDER ARMOUR INC UAA - - - $197,962.91 7,313.00
LEGGETT & PLATT INC LEG - - - $190,838.56 5,104.00
FOOT LOCKER INC FL - - - $189,555.52 4,396.00
JEFFERIES FINANCIAL GROUP IN JEF - - - $184,151.16 10,242.00
TRIPADVISOR INC TRIP - - - $182,291.10 4,002.00
IPG PHOTONICS CORP IPGP - - - $182,209.14 1,381.00
AFFILIATED MANAGERS GROUP INC AMG - - - $179,017.36 2,026.00
UNDER ARMOUR INC-CLASS C UA - - - $178,803.45 7,497.00
NEWS CORP NWSA - - - $177,520.98 15,006.00
DISCOVERY COMMUNICATIONS INC DISCA - - - $177,457.30 6,115.00
COTY INC COTY - - - $158,926.74 11,703.00
GAP INC GPS - - - $151,221.24 8,318.00
MACERICH CO MAC - - - $142,401.72 4,124.00
NORDSTROM INC JWN - - - $136,114.14 4,174.00
NEWS CORP NWS - - - $58,852.20 4,820.00
NET OTHER ASSETS / CASH - - - - $357,295,856.32 357,295,856.32